Combinatorics of partial derivatives
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Publication:2583676
Abstract: The natural forms of the Leibniz rule for the th derivative of a product and of Fa`a di Bruno's formula for the th derivative of a composition involve the differential operator rather than , with no assumptions about whether the variables are all distinct, or all identical, or partitioned into several distinguishable classes of indistinguishable variables. Coefficients appearing in forms of these identities in which some variables are indistinguishable are just multiplicities of indistinguishable terms (in particular, if all variables are distinct then all coefficients are 1). The computation of the multiplicities in this generalization of Fa`a di Bruno's formula is a combinatorial enumeration problem that, although completely elementary, seems to have been neglected. We apply the results to cumulants of probability distributions.
Faà di Bruno's formula gives the higher derivatives of a composite function and is closely related to set partitions. The paper studies higher partial derivatives of composite functions, where some variables are identical, while others are not, and connects this problem to set partition problems. The results apply to the theory of cumulants.
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