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Multiple Wiener-Itô Integrals With Applications to Limit Theorems /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2014.
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| Edición: | 2nd ed. 2014. |
| Colección: | Lecture Notes in Mathematics,
849 |
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
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| 020 | |a 9783319026428 |9 978-3-319-02642-8 | ||
| 024 | 7 | |a 10.1007/978-3-319-02642-8 |2 doi | |
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| 100 | 1 | |a Major, Péter. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Multiple Wiener-Itô Integrals |h [electronic resource] : |b With Applications to Limit Theorems / |c by Péter Major. |
| 250 | |a 2nd ed. 2014. | ||
| 264 | 1 | |a Cham : |b Springer International Publishing : |b Imprint: Springer, |c 2014. | |
| 300 | |a XIII, 126 p. 4 illus. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 490 | 1 | |a Lecture Notes in Mathematics, |x 1617-9692 ; |v 849 | |
| 520 | |a 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 some non-trivial limit theorems proved with their help. This work is a new, revised version of a previous volume written with the goalof giving a better explanation of some of the details and the motivation behind the proofs. It does not contain essentially new results; it was written to give a better insight to the old ones. In particular, a more detailed explanation of generalized fields is included to show that what is at the first sight a rather formal object is actually a useful tool for carrying out heuristic arguments. | ||
| 650 | 0 | |a Probabilities. | |
| 650 | 1 | 4 | |a Probability Theory. |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783319026411 |
| 776 | 0 | 8 | |i Printed edition: |z 9783319026435 |
| 830 | 0 | |a Lecture Notes in Mathematics, |x 1617-9692 ; |v 849 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-319-02642-8 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
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| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||