Abstract
We introduce the notion of Wick polynomials which are natural multi-variate versions of Hermite polynomials. We present their most important properties, and with their help we give a decomposition of the Hilbert space of square integrable random variables measurable with respect to a stationary Gaussian random field to the direct sum of orthogonal, shift invariant subspaces.
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© 2014 Springer International Publishing Switzerland
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Major, P. (2014). Wick Polynomials. In: Multiple Wiener-Itô Integrals. Lecture Notes in Mathematics, vol 849. Springer, Cham. https://doi.org/10.1007/978-3-319-02642-8_2
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DOI: https://doi.org/10.1007/978-3-319-02642-8_2
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-02641-1
Online ISBN: 978-3-319-02642-8
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