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Wick Polynomials

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Part of the Lecture Notes in Mathematics book series (LNM,volume 849)

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.

Keywords

  • Wick Polynomials
  • Stationary Gaussian Field
  • Orthogonal Invariant Subspaces
  • Hermite Polynomials
  • Gaussian Random Variables

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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