Add to ORKG18 pagesInternational audienceWe combine infinite-dimensional integration by parts procedures with a recursive relation on moments (reminiscent of a formula by Barbour (1986)), and deduce explicit expressions for cumulants of functionals of a general Gaussian field. These findings yield a compact formula for cumulants on a fixed Wiener chaos, virtually replacing the usual ``graph/diagram computations'' adopted in most of the probabilistic literature
31 pages. To appear in the book "Recent advances in stochastic dynamics and stochastic analysis", pu...
The celebrated Nualart–Peccati criterion [Ann. Probab. 33 (2005) 177–193] ensures the convergence in...
40 pagesInternational audienceWe prove that a normalized sequence of multiple Wigner integrals (in a...
AbstractWe combine infinite-dimensional integration by parts procedures with a recursive relation on...
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram form...
AbstractWe study cumulants by Umbral Calculus. Various formulae expressing cumulants by umbral funct...
We establish the functional relations between generating series of higher order free cumulants and m...
16 pages. A typo in the statement of Theorem 1.1 has been corrected.We prove infinite-dimensional se...
52 pagesWe compute explicit bounds in the normal and chi-square approximations of multilinear homoge...
15 pages.International audienceIn 2005, Nualart and Peccati showed that, surprisingly, the convergen...
36 pagesInternational audienceWe study the normal approximation of functionals of Poisson measures h...
18 pagesInternational audienceBy combining the findings of two recent, seminal papers by Nualart, Pe...
39 pages; Two sections added; To appear in PTRFWe combine Malliavin calculus with Stein's method, in...
AbstractWe provide an algebraic setting for cumulants and factorial moments via the classical umbral...
Let P be the set of all probability measures on R possessing moments of every order. Consider P as a...
31 pages. To appear in the book "Recent advances in stochastic dynamics and stochastic analysis", pu...
The celebrated Nualart–Peccati criterion [Ann. Probab. 33 (2005) 177–193] ensures the convergence in...
40 pagesInternational audienceWe prove that a normalized sequence of multiple Wigner integrals (in a...
AbstractWe combine infinite-dimensional integration by parts procedures with a recursive relation on...
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram form...
AbstractWe study cumulants by Umbral Calculus. Various formulae expressing cumulants by umbral funct...
We establish the functional relations between generating series of higher order free cumulants and m...
16 pages. A typo in the statement of Theorem 1.1 has been corrected.We prove infinite-dimensional se...
52 pagesWe compute explicit bounds in the normal and chi-square approximations of multilinear homoge...
15 pages.International audienceIn 2005, Nualart and Peccati showed that, surprisingly, the convergen...
36 pagesInternational audienceWe study the normal approximation of functionals of Poisson measures h...
18 pagesInternational audienceBy combining the findings of two recent, seminal papers by Nualart, Pe...
39 pages; Two sections added; To appear in PTRFWe combine Malliavin calculus with Stein's method, in...
AbstractWe provide an algebraic setting for cumulants and factorial moments via the classical umbral...
Let P be the set of all probability measures on R possessing moments of every order. Consider P as a...
31 pages. To appear in the book "Recent advances in stochastic dynamics and stochastic analysis", pu...
The celebrated Nualart–Peccati criterion [Ann. Probab. 33 (2005) 177–193] ensures the convergence in...
40 pagesInternational audienceWe prove that a normalized sequence of multiple Wigner integrals (in a...