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Moments, cumulants and diagram formulae for non-linear functionals of random measures

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 نشر من قبل Giovanni Peccati
 تاريخ النشر 2008
  مجال البحث
والبحث باللغة English
 تأليف Giovanni Peccati




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This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of partition lattices and Mobius functions. Gaussian and Poisson measures are treated in great detail. We also present several combinatorial interpretations of some recent CLTs involving sequences of random variables belonging to a fixed Wiener chaos.



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