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Wick Polynomials

  • Péter Major
Chapter
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.

Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  • Péter Major
    • 1
  1. 1.Alfréd Rényi Mathematical Institute Hungarian Academy of SciencesBudapestHungary

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