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

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

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 Möbius 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.
Survey, preliminary draft. 104 pages. 30 Figures

Keywords

Probability, Combinatorics, 05A17; 05A18; 60C05; 60F05; 60H05.

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/173869

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0811.1726
 http://arxiv.org/abs/0811.1726

Collections

arXiv