Related papers: Cumulants as iterated integrals
We study three classes of combinatorial sums involving central binomial coefficients and harmonic numbers, odd harmonic numbers, and even indexed harmonic numbers, respectively. In each case we use summation by parts to derive recursive…
We prove a closed formula for the derivative, of any order, of a implicit function, in terms of some binomial building blocks, and explain the combinatorics behind the coefficients appearing in the formula.
Extending a classical estimate of Mertens for the sum of the reciprocals of the first primes, we provide an explicit remainder formula for products of an arbitrary, but fixed, number of primes.
In this paper we describe a theory of a cumulative distribution function on a space with an order from a probability measure defined in this space. This distribution function plays a similar role to that played in the classical case.…
A new general and unified method of summation, which is both regular and consistent, is invented. It is based on the idea concerning a way of integers reordering. The resulting theory includes a number of explicit and closed form summation…
Elliptic operators on stratified manifolds with any finite number of strata are considered. Under certain assumptions on the symbols of operators, we obtain index formulas, which express index as a sum of indices of elliptic operators on…
We calculate the baryon number cumulants within acceptance with short-range correlations and global baryon number conservation in terms of cumulants in the whole system without baryon conservation. We extract leading and next-to-leading…
We provide an exact formula for the complex exponents in the modular product expansion of the modular units, and deduce a characterization of the modular units in terms of the growth of these exponents, answering a question of W. Kohnen.
Through a brute-force approach to calculating the higher derivatives of the falling factorial function, a number of interesting quantities were obtained and analyzed. In particular, it was found that a quantity that can be described as the…
Motivated by the $(q,\gamma)$-cumulants, introduced by Xu [arXiv:2303.13812] to study $\beta$-deformed singular values of random matrices, we define the $(n,d)$-rectangular cumulants for polynomials of degree $d$ and prove several…
We want to compute the cumulative distribution function of a one-dimensional Poisson stochastic integral $I(\krnl) = \displaystyle \int_0^T \krnl(s) N(ds)$, where $N$ is a Poisson random measure with control measure $n$ and $\krnl$ is a…
We review the cumulant decomposition (a way of decomposing the expectation of a product of random variables (e.g. $\mathbb{E}[XYZ]$) into a sum of terms corresponding to partitions of these variables.) and the Wick decomposition (a way of…
We study the iterative algorithm proposed by S. Armstrong, A. Hannukainen, T. Kuusi, J.-C. Mourrat to solve elliptic equations in divergence form with stochastic stationary coefficients. Such equations display rapidly oscillating…
In the stochastic frontier model, the composed error term consists of the measurement error and the inefficiency term. A general assumption is that the inefficiency term follows a truncated normal or exponential distribution. In a wide…
We analyze the process of two-particle scattering with unstable particle in an intermediate state. It was shown that the cross-section can be represented in the universal factorized form for an arbitrary set of particles. Phenomenological…
This is a conspectus of definite integrals, products and series. These formulae involve special functions in the integrand and summand functions and closed form solutions. Some of the special cases are stated in terms of fundamental…
The negative multinomial distribution appears in many areas of applications such as polarimetric image processing and the analysis of longitudinal count data. In previous studies, Mosimann (1963) derived general formulas for the falling…
We discuss the proof of a certain integral theorem obtained by C. G. Cullen, originally stated on the class of the analytic intrinsic functions on the quaternions. It is shown that this integral theorem is true for a larger class of…
We give a method of solution to the problem of iterating holomorphic functions to fractional or complex heights. We construct an auxiliary function from natural iterates of a holomorphic function; the auxiliary function will be…
Free cumulants were introduced as the proper analog of classical cumulants in the theory of free probability. There is a mix of similarities and differences, when one considers the two families of cumulants. Whereas the combinatorics of…