Multiple Wiener-Itô Integrals With Applications to Limit Theorems /

• Κύριος συγγραφέας: Major, Péter (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Έκδοση: 2nd ed. 2014.
• Σειρά: Lecture Notes in Mathematics, 849
• Θέματα: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

The goal of this Lecture Note is to prove a new type of limit theorems for normalized sums of strongly dependent random variables that play an important role in probability theory or in statistical physics. Here non-linear functionals of stationary Gaussian fields are considered, and it is shown tha...