rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Wiener Chaos: Moments, Cumulants and Diagrams
    sub title: A survey with computer implementation
  name:
    name part: Peccati, Giovanni.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Taqqu, Murad S.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: it
    date issued: 2011
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XIII, 274 p. online resource.
  abstract: 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.
  note: by Giovanni Peccati, Murad S. Taqqu.
  subject:
    topic: Mathematics
  subject:
    topic: Measure theory
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Probabilities
  subject:
    topic: Combinatorics
  subject:
    topic: Mathematics
  subject:
    topic: Probability Theory and Stochastic Processes
  subject:
    topic: Quantitative Finance
  subject:
    topic: Combinatorics
  subject:
    topic: Measure and Integration
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Bocconi & Springer Series, 1
  identifier: 9788847016798
  identifier: http://dx.doi.org/10.1007/978-88-470-1679-8
  record info:
    record creation date: 110406
    record change date: 20151204145625.0
    record identifier: 978-88-470-1679-8