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

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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Chi tiết về thư mục
Tác giả chính: Peccati, Giovanni 1975-
Tác giả khác: Taqqu, Murad S.
Định dạng: Electronic Resource
Ngôn ngữ:English
Được phát hành: Milan, New York Springer c2011.
Loạt:Bocconi & Springer series 1.
Những chủ đề:
Gaussian processes.
Combinatorial analysis.
Time-series analysis.
Mathematics.
Electronic books.
Truy cập trực tuyến:Available for University of the Philippines Diliman via SpringerLink. Click here to access