Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
central limit theoremsrandom measuremultiple stochastic integralGaussian and Poisson multiple integralHermite and Charlier polynomialsmoments and cumulantspartitions of a finite setMöbius inversion formulaItô-Wiener chaos
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Software, source code, etc. for problems pertaining to probability theory (60-04) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Partitions of sets (05A18) Random measures (60G57) Stochastic processes (60G99) Numerical computation of solutions to single equations (65H05)
- Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data
- Normal approximation of Poisson functionals in Kolmogorov distance
- A weak convergence to Hermite process by martingale differences
- Simulation of BSDEs with jumps by Wiener chaos expansion
- Tempered Hermite process
- Regularization and integral representations of Hermite processes
- Properties of trajectories of a multifractional Rosenblatt process
- Fourier transform on high-dimensional unitary groups with applications to random tilings
- Universal Gaussian fluctuations on the discrete Poisson chaos
- Interaction processes for unions of facets, the asymptotic behaviour with increasing intensity
- Central limit theorems for \(U\)-statistics of Poisson point processes
- Chaos of a Markov operator and the fourth moment condition
- Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables
- Benoît Mandelbrot and fractional Brownian motion
- Properties and numerical evaluation of the Rosenblatt distribution
- Sojourn measures of Student and Fisher-Snedecor random fields
- Classical and free fourth moment theorems: universality and thresholds
- Poisson approximations on the free Wigner chaos
- On nonlinear functionals of random spherical eigenfunctions
- On the rate of convergence to Rosenblatt-type distribution
- Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle
- Wigner chaos and the fourth moment
- Moments and central limit theorems for some multivariate Poisson functionals
- The Malliavin–Stein Method on the Poisson Space
- Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals
- Cumulant operators and moments of the Itô and Skorohod integrals
- Fluctuations of nodal sets on the 3-torus and general cancellation phenomena
- Asymptotic expansion for some local volatility models arising in finance
- Generalized Hermite processes, discrete chaos and limit theorems
- A central limit theorem for the Poisson-Voronoi approximation
- Limit theorems for weighted functionals of cyclical long-range dependent random fields
- The scaling limit of Poisson-driven order statistics with applications in geometric probability
- Gaussian approximation of nonlinear statistics on the sphere
- MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE
- Non-universality of nodal length distribution for arithmetic random waves
- Wiener chaos and the Cox–Ingersoll–Ross model
- On rate of convergence in non-central limit theorems
- Lozenge tilings and the Gaussian free field on a cylinder
- Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
- Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields
- Quantitative CLTs on a Gaussian space: a survey of recent developments
- Risk measures and their application to staffing nonstationary service systems
- Central and non-central limit theorems in a free probability setting
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
- Cumulants on the Wiener space
- Summability of connected correlation functions of coupled lattice fields
- The universality of homogeneous polynomial forms and critical limits
- Central limit theorem for Gibbsian \(U\)-statistics of facet processes.
- Approaches to asymptotics for \(U\)-statistics of Gibbs facet processes
- Malliavin-Stein method: a survey of some recent developments
- High-frequency asymptotics for Lipschitz-Killing curvatures of excursion sets on the sphere
- Second-order properties and central limit theorems for geometric functionals of Boolean models
- Wick polynomials and time-evolution of cumulants
- Convergence of long-memory discrete \(k\)th order Volterra processes
- Erratum to: ``Simulation of BSDEs with jumps by Wiener chaos expansion.
- Local Malliavin calculus for Lévy processes and applications
- Polynomial chaos and scaling limits of disordered systems
- Permutation invariant functionals of Lévy processes
- A technique for computing the PDFs and CDFs of nonnegative infinitely divisible random variables
- Berry-Esseen bounds and multivariate limit theorems for functionals of Rademacher sequences
- CLT for the zeros of classical random trigonometric polynomials
- scientific article; zbMATH DE number 5657382 (Why is no real title available?)
- Functionals of spatial point process having density with respect to the Poisson process
- Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes
- Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
- Fluctuations of \(\beta\)-Jacobi product processes
- Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization
- Polynomial chaos expansion approach to interest rate models
- Universality and sharp matrix concentration inequalities
- A note on \(3d\)-monochromatic random waves and cancellation
- Functional Gaussian approximations on Hilbert-Poisson spaces
- Algebraic structures underlying quantum independences: theory and applications
- scientific article; zbMATH DE number 7047643 (Why is no real title available?)
- Multi-level loop equations for \(\beta\)-corners processes
- Asymptotic analysis of \(k\)-hop connectivity in the 1D unit disk random graph model
- Normal approximation of subgraph counts in the random-connection model
- Wick polynomials in noncommutative probability: a group-theoretical approach
- Limit theorems for filtered long-range dependent random fields
- Algebraic groups in non-commutative probability theory revisited
- A scaling limit of the parabolic Anderson model with exclusion interaction
- An adaptive radial basis function neural network filter for noise reduction in biomedical recordings
- Mini-workshop: Combinatorial and algebraic structures in rough analysis and related fields. Abstracts from the mini-workshop held November 26 -- December 2, 2023
- Central limit theorem for the number of real roots of random orthogonal polynomials
- Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs
- On asymptotics of discretized functionals of long-range dependent functional data
- U-Statistics on the Spherical Poisson Space
- Functional convergence of Berry's nodal lengths: approximate tightness and total disorder
- Rate of convergence in the Breuer-Major theorem via chaos expansions
- A GMM approach to estimate the roughness of stochastic volatility
- Cumulants asymptotics for the zeros counting measure of real Gaussian processes
- Increasing domain asymptotics for the first Minkowski functional of spherical random fields
- Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation
- Intersections of Poisson \(k\)-flats in constant curvature spaces
- On 3-dimensional Berry's model
- Product and moment formulas for iterated stochastic integrals (associated with Lévy processes)
- Concentration estimates for slowly time-dependent singular SPDEs on the two-dimensional torus
- Small and large scale behavior of moments of Poisson cluster processes
- Estimation of impulse response functions in two-output systems
- Statistical inference on stationary shot noise random fields
- Sojourn functionals for spatiotemporal Gaussian random fields with long memory
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