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Orthogonal Polynomial Decomposition for Random Fields with All Moments

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Abstract

We discuss the difference between orthogonal polynomials on finite and infinite dimensional vectors spaces. In particular we prove an infinite dimensional extension of Favard lemma.

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References

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Acknowledgements

We are grateful to the referee for several appropriate comments, in particular for having detected an imprecision in our previous proof of Lemma 4.23.

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Correspondence to Luigi Accardi.

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Lecture delivered at the Seminario Matematico e Fisico di Milano on January 27, 2015

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Accardi, L., Dhahri, A. Orthogonal Polynomial Decomposition for Random Fields with All Moments. Milan J. Math. 87, 21–56 (2019). https://doi.org/10.1007/s00032-019-00291-6

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  • DOI: https://doi.org/10.1007/s00032-019-00291-6

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