Recurrence formula for expectations of products of bilinear forms and expectations of bilinear forms and random matrices

被引：0

作者：

Ghazal, GA ^{[1
]}

机构：

[1] Cairo Univ, Inst Stat, Cairo, Egypt

来源：

STATISTICS & PROBABILITY LETTERS | 2000年 / 48卷 / 01期

关键词：

expectations; product of bilinear forms and random matrices; Kronecker products;

D O I：

10.1016/S0167-7152(99)00180-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we use the structure of the canonical Poisson space to calculate the explicit form of the chaos decomposition of the solution of a stochastic bilinear equation driven by a compensated Poisson process (defined on an arbitrary complete probability space) and with drift in the first Poisson-Ito chaos. (C) 2000 Elsevier Science B.V. All rights reserved.

引用

页码：1 / 9

页数：9

共 5 条

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Ghazal, GA
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[4] ON BILINEAR-FORMS IN NORMAL VARIABLES
MATHAI, AM
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1992, 44 (04) : 769 - 779
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