Related papers: Cumulants as iterated integrals
Defant found that the relationship between a sequence of (univariate) classical cumulants and the corresponding sequence of (univariate) free cumulants can be described combinatorially in terms of families of binary plane trees called…
Iterative equation is an equality with an unknown function and its iterates. There were not found a result on iterative equations with multiplication of iterates of the unknown function on $\mathbb{R}$. In this paper we use an exponential…
In this paper, we consider some generalized commutator equations in a finite group and show that the number of solutions of such equations are characters of that group. We also obtain explicit formula for this character, considering the…
The generating function of the cumulants in random matrix models, as well as the cumulants themselves, can be expanded as asymptotic (divergent) series indexed by maps. While at fixed genus the sums over maps converge, the sums over genera…
Starting from a result of Stewart, Tijdeman and Ruzsa on iterated difference sequences, we introduce the notion of iterated compositions of linear operations. We prove a general result on the stability of such compositions (with bounded…
We define the $m$th-order Eulerian numbers with a combinatorial interpretation. The recurrence relation of the $m$th-order Eulerian numbers, the row generating function and the row sums of the $m$th-order Eulerian triangle are presented. We…
The \Delta-convolution of real probability measures, introduced by Bo\.zejko, generalizes both free and boolean convolutions. It is linearized by the \Delta-cumulants, and Yoshida gave a combinatorial formula for moments in terms of…
The independent component model is a latent variable model where the components of the observed random vector are linear combinations of latent independent variables. The aim is to find an estimate for a transformation matrix back to…
A finite sum of exponential functions may be expressed by a linear combination of powers of the independent variable and by successive integrals of the sum. This is proved for the general case and the connection between the parameters in…
Factorial moments and cumulants are usually defined with respect to the unconditioned Poisson process. Conditioning a sample by selecting events of a given overall multiplicity $N$ necessarily introduces correlations. By means of Edgeworth…
The analogous quaternionic polynomials of a class of bivariate orthogonal polynomials (arXiv: 1502.07256, 2014) introduced. The ladder operators for these quaternionic polynomials also studied. For the quaternionic case, the ladder…
This note provides formula for determinant and inverse of r-circulant matrices with general sequences of third order. In other words, the study combines many papers in the literature.
In this paper we generalize notions of iterated integral with regard to an unpredictable process. We establish a formula of integration by parts, the existence of a continuous modification and give an expression of the increasing process.
Three types of integral representations for the cumulative distribution functions of convolutions of non-central p-variate gamma distributions are given by integration of elementary complex functions over the p-cube Cp =…
In this paper we give an additive representation of the factorial, which can be proven by a simple quick analytical argument. We also present some generalizations, which are linked, on the one hand to an arithmetical theorem proven by Euler…
The multiple zeta values are generalizations of the values of the Riemann zeta function at positive integers. They are known to satisfy a number of relations, among which are the cyclic sum formula. The cyclic sum formula can be stratified…
In this study the general formula for differential and integral operations of fractional calculus via fractal operators by the method of cumulative diminution and cumulative growth is obtained. The under lying mechanism in the success of…
The basis of this work is a simple, extended corollary of Wilson's theorem. This corollary generates many more quotients than those already generated by Wilson's theorem, and it was of interest to derive how they relate to each other and…
In this paper, we apply the combinatorial proof technique of Description, Involution, Exceptions (DIE) to prove various known identities for the joint cumulant. Consider a set of random variables $S = \{X_1,..., X_n\} $. Motivated by the…
This paper is an enhanced version of a more than decade-older paper with a similar title. Many formulae involving both finite and infinite sums of digamma and polygamma functions up to quadratic order, few of which appear in standard…