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Multiple Wiener Itô Integrals Applications by Major Péter (14 results)
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Multiple Wiener-Ito Integrals: With Applications to Limit Theorems Lecture Notes in Mathematics, 849
Published by Springer Berlin Heidelberg, 1981
ISBN 10: 3540105751 ISBN 13: 9783540105756
Language: English
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
Seller rating 5 out of 5 stars
US$ 29.97
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Add to basketBroschiert. Condition: Gut. 126 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 245.
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US$ 41.57
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Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major
Published by Berlin ; New York : Springer-Verlag, 1981
ISBN 10: 3540105751 ISBN 13: 9783540105756
Language: English
First Edition
US$ 30.03
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Add to basket1st edition. Fine paperback copy. Particularly well-preserved; tight, bright and clean. Physical description; vii, 126 pp. Notes; Lecture notes in mathematics (Springer-Verlag) series, 849. Includes bibliographical references. Contents; 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. Subject s; Stochastic integrals. Gaussian processes. Distribution (Probability theory). Tables. Random variables. Wiener-Itô-Integral. Mathematics. 1 Kg.
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Multiple Wiener-Itô Integrals: With Applications to Limit Theorems (Lecture Notes in Mathematics, 849)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Multiple Wiener-Ito Integrals : With Applications to Limit Theorems
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Paperback or Softback. Condition: New. Multiple Wiener-Ito Integrals: With Applications to Limit Theorems. Book.
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Multiple Wiener-Itô Integrals : With Applications to Limit Theorems
Published by Springer International Publishing, Springer International Publishing, 2013
ISBN 10: 3319026410 ISBN 13: 9783319026411
Language: English
US$ 44.92
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Add to basketTaschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - The goal of this Lecture Note is to prove a new type of limit theorems for normalized sums of strongly dependent random variables that play an important role in probability theory or in statistical physics. Here non-linear functionals of stationary Gaussian fields are considered, and it is shown that the theory of Wiener-Itô integrals provides a valuable tool in their study. More precisely, a version of these random integrals is introduced that enables us to combine the technique of random integrals and Fourier analysis. The most important results of this theory are presented together with some non-trivial limit theorems proved with their help.This work is a new, revised version of a previous volume written with the goal of giving a better explanation of some of the details and the motivation behind the proofs. It does not contain essentially new results; it was written to give a better insight to the old ones. In particular, a more detailed explanation of generalized fields is included to show that what is at the first sight a rather formal object is actually a useful tool for carrying out heuristic arguments.
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Multiple Wiener-Ito Integrals : With Applications to Limit Theorems
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Multiple Wiener-Ito Integrals: With Applications to Limit Theorems (Lecture Notes in Mathematics)
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Add to basketCondition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.
