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...

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Bibliographic Details
Main Author: Major, Péter. (Author, http://id.loc.gov/vocabulary/relators/aut)
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:
Online Access:https://doi.org/10.1007/978-3-319-02642-8
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