11 citations
2 papers
math.PR2008★ 11 cited
Moments, cumulants and diagram formulae for non-linear functionals of random measures
Giovanni Peccati, Murad S. Taqqu
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is…
math.ST2007
Subgeometric ergodicity of Markov chains
Randal Douc, Eric Moulines, Philippe Soulier
The goal of this paper is to give a short and self contained proof of general bounds for subgeometric rates of convergence, under practical conditions. The main result whose proof,…