Topics in Gaussian Wiener chaos expansion
Probability
2026-05-22 v3 Mathematical Physics
History and Overview
math.MP
Abstract
These notes have been written for a series of lectures to be given at the 44th Finnish Summer School on Probability and Statistics in Lammi, Finland, from 25th to 29th May, 2026. They contain an introduction to Wiener chaos decomposition in finite dimension, a construction of Gaussian fields on the torus, including white noise and the Gaussian free field, and applications to the model. They do not cover other important aspects of the topic, such as stochastic integration, stochastic PDEs and Malliavin calculus.
Cite
@article{arxiv.2605.14630,
title = {Topics in Gaussian Wiener chaos expansion},
author = {Nils Berglund},
journal= {arXiv preprint arXiv:2605.14630},
year = {2026}
}
Comments
79 pages, 6 figures. Some minor typos corrected