Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables

DOI10.1016/0304-4149(82)90030-8zbMath0502.60040OpenAlexW2060225608MaRDI QIDQ1172870

Murad S. Taqqu, Jeffrey B. Goldberg

Publication date: 1982

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(82)90030-8

zbMATH Keywords

multigraphHermite polynomialsself-similar processeshydrologyHermite processes

Mathematics Subject Classification ID

Random fields (60G60) Trees (05C05) Enumeration in graph theory (05C30) Stochastic integrals (60H05)

Related Items (1)

Spectral Bounds for the Connectivity of Regular Graphs with Given Order

Cites Work

• A representation for self-similar processes
• Gaussian and their subordinates self-similar random generalized fields
• Multiple Wiener integral
• On a Method of Calculation of Semi-Invariants
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
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