Year: 2023
Type: preprint
Abstract: In this article, we will construct an approximation of Gaussian white noise based on the sequence of Bernoulli random variables and define Wick's products and the stochastic exponent for the Bernoulli case. Here we will propose a method to calculate the moments of Wick's products for Bernoulli variables using diagrams that converge to Feynman diagrams in the Gaussian case.
Source: arXiv (Cornell University)
Author: Hrabovets, Anastasiia
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4366558216
