2013, ISBN: 3319026410
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2013, ISBN: 3319026410
[EAN: 9783319026411], Neubuch, [PU: Springer International Publishing], 60G18,60H05,60F99,60G10,60G15,60G60; WIENERCHAOS; WIENER-ITÔINTEGRALS; DIAGRAMFORMULA; LARGE-SCALELIMIT; SELF-SIMIL… Mehr…
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2013, ISBN: 9783319026411
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2013, ISBN: 3319026410
2nd ed. 2014 Kartoniert / Broschiert Wahrscheinlichkeitsrechnung und Statistik, 60G18,60H05,60F99,60G10,60G15,60G60; Wienerchaos; Wiener¿Itôintegrals; diagramformula; large-scalelimit; … Mehr…
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2013, ISBN: 3319026410
[EAN: 9783319026411], Neubuch, [SC: 0.0], [PU: Springer International Publishing], 60G18,60H05,60F99,60G10,60G15,60G60; WIENERCHAOS; WIENER¿ITÔINTEGRALS; DIAGRAMFORMULA; LARGE-SCALELIMIT;… Mehr…
2016, ISBN: 9783319026411
[ED: Taschenbuch], [PU: Springer International Publishing], Neuware - The goal of this Lecture Note is to prove a new type of limit theorems for normalized sums of strongly dependent rand… Mehr…
2013
ISBN: 3319026410
[EAN: 9783319026411], Neubuch, [PU: Springer International Publishing], 60G18,60H05,60F99,60G10,60G15,60G60; WIENERCHAOS; WIENER-ITÔINTEGRALS; DIAGRAMFORMULA; LARGE-SCALELIMIT; SELF-SIMIL… Mehr…
2013, ISBN: 9783319026411
[ED: Kartoniert / Broschiert], [PU: Springer International Publishing], Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The goal of this L… Mehr…
2013, ISBN: 3319026410
2nd ed. 2014 Kartoniert / Broschiert Wahrscheinlichkeitsrechnung und Statistik, 60G18,60H05,60F99,60G10,60G15,60G60; Wienerchaos; Wiener¿Itôintegrals; diagramformula; large-scalelimit; … Mehr…
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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.
Detailangaben zum Buch - Multiple Wiener-Itô Integrals
EAN (ISBN-13): 9783319026411
ISBN (ISBN-10): 3319026410
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2013
Herausgeber: Springer International Publishing
Buch in der Datenbank seit 2014-10-10T06:59:31+02:00 (Zurich)
Detailseite zuletzt geändert am 2023-12-14T13:48:29+01:00 (Zurich)
ISBN/EAN: 9783319026411
ISBN - alternative Schreibweisen:
3-319-02641-0, 978-3-319-02641-1
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: major
Titel des Buches: ito, multiple, wiener, wien, integral theorems, limit, lecture notes mathematics
Daten vom Verlag:
Autor/in: Péter Major
Titel: Lecture Notes in Mathematics; Multiple Wiener-Itô Integrals - With Applications to Limit Theorems
Verlag: Springer; Springer International Publishing
126 Seiten
Erscheinungsjahr: 2013-12-16
Cham; CH
Gedruckt / Hergestellt in Niederlande.
Sprache: Englisch
37,44 € (DE)
38,49 € (AT)
41,50 CHF (CH)
POD
XIII, 126 p. 4 illus.
BC; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; 60G18,60H05,60F99,60G10,60G15,60G60; Wiener chaos; Wiener–Itô integrals; diagram formula; large-scale limit; self-similar fields; Probability Theory; Stochastik; BC; EA
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.
Includes supplementary material: sn.pub/extras
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9783319026428 Peter Major: Multiple Wiener-Itô Integrals (Ivan Dimov)
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