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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Главный автор:	Peccati, Giovanni 1975-
Другие авторы:	Taqqu, Murad S.
Формат:	Electronic Resource
Язык:	English
Опубликовано:	Milan, New York Springer c2011.
Серии:	Bocconi & Springer series 1.
Предметы:	Gaussian processes. Combinatorial analysis. Time-series analysis. Mathematics. Electronic books.
Online-ссылка:	Available for University of the Philippines Diliman via SpringerLink. Click here to access