Wiener Chaos Moments Cumulants and Diagrams is popular PDF and ePub book, written by Giovanni Peccati in 2011-04-06, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Wiener Chaos Moments Cumulants and Diagrams can be Read Online from any device for your convenience.
Wiener Chaos Moments Cumulants and Diagrams Book PDF Summary
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.
Detail Book of Wiener Chaos Moments Cumulants and Diagrams PDF
- Author : Giovanni Peccati
- Release : 06 April 2011
- Publisher : Springer Science & Business Media
- ISBN : 9788847016798
- Genre : Mathematics
- Total Page : 281 pages
- Language : English
- PDF File Size : 8,5 Mb
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