Multiple Wiener-Ito integrals. With applications to limit theorems

zbMath0451.60002MaRDI QIDQ1148049

Péter Major

Publication date: 1981

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

zbMATH Keywords

statistical physicsself-similar random fieldsmultiple WienerIto integrals

Mathematics Subject Classification ID

Gaussian processes (60G15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (only showing first 100 items - show all)

Sojourn functionals for spatiotemporal Gaussian random fields with long memory ⋮ QFT, RG, and All That, for Mathematicians ⋮ Evolutionary transfer functions solution for continuous–time bilinear stochastic processes with time-varying coefficients. ⋮ On asymptotics of discretized functionals of long-range dependent functional data ⋮ Spectral analysis for GARCH processes through a bilinear representation ⋮ Central and Noncentral Limit Theorems Arising from the Scattering Transform and Its Neural Activation Generalization ⋮ Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process ⋮ Estimating the Mean Direction of Strongly Dependent Circular Time Series ⋮ Non-central limit theorems for functionals of random fields on hypersurfaces ⋮ Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order ⋮ Wavelet-based estimators of multivariable mean regression function with long-memory data ⋮ Second-order behavior of M-estimators in linear regression with long-memory errors ⋮ Asymptotics for theL^p-deviation of the variance estimator under diffusion ⋮ Two‐stage U‐statistics for Hypothesis Testing ⋮ Fractional random fields associated with stochastic fractional heat equations ⋮ Moment bounds and central limit theorem for functions of Gaussian vectors ⋮ The linear stochastic heat equation with Hermite noise ⋮ Limit theorems for \(p\)-domain functionals of stationary Gaussian fields ⋮ Polynomial Trend Regression With Long‐memory Errors ⋮ On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift ⋮ On LSE in regression model for long-range dependent random fields on spheres ⋮ Multi-scaling limits for relativistic diffusion equations with random initial data ⋮ Strongly correlated random fields as observed by a random walker ⋮ Exponential Inequalities for the Distribution Tails of Multiple Stochastic Integrals with Respect to Gaussian Integrating Processes ⋮ Invariant measures for generalized Langevin equations in conuclear spaces ⋮ Non-Gaussian scenarios for the heat equation with singular initial conditions ⋮ Marginal distributions of self-similar processes with stationary increments ⋮ Distributional limit theorems over a stationary Gaussian sequence of random vectors. ⋮ Stationary self-similar random fields on the integer lattice. ⋮ On weighted \(U\)-statistics for stationary processes. ⋮ Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields. ⋮ Necessary and sufficient conditions for a second-order Wiener-Itô integral process to be mixing ⋮ Unnamed Item ⋮ Noncentral convergence of multiple integrals ⋮ A central limit theorem for non-instantaneous filters of a stationary Gaussian process ⋮ Stein's method on Wiener chaos ⋮ Stratified structure of the Universe and Burgers' equation -- a probabilistic approach ⋮ Parametric estimation of long memory multivariate Gaussian random fields ⋮ The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences ⋮ An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series ⋮ Distribution and moment convergence of martingales ⋮ Unnamed Item ⋮ A central limit theorem for nonlinear functionals of stationary Gaussian vector processes ⋮ Limit theorems for supercritical branching random fields with immigration ⋮ Wiener integrals, Malliavin calculus and covariance measure structure ⋮ Some self-similar processes related to local times ⋮ Distant long-range dependent sums and regression estimation ⋮ Spherical level-crossing measures for chi-square random fields ⋮ Stochastic integrals: A combinatorial approach ⋮ Properties and numerical evaluation of the Rosenblatt distribution ⋮ Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes ⋮ A CLT concerning critical points of random functions on a Euclidean space ⋮ Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes ⋮ Asymptotic normality of regression estimators with long memory errors ⋮ Asymptotic theory for curve-crossing analysis ⋮ On spline regression under Gaussian subordination with long memory ⋮ On distance in total variation between image measures ⋮ Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory ⋮ Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes ⋮ Hausdorff and packing dimensions of the images of random fields ⋮ On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\) ⋮ Multi-scaling limits for time-fractional relativistic diffusion equations with random initial data ⋮ Bispectrum and a non-linear model for a non-Gaussian homogenous and isotropic field in 3D ⋮ Multiple Wiener-Itô integral expansions for level-crossing-count functionals ⋮ Sojourns of multidimensional Gaussian random fields with dependent components ⋮ Wigner chaos and the fourth moment ⋮ Generalized Hermite processes, discrete chaos and limit theorems ⋮ Some convergence results on quadratic forms for random fields and application to empirical covariances ⋮ Multivariate limits of multilinear polynomial-form processes with long memory ⋮ Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors ⋮ Limiting theorems for sojourn measures in domains of vector-valued Gaussian random fields ⋮ Central limit theorem for polynomial forms. I ⋮ Long-range dependence in third order and bispectrum singularity ⋮ On stationarity and second-order properties of bilinear random fields ⋮ Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence ⋮ On almost sure noncentral limit theorems ⋮ Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes ⋮ Tauberian and Abelian theorems for correlation function of a homogeneous isotropic random field ⋮ Sample path properties of bifractional Brownian motion ⋮ Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals ⋮ Covariances Estimation for Long-Memory Processes ⋮ Long-range dependence and Appell rank ⋮ Large scale reduction principle and application to hypothesis testing ⋮ Marginal density estimation for linear processes with cyclical long memory ⋮ Asymptotic expansions for functions of the increments of certain Gaussian processes ⋮ On bifractional Brownian motion ⋮ On the characteristics of a class of Gaussian processes within the white noise space setting ⋮ Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences ⋮ Central limit theorems for sequences of multiple stochastic integrals ⋮ Stochastic integrals and evolution equations with Gaussian random fields ⋮ Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space ⋮ Studies of information quantities and information geometry of higher order cumulant spaces ⋮ Mean integrated squared error of nonlinear wavelet-based estimators with long memory data ⋮ Limit theorems for long-memory flows on Wiener chaos ⋮ KPZ equation, its renormalization and invariant measures ⋮ Optimal bounds in non-Gaussian limit theorems for \(U\)-statistics ⋮ The nature of discrete second-order self-similarity ⋮ Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems ⋮ Limit theorem for polynomials of a linear process with long-range dependence ⋮ Second-order properties for multiple-bilinear models

This page was built for publication: Multiple Wiener-Ito integrals. With applications to limit theorems