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Multiple Wiener-ito Integrals: With Applications to Limit Theorems: 2014 by Peter Major (Paperback, 2013)

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About this product

Product Information

The goal of this Lecture Note is to prove a new type of limit theorems for rmalized sums of strongly dependent random variables that play an important role in probability theory or in statistical physics. Here n-linear functionals of stationary Gaussian fields are considered, and it is shown that the theory of Wiener-Ito 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 n-trivial limit theorems proved with their help. This work is a new, revised version of a previous volume written with the goal of giving a better explanation of some of the details and the motivation behind the proofs. It does t 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.

Product Identifiers

Publisher
Springer International Publishing Ag
ISBN-10
3319026410
ISBN-13
9783319026411
eBay Product ID (ePID)
190466274

Product Key Features

Author
Peter Major
Format
Trade Paperback (US), Paperback
Language
English
Subject
Mathematics
Type
Textbook

Dimensions

Weight
231g
Height
234mm
Width
156mm

Additional Product Features

Place of Publication
Cham
Spine
7mm
Series Part/Volume Number
849
Series Title
Lecture Notes in Mathematics
Content Note
Black & White Illustrations
Date of Publication
04/12/2013
Edition Statement
2nd Revised Edition
Genre
Mathematics
Country of Publication
Switzerland

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