A new algorithm for computing the multivariate Faà di Bruno's formula

DOI10.48550/arXiv.1012.6008zbMath1217.65019arXiv1012.6008OpenAlexW2164157397WikidataQ125855126 ScholiaQ125855126MaRDI QIDQ106023

D. Senato, G. Guarino, E. Di Nardo, Giuseppe Guarino, Elvira di Nardo, Domenico Senato

Publication date: 29 December 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.6008

zbMATH Keywords

compound Poisson distributionFaà di Bruno's formula multivariate cumulants multivariate Hermitian polynomials algorithmmultivariate Laplace transformmultivariate umbral calculus

Mathematics Subject Classification ID

Umbral calculus (05A40) Symbolic computation and algebraic computation (68W30) Characterization and structure theory of statistical distributions (62E10) Multivariate analysis and fuzziness (62H86)

Related Items (9)

On a symbolic representation of non-central Wishart random matrices with applications ⋮ Natural statistics for spectral samples ⋮ On photon statistics parametrized by a non-central Wishart random matrix ⋮ Multivariate Bernoulli and Euler polynomials via Lévy processes ⋮ On non-linear dependence of multivariate subordinated Lévy processes ⋮ kStatistics ⋮ On the computation of classical, Boolean and free cumulants ⋮ Estimation of multivariate generalized gamma convolutions through Laguerre expansions ⋮ A reciprocal relation for Hermite polynomials

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A symbolic handling of Sheffer polynomials
• An umbral setting for cumulants and factorial moments
• Some statistical applications of Faa di Bruno
• A unifying framework for \(k\)-statistics, polykays and their multivariate generalizations
• On the computation of classical, Boolean and free cumulants
• Series approximation methods in statistics
• A simple expression for the multivariate Hermite polynomials
• Combinatorics of partial derivatives
• The Classical Umbral Calculus
• A Multivariate Faa di Bruno Formula with Applications
• The multivariate Faà di Bruno formula and multivariate Taylor expansions with explicit integral remainder term

This page was built for publication: A new algorithm for computing the multivariate Faà di Bruno's formula