| 000 | 02762nam a22004935i 4500 | ||
|---|---|---|---|
| 001 | 978-88-470-1679-8 | ||
| 003 | DE-He213 | ||
| 005 | 20140220083821.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 110406s2011 it | s |||| 0|eng d | ||
| 020 |
_a9788847016798 _9978-88-470-1679-8 |
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| 024 | 7 |
_a10.1007/978-88-470-1679-8 _2doi |
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| 050 | 4 | _aQA273.A1-274.9 | |
| 050 | 4 | _aQA274-274.9 | |
| 072 | 7 |
_aPBT _2bicssc |
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| 072 | 7 |
_aPBWL _2bicssc |
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| 072 | 7 |
_aMAT029000 _2bisacsh |
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| 082 | 0 | 4 |
_a519.2 _223 |
| 100 | 1 |
_aPeccati, Giovanni. _eauthor. |
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| 245 | 1 | 0 |
_aWiener Chaos: Moments, Cumulants and Diagrams _h[electronic resource] : _bA survey with computer implementation / _cby Giovanni Peccati, Murad S. Taqqu. |
| 264 | 1 |
_aMilano : _bSpringer Milan, _c2011. |
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| 300 |
_a200 p. 30 illus. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aBocconi & Springer Series, _x2039-1471 ; _v1 |
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| 520 | _aThe 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. | ||
| 650 | 0 | _aMathematics. | |
| 650 | 0 | _aCombinatorics. | |
| 650 | 0 | _aDistribution (Probability theory). | |
| 650 | 1 | 4 | _aMathematics. |
| 650 | 2 | 4 | _aProbability Theory and Stochastic Processes. |
| 650 | 2 | 4 | _aCombinatorics. |
| 650 | 2 | 4 | _aMeasure and Integration. |
| 700 | 1 |
_aTaqqu, Murad S. _eauthor. |
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| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9788847016781 |
| 830 | 0 |
_aBocconi & Springer Series, _x2039-1471 ; _v1 |
|
| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-88-470-1679-8 |
| 912 | _aZDB-2-SMA | ||
| 999 |
_c108832 _d108832 |
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