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arXiv:math/0412052 [math.PR]AbstractReferencesReviewsResources

An umbral setting for cumulants and factorial moments

E. Di Nardo, D. Senato

Published 2004-12-02Version 1

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.

Comments: 20 pages
Categories: math.PR, math.CO
Subjects: 05A40, 60C05, 62A01
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