219 citations
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Showing 2014Show all
2 papers · 1 filter
math.PR2014★ 7 cited
On the fourth moment theorem for the complex multiple Wiener-Itô integrals
Yong Chen, Yong Liu
In this paper, a product formula of Hermite polynomials is given and then the relation between the real Wiener-Itô chaos and the complex Wiener-Itô chaos (or: multiple integrals) i…
cond-mat.stat-mech2014★ 39 cited
Topological properties and fractal analysis of recurrence network constructed from fractional Brownian motions
Jin-Long Liu, Zu-Guo Yu, Vo Anh
Many studies have shown that we can gain additional information on time series by investigating their accompanying complex networks. In this work, we investigate the fundamental to…