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 Electronic Communications in Probability > Vol. 9 (2004) > Paper 4 open journal systems 


Finite dimensional determinants as characteristic functions of quadratic Wiener functionals

Keisuke Hara,


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.


Full text: PDF

Pages: 26--35

Published on: March 22, 2004
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Electronic Communications in Probability. ISSN: 1083-589X