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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Description d'après consultation du 26 février 2013 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
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| Edition sous un autre format: | • Wiener chaos, moments, cumulants and diagrams, a survey with computer implementation, Giovanni Peccati, Murad S. Taqqu, 2011, Milan, Bocconi University Press, Springer, 1 vol.(XIII-274 p.), Bocconi & Springer series, 978-88-470-1678-1 |
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| 100 | 1 | |a Peccati, Giovanni, |d 1975- | |
| 245 | 1 | 0 | |a Wiener chaos : |b moments, cumulants and diagrams : a survey with computer implementation |c Giovanni Peccati, Murad S. Taqqu. |
| 260 | |a Milano : |b Springer Milan : |b Springer e-books. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Bocconi & Springer Series |v 1 |x 2039-1471 | |
| 500 | |a Description d'après consultation du 26 février 2013 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. Index | ||
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 differential equations and from probabilistic approximations to mathematical finance. This book is concerned with combinatorial structures arising from the study of chaotic random variables related to infinitely divisible random measures. The combinatorial structures involved are those of partitions of finite sets, over which Möbius functions and related inversion formulae are defined. This combinatorial standpoint (which is originally due to Rota and Wallstrom) provides an ideal framework for diagrams, which are graphical devices used to compute moments and cumulants of random variables. Several applications are described, in particular, recent limit theorems for chaotic random variables. An Appendix presents a computer implementation in MATHEMATICA for many of the formulae | ||
| 650 | |a Chaos (théorie des systèmes) |x Modèles mathématiques | ||
| 650 | |a Processus gaussiens | ||
| 650 | |a Équations aux dérivées partielles stochastiques | ||
| 700 | 1 | |a Taqqu, Murad S., |d 1942-...., |c mathématicien. |4 aut | |
| 776 | 0 | |0 156263130 |t Wiener chaos |o moments, cumulants and diagrams |o a survey with computer implementation |f Giovanni Peccati, Murad S. Taqqu |d 2011 |c Milan |n Bocconi University Press |n Springer |p 1 vol.(XIII-274 p.) |s Bocconi & Springer series |z 978-88-470-1678-1 | |
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