Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
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central limit theoremsGaussian and Poisson multiple integralHermite and Charlier polynomialsItô-Wiener chaosMöbius inversion formulamoments and cumulantsmultiple stochastic integralpartitions of a finite setrandom measure
Partitions of sets (05A18) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Software, source code, etc. for problems pertaining to probability theory (60-04) Central limit and other weak theorems (60F05) Gaussian processes (60G15) Random measures (60G57) Stochastic processes (60G99) Numerical computation of solutions to single equations (65H05)
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- Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
- An empirical approach to demographic inference with genomic data
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- Realized cumulants for martingales
- Scaling limit of a directed polymer among a Poisson field of independent walks
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
- Infinite-dimensional divergence information analysis
- The multivariate functional de Jong CLT
- Lozenge tilings and the Gaussian free field on a cylinder
- Asymptotic behaviour of level sets of needlet random fields
- Invariance of Poisson point processes by moment identities with statistical applications
- Central limit theorems for generic lattice point counting
- Limit theorems for conservative flows on multiple stochastic integrals
- The method of cumulants for the normal approximation
- Fluctuations of \(\beta\)-Jacobi product processes
- Central limit theorem for the volume of the zero set of Kostlan-Shub-Smale random polynomial systems
- Complex Wiener-Itô chaos decomposition revisited
- Asymptotics of discrete \(\beta \)-corners processes via two-level discrete loop equations
- Testing goodness of fit for point processes via topological data analysis
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- Fluctuations around a homogenised semilinear random PDE
- Global universality of Macdonald plane partitions
- Malliavin-Stein method: a survey of some recent developments
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- On rate of convergence in non-central limit theorems
- The defect of random hyperspherical harmonics
- Fourier transform on high-dimensional unitary groups with applications to random tilings
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- Interaction processes for unions of facets, the asymptotic behaviour with increasing intensity
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- Central limit theorems for \(U\)-statistics of Poisson point processes
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- Universal Gaussian fluctuations on the discrete Poisson chaos
- On nonlinear functionals of random spherical eigenfunctions
- Benoît Mandelbrot and fractional Brownian motion
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- Gaussian approximation of nonlinear statistics on the sphere
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- Does a central limit theorem hold for the \(k\)-skeleton of Poisson hyperplanes in hyperbolic space?
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- Local Malliavin calculus for Lévy processes and applications
- Wick polynomials and time-evolution of cumulants
- Properties of trajectories of a multifractional Rosenblatt process
- Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle
- Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence
- Berry-Esseen bounds and multivariate limit theorems for functionals of Rademacher sequences
- CLT for the zeros of classical random trigonometric polynomials
- Classical and free fourth moment theorems: universality and thresholds
- Non-universality of nodal length distribution for arithmetic random waves
- Decomposition and limit theorems for a class of self-similar Gaussian processes
- Lévy Systems and Moment Formulas for Mixed Poisson Integrals
- Increasing domain asymptotics for the first Minkowski functional of spherical random fields
- Risk measures and their application to staffing nonstationary service systems
- Central limit theorem for Gibbsian \(U\)-statistics of facet processes.
- Tempered Hermite process
- Quantitative CLTs on a Gaussian space: a survey of recent developments
- Cumulant operators and moments of the Itô and Skorohod integrals
- Properties and numerical evaluation of the Rosenblatt distribution
- Poisson approximations on the free Wigner chaos
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- scientific article; zbMATH DE number 1346775 (Why is no real title available?)
- Wigner chaos and the fourth moment
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- Small and large scale behavior of moments of Poisson cluster processes
- Log-Gaussian Cox processes in infinite-dimensional spaces
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- Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise
- Asymptotic variance of the number of real roots of random polynomial systems
- A weak convergence to Hermite process by martingale differences
- On the rate of convergence to Rosenblatt-type distribution
- Limit theorems for weighted functionals of cyclical long-range dependent random fields
- Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure
- Approximation of the Rosenblatt process by semimartingales
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
- Fluctuations of nodal sets on the 3-torus and general cancellation phenomena
- The universality of homogeneous polynomial forms and critical limits
- Approaches to asymptotics for \(U\)-statistics of Gibbs facet processes
- Infinitesimal invariance of completely Random Measures for 2D Euler Equations
- Wick polynomials in noncommutative probability: a group-theoretical approach
- scientific article; zbMATH DE number 7640336 (Why is no real title available?)
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