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Titlebook: On the Estimation of Multiple Random Integrals and U-Statistics; Péter Major Book 2013 Springer-Verlag Berlin Heidelberg 2013 60H05, 60G60

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978-3-642-37616-0Springer-Verlag Berlin Heidelberg 2013
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On the Estimation of Multiple Random Integrals and U-Statistics978-3-642-37617-7Series ISSN 0075-8434 Series E-ISSN 1617-9692
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Motivation of the Investigation: Discussion of Some Problems, important problems of probability theory. I try to give a good picture about the main ideas, but I do not work out all details. Actually the elaboration of some details omitted from this discussion would demand hard work. But as the present chapter is quite independent of the rest of the work, thes
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On the Supremum of a Nice Class of Partial Sums,gether with an analogous result about the supremum of an appropriate class of onefold random integrals with respect to a normalized empirical distribution. We also compare these results with their natural Gaussian counterpart.
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Formulation of the Main Results of This Work, and of the supremum of appropriate classes of such random sums. They were considered together with some estimates about the tail distribution of the integral of a (deterministic) function with respect to a normalized empirical distribution and of the supremum of such integrals. This two kinds of pr
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,Multiple Wiener–Itô Integrals and Their Properties,ts formulated in Chap. 8. Wiener–Itô integrals provide a useful tool to handle non-linear functionals of Gaussian processes. To define them first I introduce the notion of the white noise with some reference measure.
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The Diagram Formula for Products of Degenerate ,-Statistics,o normalized empirical measures and for the products of degenerate .-statistics. These two results are closely related. In this work the diagram formula for the products of degenerate .-statistics is discussed in detail.
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Péter Majortät Stuttgart. Herrn Prof. Dr.-Ing.habil. Klaus Pöhlandt danke ich herzlich für die Betreuung der Arbeit, für das mir entgegengebrachte Vertrauen, seine großzügige Förderung sowie die wertvollen Diskussionen und Anregungen. Herrn Prof. Dr.-Ing.habil. Herbert Dietmann bin ich für die Übernahme des Ko
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