|
|
|
|
LEADER |
00000nam a22000005i 4500 |
001 |
b3300461 |
003 |
MWH |
005 |
20191027151134.0 |
007 |
cr nn 008mamaa |
008 |
110406s2011 it | s |||| 0|eng d |
020 |
|
|
|a 9788847016798
|
024 |
7 |
|
|a 10.1007/978-88-470-1679-8
|2 doi
|
035 |
|
|
|a (DE-He213)978-88-470-1679-8
|
050 |
|
4 |
|a E-Book
|
072 |
|
7 |
|a PBT
|2 bicssc
|
072 |
|
7 |
|a MAT029000
|2 bisacsh
|
072 |
|
7 |
|a PBT
|2 thema
|
072 |
|
7 |
|a PBWL
|2 thema
|
100 |
1 |
|
|a Peccati, Giovanni.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
|
245 |
1 |
0 |
|a Wiener Chaos: Moments, Cumulants and Diagrams
|h [electronic resource] :
|b A survey with Computer Implementation /
|c by Giovanni Peccati, Murad S. Taqqu.
|
250 |
|
|
|a 1st ed. 2011.
|
264 |
|
1 |
|a Milano :
|b Springer Milan :
|b Imprint: Springer,
|c 2011.
|
300 |
|
|
|a XIII, 274 p.
|b online resource.
|
336 |
|
|
|a text
|b txt
|2 rdacontent
|
337 |
|
|
|a computer
|b c
|2 rdamedia
|
338 |
|
|
|a online resource
|b cr
|2 rdacarrier
|
347 |
|
|
|a text file
|b PDF
|2 rda
|
490 |
1 |
|
|a Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics,
|x 2039-1471 ;
|v 1
|
490 |
1 |
|
|a Springer eBook Collection
|
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.
|
590 |
|
|
|a Loaded electronically.
|
590 |
|
|
|a Electronic access restricted to members of the Holy Cross Community.
|
650 |
|
0 |
|a Probabilities.
|
650 |
|
0 |
|a Economics, Mathematical .
|
650 |
|
0 |
|a Combinatorics.
|
650 |
|
0 |
|a Measure theory.
|
690 |
|
|
|a Electronic resources (E-books)
|
700 |
1 |
|
|a Taqqu, Murad S.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
|
710 |
2 |
|
|a SpringerLink (Online service)
|
773 |
0 |
|
|t Springer eBooks
|
830 |
|
0 |
|a Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics,
|x 2039-1471 ;
|v 1
|
830 |
|
0 |
|a Springer eBook Collection.
|
856 |
4 |
0 |
|u https://holycross.idm.oclc.org/login?auth=cas&url=https://doi.org/10.1007/978-88-470-1679-8
|3 Click to view e-book
|t 0
|
907 |
|
|
|a .b33004614
|b 04-18-22
|c 02-26-20
|
998 |
|
|
|a he
|b 02-26-20
|c m
|d @
|e -
|f eng
|g it
|h 0
|i 1
|
912 |
|
|
|a ZDB-2-SMA
|
950 |
|
|
|a Mathematics and Statistics (Springer-11649)
|
902 |
|
|
|a springer purchased ebooks
|
903 |
|
|
|a SEB-COLL
|
945 |
|
|
|f - -
|g 1
|h 0
|j - -
|k - -
|l he
|o -
|p $0.00
|q -
|r -
|s b
|t 38
|u 0
|v 0
|w 0
|x 0
|y .i2213623x
|z 02-26-20
|
999 |
f |
f |
|i de8fd6d0-18f7-50d3-ba19-6d06fa903a0d
|s 6d44ff6b-e825-588f-9436-a1b81260b355
|t 0
|
952 |
f |
f |
|p Online
|a College of the Holy Cross
|b Main Campus
|c E-Resources
|d Online
|t 0
|e E-Book
|h Library of Congress classification
|i Elec File
|