
- Peccati, Giovanni
- Taqqu, Murad
Wiener Chaos: Moments, Cumulants and Diagrams
- A survey with Computer Implementation
- Kartoniert,
- Springer, Berlin
- (2014)
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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 applicationsranging from Malliavin calculus to stochastic differential equations and fromprobabilistic approximations to mathematical finance.This book is concerned with combinatorial structures arising from the studyof chaotic random variables related to infinite ...
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- Wiener Chaos: Moments, Cumulants and Diagrams
- A survey with Computer Implementation
- Peccati, Giovanni, Taqqu, Murad
- Kartoniert, xiii, 274 S.
- XIII, 274 p.
- Sprache: Englisch
- 235 mm
- ISBN-13: 978-88-470-5604-6
- Titelnr.: 51224897
- Gewicht: 450 g
- Springer, Berlin (2014)
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