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Finite dimensional determinants as characteristic functions of quadratic Wiener functionals


 
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1. Title Title of document Finite dimensional determinants as characteristic functions of quadratic Wiener functionals
 
2. Creator Author's name, affiliation, country Keisuke Hara; Ritsumeikan University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) qudratic Wiener functionals; generalized determinants; entire functions
 
3. Subject Subject classification 60H99; 60E10
 
4. Description Abstract We show a method and the structure to calculate the characteristic functions of quadratic Wiener functionals by using classical Weierstrass-Hadamard's theory on entire functions. We also examine the idea by an example for Gaussian processes with multiple Markovian property.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Grant-in-Aid for Encouragement of Young Scientist; ACCESS Co.,Ltd.
 
7. Date (YYYY-MM-DD) 2004-03-22
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1091
 
10. Identifier Digital Object Identifier 10.1214/ECP.v9-1091
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 9
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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