Peccati, Giovanni
Wiener Chaos: Moments, Cumulants and Diagrams
1. Introduction
Giovanni Peccati, Murad S. Taqqu
2. The lattice of partitions of a finite set
Giovanni Peccati, Murad S. Taqqu
3. Combinatorial expressions of cumulants and moments
Giovanni Peccati, Murad S. Taqqu
4. Diagrams and multigraphs
Giovanni Peccati, Murad S. Taqqu
5. Wiener-Itô integrals and Wiener chaos
Giovanni Peccati, Murad S. Taqqu
6. Multiplication formulae
Giovanni Peccati, Murad S. Taqqu
7. Diagram formulae
Giovanni Peccati, Murad S. Taqqu
8. From Gaussian measures to isonormal Gaussian processes
Giovanni Peccati, Murad S. Taqqu
9. Hermitian random measures and spectral representations
Giovanni Peccati, Murad S. Taqqu
10. Some facts about Charlier polynomials
Giovanni Peccati, Murad S. Taqqu
11. Limit theorems on the Gaussian Wiener chaos
Giovanni Peccati, Murad S. Taqqu
12. CLTs in the Poisson case: the case of double integrals
Giovanni Peccati, Murad S. Taqqu
Avainsanat: Mathematics, Probability Theory and Stochastic Processes, Combinatorics, Measure and Integration
- Tekijä(t)
- Peccati, Giovanni
- Taqqu, Murad S.
- Julkaisija
- Springer
- Julkaisuvuosi
- 2011
- Kieli
- en
- Painos
- 1
- Sarja
- Bocconi & Springer Series
- Sivumäärä
- 283 sivua
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9788847016798