Probabilistic Stirling numbers of the second kind and applications

From MaRDI portal
Publication:2116494

DOI10.1007/S10959-020-01050-9zbMATH Open1484.60009arXiv2010.09627OpenAlexW3096306066MaRDI QIDQ2116494FDOQ2116494

José A. Adell

Publication date: 17 March 2022

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: Associated to each complex-valued random variable satisfying appropriate integrability conditions, we introduce a different generalization of the Stirling numbers of the second kind. Various equivalent definitions are provided. Attention, however, is focused on applications. Indeed, such numbers describe the moments of sums of i.i.d. random variables, determining their precise asymptotic behavior without making use of the central limit theorem. Such numbers also allow us to obtain explicit and simple Edgeworth expansions. Applications to L'{e}vy processes and cumulants are discussed, as well.


Full work available at URL: https://arxiv.org/abs/2010.09627





Cites Work


Cited In (14)






This page was built for publication: Probabilistic Stirling numbers of the second kind and applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2116494)