A new algorithm for computing the multivariate Faà di Bruno's formula (Q106023)
From MaRDI portal
(Redirected from Item:Q106023)
scientific article; zbMATH DE number 5870893
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new algorithm for computing the multivariate Faà di Bruno's formula |
scientific article; zbMATH DE number 5870893 |
Statements
29 December 2010
0 references
28 March 2011
0 references
math.CO
0 references
math.ST
0 references
stat.TH
0 references
A new algorithm for computing the multivariate Faà di Bruno's formula (English)
0 references
Multivariate umbral calculus technique is discussed with special attention to the Faà di Bruno's formula. Applications are considered to the calculation of compound Poisson distribution moments, multivariate Laplace transform, multivariate cumulants and multivariate Hermitian polynomials. An algorithm is proposed for the computation of coefficients in the multivariate Faà di Bruno's formula. A \texttt{Maple} program is presented implementing this algorithm.
0 references
compound Poisson distribution
0 references
multivariate Laplace transform
0 references
multivariate umbral calculus
0 references
Faà di Bruno's formula multivariate cumulants multivariate Hermitian polynomials algorithm
0 references
