Giovanni peccati (74 resultados)

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Hardback or Cased Book. Condición: New. Wiener Chaos: Moments, Cumulants and Diagrams: A Survey with Computer Implementation. Book.

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Condición: As New. Unread book in perfect condition.

paperback. Condición: Ottimo (Fine). ST1107Opera con copertina morbida in brossura, illustrazioni nt e ft in b/n, ottime condizioni.

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Condición: New. In English.

Condición: New. In English.

Couverture rigide. Condición: Bon. Springer International Publishing AG collection , 2016. 1 volume relié(s) format In-8 bon.

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Condición: New. pp. 292.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The concept of Wiener chaos generalizes to an infinite-dimensional setting theproperties of orthogonal polynomials associated with probability distributionson the real line. It plays a crucial role in modern probability theory, with applicationsranging from Malliavin calculus to stochastic differential equations and fromprobabilistic approximations to mathematical finance.This book is concerned with combinatorial structures arising from the studyof chaotic random variables related to infinitely divisible random measures.The combinatorial structures involved are those of partitions of finite sets,over which Möbius functions and related inversion formulae are defined.This combinatorial standpoint (which is originally due to Rota and Wallstrom)provides an ideal framework for diagrams, which are graphical devices usedto compute moments and cumulants of random variables.Several applications are described, in particular, recent limit theorems for chaotic random variables.An Appendix presents a computer implementation in MATHEMATICA for many of the formulae.…

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The concept of Wiener chaos generalizes to an infinite-dimensional setting theproperties of orthogonal polynomials associated with probability distributionson the real line. It plays a crucial role in modern probability theory, with applicationsranging from Malliavin calculus to stochastic differential equations and fromprobabilistic approximations to mathematical finance.This book is concerned with combinatorial structures arising from the studyof chaotic random variables related to infinitely divisible random measures.The combinatorial structures involved are those of partitions of finite setsover which Möbius functions and related inversion formulae are defined.This combinatorial standpoint (which is originally due to Rota and Wallstrom)provides an ideal framework for diagrams, which are graphical devices usedto compute moments and cumulants of random variables.Several applications are described, in particular, recent limit theorems for chaotic random variables.An Appendix presents a computer implementation in MATHEMATICA for many of the formulae.…

Hardcover. Condición: Brand New. 200 pages. 9.37x6.06x0.79 inches. In Stock.

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Condición: New.

Condición: New.

Condición: As New. Unread book in perfect condition.

Hardcover. Condición: New.

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Taschenbuch. Condición: Neu. Wiener Chaos: Moments, Cumulants and Diagrams | A survey with Computer Implementation | Giovanni Peccati (u. a.) | Taschenbuch | Bocconi & Springer Series | xiii | Englisch | 2014 | Springer | EAN 9788847056046 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Condición: New. In English.

Condición: New. In English.

Hardback. Condición: New. Stein's method is a collection of probabilistic techniques that allow one to assess the distance between two probability distributions by means of differential operators. In 2007, the authors discovered that one can combine Stein's method with the powerful Malliavin calculus of variations, in order to deduce quantitative central limit theorems involving functionals of general Gaussian fields. This book provides an ideal introduction both to Stein's method and Malliavin calculus, from the standpoint of normal approximations on a Gaussian space. Many recent developments and applications are studied in detail, for instance: fourth moment theorems on the Wiener chaos, density estimates, Breuer-Major theorems for fractional processes, recursive cumulant computations, optimal rates and universality results for homogeneous sums. Largely self-contained, the book is perfect for self-study. It will appeal to researchers and graduate students in probability and statistics, especially those who wish to understand the connections between Stein's method and Malliavin calculus.…

Condición: As New. Unread book in perfect condition.

Hardcover. Condición: Brand New. 1st edition. 270 pages. 8.98x5.98x0.79 inches. In Stock.

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Stein's method is a collection of probabilistic techniques that allow one to assess the distance between two probability distributions by means of differential operators. In 2007, the authors discovered that one can combine Stein's method with the powerful Malliavin calculus of variations, in order to deduce quantitative central limit theorems involving functionals of general Gaussian fields. This book provides an ideal introduction both to Stein's method and Malliavin calculus, from the standpoint of normal approximations on a Gaussian space. Many recent developments and applications are studied in detail, for instance: fourth moment theorems on the Wiener chaos, density estimates, Breuer-Major theorems for fractional processes, recursive cumulant computations, optimal rates and universality results for homogeneous sums. Largely self-contained, the book is perfect for self-study. It will appeal to researchers and graduate students in probability and statistics, especially those who wish to understand the connections between Stein's method and Malliavin calculus.…