Topics in Gaussian Wiener chaos expansion

Nils Berglund
(2026)

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 Φ⁴ model. They do not cover other important aspects of the topic, such as stochastic integration, stochastic PDEs and Malliavin calculus.

Mathematical Subject Classification: 60-01, 60G15 (primary), 81S20, 82C28 (secondary).

Keywords and phrases: Renormalisation, Hermite polynomials, white noise, Gaussian processes, Wiener chaos

 

PDF file (528 Kb) hal-05622575 arXiv/2605.14630