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2004 Finite dimensional determinants as characteristic functions of quadratic Wiener functionals
Keisuke Hara
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Electron. Commun. Probab. 9: 26-35 (2004). DOI: 10.1214/ECP.v9-1091

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.

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Keisuke Hara. "Finite dimensional determinants as characteristic functions of quadratic Wiener functionals." Electron. Commun. Probab. 9 26 - 35, 2004. https://doi.org/10.1214/ECP.v9-1091

Information

Accepted: 22 March 2004; Published: 2004
First available in Project Euclid: 26 May 2016

zbMATH: 1060.60014
MathSciNet: MR2041303
Digital Object Identifier: 10.1214/ECP.v9-1091

Subjects:
Primary: 60H99
Secondary: 60E10

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