Péter Major
Broschiertes Buch

Multiple Wiener-Itô Integrals

With Applications to Limit Theorems

Versandfertig in 6-10 Tagen
26,99 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
13 °P sammeln!
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 that the theory of Wiener-Itô integrals provides a valuable tool in their study. More precisely, a version of these random integrals is introduced that enables us to combine the technique of random integrals and Fourier analysis. The most important results of this theory are presented together with so...