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Random taylor series

  1. Sep 15, 2010 #1
    I am trying to linearize a function, f(x), where x is a normally distributed N(0,1) random variable. How can I perform a taylor series expansion around a deterministic value x0? Thanks.
     
  2. jcsd
  3. Sep 15, 2010 #2

    mathman

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    Science Advisor

    You just expand as you would in the ordinary case.

    f(x)=f(x0) + (x-x0)f'(x0) + .....

    x being a random variable has no effect on the expansion. It matters only to the extent you want statistical properties of f(x).
     
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