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Wiener Chaos: Moments, Cumulants and Diagrams

- A survey with Computer Implementation

Bag om Wiener Chaos: Moments, Cumulants and Diagrams

The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability distributions on the real line.This book is concerned with combinatorial structures arising from the studyof chaotic random variables related to infinitely divisible random measures.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9788847056046
  • Indbinding:
  • Paperback
  • Sideantal:
  • 274
  • Udgivet:
  • 12. oktober 2014
  • Udgave:
  • 2011
  • Størrelse:
  • 155x232x18 mm.
  • Vægt:
  • 436 g.
Leveringstid: 8-11 hverdage
Forventet levering: 23. november 2024

Beskrivelse af Wiener Chaos: Moments, Cumulants and Diagrams

The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability distributions on the real line.This book is concerned with combinatorial structures arising from the studyof chaotic random variables related to infinitely divisible random measures.

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