Cumulants on the Wiener space (Q971831)

The authors use infinite-dimensional integration by parts formula to find a recursive formula for cumulants of functionals of a Gaussian field. It is applied to random variables which are multiple Wiener-Itô integrals. Then this result is compared to a classical combinatorial representation of such cumulants. The new formula for cumulants is then used to give a new proof of the previous result by \textit{D. Nualart} and \textit{G. Peccati} [Ann. Probab. 33, No.~1, 177--193 (2005; Zbl 1097.60007)] on the CLT for the Wiener chaos expansion.