Author

Serhii W. Zabolotnii

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Preprint Jul 2026

Exact Computation of Non-Gaussian Mismatch Penalties in Wiener-Hermite Cross-Correlation Identification

The computation is a weighted-$L^2$ projection whose core normal-system correspondence is machine-checked in Lean 4.5, and gives the exact finite-order excess $L^2(P)$ risk of this mismatch.

Serhii W. Zabolotnii · 0 citations