Wiener Chaos: Moments, Cumulants and Diagrams A survey with Computer Implementation

Wiener Chaos: Moments, Cumulants and Diagrams A survey with Computer Implementation / by Giovanni Peccati, Murad S. Taqqu.

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...

Full description

Saved in:
Bibliographic Details
Main Authors: Peccati, Giovanni (Author), Taqqu, Murad S. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Milano : Springer Milan : Imprint: Springer, 2011.
Edition:1st ed. 2011.
Series:Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics, 1
Springer eBook Collection.
Subjects:
Probabilities.
Economics, Mathematical .
Combinatorics.
Measure theory.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Login for hold information

‌

Click to view e-book

Online

Holdings details from Online
Call Number: E-Book
Copy 1 Available

Similar Items