Moments of Hermite–Gaussian functionals

DOI10.4064/AM2398-3-2020zbMath1453.60025OpenAlexW3035530877MaRDI QIDQ5119796

Mateusz Gałka, Marek Beśka

Publication date: 1 September 2020

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am2398-3-2020

zbMATH Keywords

Hermite polynomialsGaussian random vector

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability distributions: general theory (60E05)

Cites Work

• The Malliavin Calculus and Related Topics
• Gaussian Hilbert Spaces

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