Moments, cumulants and diagram formulae for non-linear functionals of random measures
Taqqu, Murad S.
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Citation (published version)Giovanni Peccati, Murad S Taqqu. 2008. "Moments, cumulants and diagram formulae for non-linear functionals of random measures." arXiv.
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 M\"obius 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.