Wiener Chaos: Moments, Cumulants and Diagrams: A survey with Computer Implementation: Bocconi & Springer Series, cartea 1
Autor Giovanni Peccati, Murad S. Taqquen Limba Engleză Hardback – 28 dec 2010
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Specificații
ISBN-13: 9788847016781
ISBN-10: 8847016789
Pagini: 292
Ilustrații: XIII, 274 p.
Dimensiuni: 155 x 235 x 23 mm
Greutate: 0.66 kg
Ediția:2011
Editura: Springer
Colecția Springer
Seria Bocconi & Springer Series
Locul publicării:Milano, Italy
ISBN-10: 8847016789
Pagini: 292
Ilustrații: XIII, 274 p.
Dimensiuni: 155 x 235 x 23 mm
Greutate: 0.66 kg
Ediția:2011
Editura: Springer
Colecția Springer
Seria Bocconi & Springer Series
Locul publicării:Milano, Italy
Public țintă
GraduateRecenzii
From the book reviews:
“The objective of this book is to provide a detailed account of the combinatorial structures arising from the study of multiple stochastic integrals. … the presentation is very clear, with all the necessary proofs and examples. The authors clearly accomplish the three goals they list in the introduction (to provide a unified approach to the diagram method using set partition, to give a combinatorial analysis of multiple stochastic integrals in the most general setting, and to discuss chaotic limit theorems).” (Sergey V. Lototsky, Mathematical Reviews, Issue 2012 d)
“The book provides a comprehensive and detailed introduction to the theory of multiple stochastic integrals and some results for the Wiener chaos representation of random variables. … The book is recommended for anyone who needs a precise guidance to the theory.” (Gábor Szűcs, Acta Scientiarum Mathematicarum (Szeged), Vol. 77 (3-4), 2011)
“The objective of this book is to provide a detailed account of the combinatorial structures arising from the study of multiple stochastic integrals. … the presentation is very clear, with all the necessary proofs and examples. The authors clearly accomplish the three goals they list in the introduction (to provide a unified approach to the diagram method using set partition, to give a combinatorial analysis of multiple stochastic integrals in the most general setting, and to discuss chaotic limit theorems).” (Sergey V. Lototsky, Mathematical Reviews, Issue 2012 d)
“The book provides a comprehensive and detailed introduction to the theory of multiple stochastic integrals and some results for the Wiener chaos representation of random variables. … The book is recommended for anyone who needs a precise guidance to the theory.” (Gábor Szűcs, Acta Scientiarum Mathematicarum (Szeged), Vol. 77 (3-4), 2011)
Notă biografică
Giovanni Peccati is a Professor of Stochastic Analysis and Mathematical Finance at Luxembourg University. Murad S. Taqqu is a Professor of Mathematics and Statistics at Boston University.
Caracteristici
A self-contained and probability-oriented introduction to the theory of lattice of partitions, with a unique software implementation that makes our book an ideal introduction to the field A complete and self-contained combinatorial analysis of cumulants and diagram formulae, unique in its genre An introduction to Wiener chaos, and a new combinatorial interpretation of recently proved limit theorems Includes supplementary material: sn.pub/extras