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A Coordinate-Free Approach to the Method of Moments in the Theory of Multidimensional Stochastic Systems

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Abstract

A coordinate-free approach to the theory of the distribution moments of random variables was considered. The main relations for the moments were obtained using the theory of symmetric polylinear forms. Problems of polynomial approximation of the distributions of the state vector of multidimensional stochastic systems were discussed.

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  1. Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia

    M. E. Shaikin

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  1. M. E. Shaikin
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Shaikin, M.E. A Coordinate-Free Approach to the Method of Moments in the Theory of Multidimensional Stochastic Systems. Automation and Remote Control 63, 766–776 (2002). https://doi.org/10.1023/A:1015445904302

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  • DOI: https://doi.org/10.1023/A:1015445904302

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