Multiple Wiener-Itô integrals. With applications to limit theorems

DOI10.1007/978-3-319-02642-8MaRDI QIDQ388754zbMATH OpenOpenAlexFDO

Authors P. Major

Publication date 6 January 2014

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

Full work available at URL https://doi.org/10.1007/978-3-319-02642-8

zbMATH Keywords

stationary Gaussian fieldsnon-central limit theoremFeynman's diagramsrandom spectral measuresWick polynomialsmultiple Wiener-Itō integrals

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Central limit and other weak theorems (60F05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

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