Linear Transformations & the Multivariate Generating Function

Publication date 15 September 2012

Probability theory and stochastic processes (60-XX) Exact enumeration problems, generating functions (05A15) Power series, series of functions of several complex variables (32A05) General algebraic systems (08-XX)

Abstract: This note examines linear combinations of multi-indexed sequences and derives the multivariate generating function of such a linear combination in terms of the original sequence's m.g.f. Applications include finding distributions and moments of non-negative discrete random variables conditioned on non-negative linear combinations of the original variables. Examples include independent Poisson r.v.'s and a

d

-variate multinomial distribution.

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