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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής

Κύριος συγγραφέας:	Peccati, Giovanni 1975-
Άλλοι συγγραφείς:	Taqqu, Murad S.
Μορφή:	Electronic Resource
Γλώσσα:	English
Έκδοση:	Milan, New York Springer c2011.
Σειρά:	Bocconi & Springer series 1.
Θέματα:	Gaussian processes. Combinatorial analysis. Time-series analysis. Mathematics. Electronic books.
Διαθέσιμο Online:	Available for University of the Philippines Diliman via SpringerLink. Click here to access