Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation

DOI10.1007/978-88-470-1679-8MaRDI QIDQ971780zbMATHOpenAlexFDO

Authors Giovanni Peccati, Murad S. Taqqu

Publication date 17 May 2010

Published in Bocconi \& Springer Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-88-470-1679-8

zbMATH Keywords

central limit theoremsrandom measuremultiple stochastic integralGaussian and Poisson multiple integralHermite and Charlier polynomialsmoments and cumulantspartitions of a finite setMöbius inversion formulaItô-Wiener chaos

Mathematics Subject Classification ID

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)

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• Mathematica

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