Wiener Chaos: Moments, Cumulants and Diagrams: A survey with Computer Implementation (Bocconi & Springer Series, nr. 1)
De (autor) Giovanni Peccati, Murad S. Taqquen Limba Engleză Paperback – 12 Oct 2014
Toate formatele și edițiile | Preț | Express |
---|---|---|
Paperback (1) | 275.80 lei 7-9 săpt. | +393.32 lei 10-18 zile |
Springer – 12 Oct 2014 | 275.80 lei 7-9 săpt. | +393.32 lei 10-18 zile |
Hardback (1) | 327.24 lei 7-9 săpt. | +266.87 lei 4-10 zile |
Springer – 28 Dec 2010 | 327.24 lei 7-9 săpt. | +266.87 lei 4-10 zile |
Preț: 275.80 lei
Preț vechi: 459.68 lei
-40%
Puncte Express: 414
Preț estimativ în valută:
53.09€ • 56.16$ • 44.68£
53.09€ • 56.16$ • 44.68£
Carte tipărită la comandă
Livrare economică 16-30 august
Livrare express 08-16 iulie pentru 403.31 lei
Preluare comenzi: 021 569.72.76
Specificații
ISBN-13: 9788847056046
ISBN-10: 8847056047
Pagini: 292
Ilustrații: XIII, 274 p.
Dimensiuni: 155 x 235 x 15 mm
Greutate: 0.45 kg
Ediția: 2011
Editura: Springer
Colecția Springer
Seria Bocconi & Springer Series
Locul publicării: Milano, Italy
ISBN-10: 8847056047
Pagini: 292
Ilustrații: XIII, 274 p.
Dimensiuni: 155 x 235 x 15 mm
Greutate: 0.45 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
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