An umbral setting for cumulants and factorial moments
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Publication:820083
DOI10.1016/J.EJC.2004.12.001zbMATH Open1085.05018arXivmath/0412052OpenAlexW2061499407MaRDI QIDQ820083FDOQ820083
Authors: E. Di Nardo, D. Senato
Publication date: 6 April 2006
Published in: European Journal of Combinatorics (Search for Journal in Brave)
Abstract: We provide an algebraic setting for cumulants and factorial moments through the classical umbral calculus. Main tools are the compositional inverse of the unity umbra, connected with the logarithmic power series, and a new umbra here introduced, the singleton umbra. Various formulae are given expressing cumulants, factorial moments and central moments by umbral functions.
Full work available at URL: https://arxiv.org/abs/math/0412052
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Cited In (20)
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- Multivariate Bernoulli and Euler polynomials via Lévy processes
- The ring of \(\mathcal {T}\)-covariants
- A symbolic treatment of Riordan arrays
- On some applications of a symbolic representation of non centered Lévy processes
- A symbolic method for \(k\)-statistics
- Symbolic solutions of some linear recurrences
- Natural statistics for spectral samples
- Outcomes of the Abel identity
- Cumulants and convolutions via Abel polynomials
- Symbolic computation of moments of sampling distributions
- A symbolic handling of Sheffer polynomials
- Cumulant varieties
- A unifying framework for \(k\)-statistics, polykays and their multivariate generalizations
- On the computation of classical, Boolean and free cumulants
- A new algorithm for computing the multivariate Faà di Bruno's formula
- A new family of time-space harmonic polynomials with respect to Lévy processes
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