Properties of powers of functions satisfying second-order linear differential equations with applications to statistics

DOI10.1007/S13160-015-0179-3zbMATH Open1325.33016arXiv1405.4451OpenAlexW1568844618MaRDI QIDQ495859FDOQ495859

Akimichi Takemura, Naoki Marumo, Toshinori Oaku

Publication date: 15 September 2015

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Abstract: We derive properties of powers of a function satisfying a second-order linear differential equation. In particular we prove that the n-th power of the function satisfies an (n+1)-th order differential equation and give a simple method for obtaining the differential equation. Also we determine the exponents of the differential equation and derive a bound for the degree of the polynomials, which are coefficients in the differential equation. The bound corresponds to the order of differential equation satisfied by the n-fold convolution of the Fourier transform of the function. These results are applied to some probability density functions used in statistics.

Full work available at URL: https://arxiv.org/abs/1405.4451

zbMATH Keywords

characteristic functionskewnessholonomic functionexponentsindicial equation

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Rings of differential operators (associative algebraic aspects) (16S32) Other functions coming from differential, difference and integral equations (33E30)

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Uses Software

• Digital Library of Mathematical Functions
• hgm R

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