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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 goal of 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.
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Multiple Wiener-Itô Integrals
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Springer International Publishing, 2013
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 Gauss. N° de réf. du vendeur 4496494
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Multiple Wiener-Itô Integrals: With Applications to Limit Theorems (Lecture Notes in Mathematics, 849)
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Multiple Wiener-Itô Integrals : With Applications to Limit Theorems
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ISBN 13 : 9783319026411
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 goal of 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. N° de réf. du vendeur 9783319026411
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Multiple Wiener-Itô Integrals
Edité par
Springer International Publishing Dez 2013, 2013
ISBN 10 : 3319026410
ISBN 13 : 9783319026411
Neuf
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 goal of 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. 144 pp. Englisch. N° de réf. du vendeur 9783319026411
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Multiple Wiener-It� Integrals: With Applications to Limit Theorems (Lecture Notes in Mathematics)
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Paperback. Etat : New. N° de réf. du vendeur 6666-IUK-9783319026411
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Multiple Wiener-Itô Integrals: With Applications to Limit Theorems (Lecture Notes in Mathematics, 849)
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Multiple Wiener-Itô Integrals
ISBN 10 : 3319026410
ISBN 13 : 9783319026411
Neuf
Taschenbuch
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Taschenbuch. Etat : Neu. Neuware -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 goal of 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 carryingout heuristic arguments.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 144 pp. Englisch. N° de réf. du vendeur 9783319026411
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Multiple Wiener-Ito Integrals : With Applications to Limit Theorems
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Multiple Wiener-Ito Integrals : With Applications to Limit Theorems
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Multiple Wiener-It? Integrals
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Etat : New. pp. 144. N° de réf. du vendeur 2698177019
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