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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Detaylı Bibliyografya

Yazar:	Peccati, Giovanni 1975-
Diğer Yazarlar:	Taqqu, Murad S.
Materyal Türü:	Electronic Resource
Dil:	English
Baskı/Yayın Bilgisi:	Milan, New York Springer c2011.
Seri Bilgileri:	Bocconi & Springer series 1.
Konular:	Gaussian processes. Combinatorial analysis. Time-series analysis. Mathematics. Electronic books.
Online Erişim:	Available for University of the Philippines Diliman via SpringerLink. Click here to access