Multiple Wiener-Itô Integrals With Applications to Limit Theorems /

• Main Author: Major, Péter (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Edition: 2nd ed. 2014.
• Series: Lecture Notes in Mathematics, 849
• Subjects: 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...