The theory of Wiener-Itô integrals in vector valued Gaussian stationary random fields. I

zbMATH Open1471.60046MaRDI QIDQ5154980FDOQ5154980

Authors: P. Major 

Publication date: 5 October 2021

Full work available at URL: http://www.mathjournals.org/mmj/2020-020-004/2020-020-004-006.html

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zbMATH Keywords

diagram formulamultiple integral with respect to random spectral measuremultivariate random spectral measuremultivariate spectral measurevector valued Gaussian stationary random fields

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Stationary stochastic processes (60G10) Stochastic integrals (60H05)

Cites Work

• Title not available (Why is that?)
• Central limit theorems for non-linear functionals of Gaussian fields
• Non-central limit theorems for non-linear functional of Gaussian fields
• Normal approximations with Malliavin calculus. From Stein's method to universality
• Title not available (Why is that?)
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• Multiple Wiener integral
• Multiple Wiener-Itô integrals. With applications to limit theorems
• Gaussian and their subordinates self-similar random generalized fields
• Title not available (Why is that?)

Cited In (6)

• The theory of Wiener-Itô integrals in vector-valued Gaussian stationary random fields. II
• A new proof of the expansion of iterated Itô stochastic integrals with respect to the components of a multidimensional Wiener process based on generalized multiple Fourier series and Hermite polynomials
• Wiener integrals with respect to the two-parameter tempered Hermite random fields
• Multiple Wiener-Itô integrals. With applications to limit theorems
• Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
• Wiener functionals and probability limit theorems. I: The central limit theorems

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