Wiener chaos moments, cumulants and diagrams, a survey with computer implementation

The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability distributions on the real line. It plays a crucial role in modern probability theory, with applications ranging from Malliavin calculus to stochastic differ...

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Bibliografische gegevens

Hoofdauteur:	Peccati, Giovanni 1975-
Andere auteurs:	Taqqu, Murad S.
Formaat:	Electronic Resource
Taal:	English
Gepubliceerd in:	Milan, New York Springer c2011.
Reeks:	Bocconi & Springer series 1.
Onderwerpen:	Gaussian processes. Combinatorial analysis. Time-series analysis. Mathematics. Electronic books.
Online toegang:	Available for University of the Philippines Diliman via SpringerLink. Click here to access