Orthogonal polynomial expansion of Pearson's probability densities for non-Markov processes

V. A. Kazakov, A. M. Lavrov

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

Expansions of Pearson's conditional and two-dimensional probability densities are obtained for non-Markov processes in orthogonal Hermite, Laguerre, and Jacobi polynomials.

Original languageEnglish
Pages (from-to)1012-1016
Number of pages5
JournalRadiophysics and Quantum Electronics
Volume37
Issue number12
DOIs
StatePublished - Dec 1994

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