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Combinatorial expressions of cumulants and moments

  • Giovanni Peccati
  • Murad S. Taqqu
Part of the Bocconi & Springer Series book series (BS, volume 1)

Abstarct

We recall here the definition of cumulant, and we present several of its properties. A classic discussion of cumulants is contained in the book by Shiryaev [141]; see also the papers by Rota and Shen [131], Speed [145] and Surgailis [151], as well as Pitman [119, pp. 20-23] and the references therein. From now on, we assume that every random variable is defined on a common suitable probability space (Ω, F,ℙ). The symbol E indicates the mathematical expectation associated with the probability measure ℙ.

Keywords

Poisson Distribution Poisson Random Variable Bell Polynomial Combinatorial Expression Bell Number 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Italia 2011

Authors and Affiliations

  • Giovanni Peccati
    • 1
  • Murad S. Taqqu
    • 2
  1. 1.Mathematics Research UnitUniversity of LuxembourgLuxembourg
  2. 2.Department of Mathematics and StatisticsBoston UniversityBoston

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