LIBROS DEL AUTOR: peter major

2 resultados para LIBROS DEL AUTOR: peter major

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  • Multiple Wiener-Itô Integrals
    Péter Major
    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. Mo...
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    46,18 €

  • On the Estimation of Multiple Random Integrals and U-Statistics
    Péter Major
    This work starts with the study of those limit theorems in probability theory for which classical methods do not work. In many cases some form of linearization can help to solve the problem, because the linearized version is simpler. But in order to apply such a method we have to show that the linearization causes a negligible error. The estimation of this error leads to some i...
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    72,36 €