Abstract
In this work, we propose a new method for calculating the mathematical expectation of nonlinear functionals from random processes. The method is based on using Wiener chaos expansion and approximate formulas, exact for functional polynomials of given degree. Examples illustrating approximation accuracy are considered.
Appendix A Appendix
Here is information on approximate formulas from [6] for calculating the mathematical expectations of nonlinear functionals of random processes, which we use in the paper.
Polynomial functionals of the 𝑚-th degree from 𝑊 are
where
Approximate formulas, exact for polynomial functionals of
where
References
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