Related papers: Cumulants as iterated integrals
In an earlier version of this paper \cite{6} a formula for the 4th cumulant of the Rosenblatt distribution was derived. In this paper formulas for the 3rd, 4th and 5th cumulant are derived using two methods. In the first method the…
We derive a formula which expresses a second order cumulant whose entries are products as a sum of cumulants where the entries are single factors. This extends to the second order case the formula of Krawczyk and Speicher. We apply our…
We combine infinite-dimensional integration by parts procedures with a recursive relation on moments (reminiscent of a formula by Barbour (1986)), and deduce explicit expressions for cumulants of functionals of a general Gaussian field.…
We consider a generalization of information density to a partitioning into $N \geq 2$ subvectors. We calculate its cumulant-generating function and its cumulants, showing that these quantities are only a function of all the regression…
To find moments of various estimators related to Autoregressive models of Statistics, one first needs the cumulants of products of two Normally distributed random variables. The purpose of this article is to derive the corresponding…
Cumulants are a notion that comes from the classical probability theory, they are an alternative to a notion of moments. We adapt the probabilistic concept of cumulants to the setup of a linear space equipped with two multiplication…
Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting.It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the…
Extended derivations regarding the cumulant-based formulation of higher-order fluorescence correlation spectroscopy (FCS) are presented. First, we review multivariate cumulants and their relation to photon counting distributions in single…
A combinatorial formula is derived which expresses free cumulants in terms of classical comulants. As a corollary, we give a combinatorial interpretation of free cumulants of classical distributions, notably Gaussian and Poisson…
A new family of polynomials, called cumulant polynomial sequence, and its extensions to the multivariate case is introduced relied on a purely symbolic combinatorial method. The coefficients of these polynomials are cumulants, but depending…
In this paper, the result of applying iterative univariate resultant constructions to multivariate polynomials is analyzed. We consider the input polynomials as generic polynomials of a given degree and exhibit explicit decompositions into…
Basic elements of integral calculus over algebras of iterated differential forms, are presented. In particular, defining complexes for modules of integral forms are described and the corresponding berezinians and complexes of integral forms…
A formula expressing free cumulants in terms of the Jacobi parameters of the corresponding orthogonal polynomials is derived. It combines Flajolet's theory of continued fractions and Lagrange inversion. For the converse we discuss…
Using probability theory we derive an expression for the sum of a series of definite integrals involving upper incomplete Gamma functions. In the proof, a normal variance mixture distribution with Beta mixing distributions plays a crucial…
In this paper we define cumulants for finite free convolution. We give a moment-cumulant formula and show that these cumulants satisfy desired properties: they are additive with respect to finite free convolution and they approach free…
In a recent paper the authors studied the denominators of polynomials that represent power sums by Bernoulli's formula. Here we extend our results to power sums of arithmetic progressions. In particular, we obtain a simple explicit…
The joint cumulative distribution function for order statistics arising from several different populations is given in terms of the distribution function of the populations. The computational cost of the formula in the case of two…
An expression for the coefficients of a linear iterative equation in terms of the parameters of the source equation is given both for equations in standard form and for equations in reduced normal form. The operator generating an iterative…
Chen's iterated integrals may be generalized by interpolation of functions of the positive integer number of times which particular forms are iterated in integrals along specific paths, to certain complex values. These generalized iterated…
Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…