02234nam 2200625 450 99646662370331620220908230619.03-540-38557-610.1007/BFb0094036(CKB)1000000000437954(SSID)ssj0000325038(PQKBManifestationID)12118364(PQKBTitleCode)TC0000325038(PQKBWorkID)10322251(PQKB)11384385(DE-He213)978-3-540-38557-8(MiAaPQ)EBC5591997(Au-PeEL)EBL5591997(OCoLC)1066195543(MiAaPQ)EBC6841975(Au-PeEL)EBL6841975(OCoLC)1292361803(PPN)155224697(EXLCZ)99100000000043795420220908d1981 uy 0engurnn#008mamaatxtccrMultiple wiener-Ito integrals with applications to limit theorems /Péter Major1st ed. 1981.Berlin, Germany ;New York, New York :Springer-Verlag,[1981]©19811 online resource (X, 130 p.)Lecture Notes in Mathematics,0075-8434 ;849Bibliographic Level Mode of Issuance: Monograph3-540-10575-1 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.Lecture Notes in Mathematics,0075-8434 ;849Distribution (Probability theory)TablesRandom variablesDistribution (Probability theory)Random variables.519.260H05msc60G18mscMajor Péter1947-48603MiAaPQMiAaPQMiAaPQBOOK996466623703316Multiple Wiener-Itô integrals81079UNISA