Wiener Chaos: Moments, Cumulants and Diagrams A survey with computer implementation /

• Main Authors: Peccati, Giovanni (Author), Taqqu, Murad S. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Milano : Springer Milan, 2011.
• Series: Bocconi & Springer Series, 1
• Subjects: Mathematics.; Measure theory.; Economics, Mathematical.; Probabilities.; Combinatorics.; Probability Theory and Stochastic Processes.; Quantitative Finance.; Measure and Integration.

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...