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)
- Quantitative CLTs on a Gaussian space: a survey of recent developments
- Central limit theorems for \(U\)-statistics of Poisson point processes
- Central limit theorem for Gibbsian \(U\)-statistics of facet processes.
- On nonlinear functionals of random spherical eigenfunctions
- Central and non-central limit theorems in a free probability setting
- Intersections of Poisson \(k\)-flats in constant curvature spaces
- Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem
- Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
- On photon statistics parametrized by a non-central Wishart random matrix
- A central limit theorem for the Poisson-Voronoi approximation
- Tempered Hermite process
- Malliavin-Stein method: a survey of some recent developments
- The scaling limit of Poisson-driven order statistics with applications in geometric probability
- Central limit theorems for generic lattice point counting
- Functional convergence of Berry's nodal lengths: approximate tightness and total disorder
- The algebra of interpolatory cubature formulæ for generic nodes
- Sojourn functionals for spatiotemporal Gaussian random fields with long memory
- Universality and sharp matrix concentration inequalities
- Increasing domain asymptotics for the first Minkowski functional of spherical random fields
- Realized cumulants for martingales
- Scaling limit of a directed polymer among a Poisson field of independent walks
- Estimation of impulse response functions in two-output systems
- Generalized Hermite processes, discrete chaos and limit theorems
- Multi-level loop equations for \(\beta\)-corners processes
- Asymptotic analysis of \(k\)-hop connectivity in the 1D unit disk random graph model
- Fluctuations of nodal sets on the 3-torus and general cancellation phenomena
- On the rate of convergence to Rosenblatt-type distribution
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
- The universality of homogeneous polynomial forms and critical limits
- Non-central limit theorems for functionals of random fields on hypersurfaces
- Approaches to asymptotics for \(U\)-statistics of Gibbs facet processes
- Polynomial chaos and scaling limits of disordered systems
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
- Wick polynomials in noncommutative probability: a group-theoretical approach
- Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise
- Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence
- Combinatorics of Poisson Stochastic Integrals with Random Integrands
- Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs
- Universal Gaussian fluctuations on the discrete Poisson chaos
- Cluster expansions for Gibbs point processes
- Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables
- Global universality of Macdonald plane partitions
- Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure
- Erratum to: ``Simulation of BSDEs with jumps by Wiener chaos expansion.
- scientific article; zbMATH DE number 7047643 (Why is no real title available?)
- Central limit theorem for the volume of the zero set of Kostlan-Shub-Smale random polynomial systems
- On 3-dimensional Berry's model
- Cumulants on the Wiener space
- Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes
- Asymptotic normality of high level-large time crossings of a Gaussian process
- Log-Gaussian Cox processes in infinite-dimensional spaces
- Infinite-dimensional divergence information analysis
- The multivariate functional de Jong CLT
- Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields
- Functionals of spatial point process having density with respect to the Poisson process
- The defect of random hyperspherical harmonics
- Signature cumulants, ordered partitions, and independence of stochastic processes
- On asymptotics of discretized functionals of long-range dependent functional data
- Limit theorems for weighted functionals of cyclical long-range dependent random fields
- Cumulant operators and moments of the Itô and Skorohod integrals
- Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals
- Approximation of the Rosenblatt process by semimartingales
- Limit theorems for filtered long-range dependent random fields
- scientific article; zbMATH DE number 7640336 (Why is no real title available?)
- Concentration estimates for slowly time-dependent singular SPDEs on the two-dimensional torus
- Lozenge tilings and the Gaussian free field on a cylinder
- Moments of \(k\)-hop counts in the random-connection model
- Stochastic Analysis for Poisson Processes
- Properties and numerical evaluation of the Rosenblatt distribution
- On LSE in regression model for long-range dependent random fields on spheres
- Sojourn measures of Student and Fisher-Snedecor random fields
- Fourier transform on high-dimensional unitary groups with applications to random tilings
- 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
- Central limit theorem for exponentially quasi-local statistics of spin models on Cayley graphs
- Two sample tests for high-dimensional autocovariances
- MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE
- Wiener chaos and the Cox–Ingersoll–Ross model
- Cumulants asymptotics for the zeros counting measure of real Gaussian processes
- A technique for computing the PDFs and CDFs of nonnegative infinitely divisible random variables
- Asymptotic expansion for some local volatility models arising in finance
- Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes
- Functional Gaussian approximations on Hilbert-Poisson spaces
- Regularization and integral representations of Hermite processes
- On a new Sheffer class of polynomials related to normal product distribution
- Permutation invariant functionals of Lévy processes
- Normal approximation of Poisson functionals in Kolmogorov distance
- Simulation of BSDEs with jumps by Wiener chaos expansion
- Convergence of long-memory discrete \(k\)th order Volterra processes
- An empirical approach to demographic inference with genomic data
- A scaling limit of the parabolic Anderson model with exclusion interaction
- Product and moment formulas for iterated stochastic integrals (associated with Lévy processes)
- Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation
- Summability of connected correlation functions of coupled lattice fields
- Polynomial chaos expansion approach to interest rate models
- Rate of convergence in the Breuer-Major theorem via chaos expansions
- U-Statistics on the Spherical Poisson Space
- Brownian loops, layering fields and imaginary Gaussian multiplicative chaos
- On rate of convergence in non-central limit theorems
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