Wiener Chaos: Moments, Cumulants and Diagrams A survey with Computer Implementation /
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...
Clasificación: | Libro Electrónico |
---|---|
Autores principales: | Peccati, Giovanni (Autor), Taqqu, Murad S. (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Milano :
Springer Milan : Imprint: Springer,
2011.
|
Edición: | 1st ed. 2011. |
Colección: | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics,
1 |
Temas: | |
Acceso en línea: | Texto Completo |
Ejemplares similares
-
Stochastic Analysis for Poisson Point Processes Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry /
Publicado: (2016) -
Problems in Probability
por: Shiryaev, Albert N.
Publicado: (2012) -
The Self-Avoiding Walk
por: Madras, Neal, et al.
Publicado: (2013) -
Probability and Real Trees École d'Été de Probabilités de Saint-Flour XXXV-2005 /
por: Evans, Steven N.
Publicado: (2008) -
Random Walks on Disordered Media and their Scaling Limits École d'Été de Probabilités de Saint-Flour XL - 2010 /
por: Kumagai, Takashi
Publicado: (2014)