| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4591309 | Journal of Functional Analysis | 2010 | 17 Pages |
Abstract
We 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
