Wiener Chaos: Moments, Cumulants and Diagrams: A Survey with Computer Implementation

by Giovanni Peccati, Murad S. Taqqu, Murad Taqqu

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 8847056047
• ISBN13: 9788847056046
• Release Date: October 2014
• Publisher: Springer
• Length: 274 Pages
• Weight: 0.91 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"