|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNISA996466623703316 |
|
|
Autore |
Major Péter <1947-> |
|
|
Titolo |
Multiple wiener-Ito integrals : with applications to limit theorems / / Péter Major |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1981] |
|
©1981 |
|
|
|
|
|
|
|
|
|
ISBN |
|
|
|
|
|
|
Edizione |
[1st ed. 1981.] |
|
|
|
|
|
Descrizione fisica |
|
1 online resource (X, 130 p.) |
|
|
|
|
|
|
Collana |
|
Lecture Notes in Mathematics, , 0075-8434 ; ; 849 |
|
|
|
|
|
|
Classificazione |
|
|
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Distribution (Probability theory) |
Random variables |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Bibliographic Level Mode of Issuance: Monograph |
|
|
|
|
|
|
Nota di contenuto |
|
On a limit problem -- Wick polynomials -- Random spectral measures -- Multiple Wiener-Itô integrals -- The proof of Itô’s formula. The diagram formula and some of its consequences -- Subordinated fields, construction of self-similar fields -- On the original Wiener-Itô integral -- Non-central limit theorems -- History of the problems. Comments. |
|
|
|
|
|
|
|