Groupoids and Faà di Bruno formulae for Green functions in bialgebras of trees

We prove a Faà di Bruno formula for the Green function in the bialgebra of P-trees, for any polynomial endofunctor P. The formula appears as relative homotopy cardinality of an equivalence of groupoids.     

Two chain rules for divided differences and Faà di Bruno's formula

In this paper we derive two formulas for divided differences of a function of a function. Both formulas lead to other divided difference formulas, such as reciprocal and quotient rules. The two formulas can also be used to derive Faà di Bruno's formula and other formulas for higher derivatives of composite functions. We also derive a divided difference version of Faà di Bruno's determinant formula.

     

An algebraic cubature formula on curvilinear polygons

We implement in Matlab a Gauss-like cubature formula on bivariate domains whose boundary is a piecewise smooth Jordan curve (curvilinear polygons). The key tools are Green’s integral formula, together with the recent software package Chebfun to approximate the boundary curve close to machine precision by piecewise Chebyshev interpolation. Several tests are presented, including some comparisons of this new routine ChebfunGauss with the recent SplineGauss that approximates the boundary by splines.     

Faà di Bruno subalgebras of the Hopf algebra of planar trees from combinatorial Dyson-Schwinger equations

We consider the combinatorial Dyson-Schwinger equation X=B⁺(P(X)) in the non-commutative Connes-Kreimer Hopf algebra of planar rooted trees HNCK, where B⁺ is the operator of grafting on a root, and P a formal series. The unique solution X of this equation generates a graded subalgebra AN,P of HNCK. We describe all the formal series P such that AN,P is a Hopf subalgebra. We obtain in this way a 2-parameters family of Hopf subalgebras of HNCK, organized into three isomorphism classes: a first one, restricted to a polynomial ring in one variable; a second one, restricted to the Hopf subalgebra of ladders, isomorphic to the Hopf algebra of quasi-symmetric functions; a last (infinite) one, which gives a non-commutative version of the Faà di Bruno Hopf algebra. By taking the quotient, the last class gives an infinite set of embeddings of the Faà di Bruno algebra into the Connes-Kreimer Hopf algebra of rooted trees. Moreover, we give an embedding of the free Faà di Bruno Hopf algebra on D variables into a Hopf algebra of decorated rooted trees, together with a non-commutative version of this embedding.     

Mean–variance–skewness efficient surfaces,Stein’s lemma and the multivariate extended skew-Student distribution

Recent advances in Stein’s lemma imply that under elliptically symmetric distributions all rational investors will select a portfolio which lies on Markowitz’ mean–variance efficient frontier. This paper describes extensions to Stein’s lemma for the case when a random vector has the multivariate extended skew-Student distribution. Under this distribution, rational investors will select a portfolio which lies on a single mean–variance–skewness efficient hyper-surface. The same hyper-surface arises under a broad class of models in which returns are defined by the convolution of a multivariate elliptically symmetric distribution and a multivariate distribution of non-negative random variables. Efficient portfolios on the efficient surface may be computed using quadratic programming.     

On some expansions for the Euler Gamma function and the Riemann Zeta function

In the present paper we introduce some expansions which use the falling factorials for the Euler Gamma function and the Riemann Zeta function. In the proofs we use the Faá di Bruno formula, Bell polynomials, potential polynomials, Mittag-Leffler polynomials, derivative polynomials and special numbers (Eulerian numbers and Stirling numbers of both kinds). We investigate the rate of convergence of the series and give some numerical examples.     

On Radon’s recipe for choosing correct sites for multivariate polynomial interpolation

A class of sets correct for multivariate polynomial interpolation is defined and verified, and shown to coincide with the collection of all correct sets constructible by the recursive application of Radon’s recipe, and a recent concrete recipe for correct sets is shown to produce elements in that class.     

Estimation Methods for the Multivariate <Emphasis Type="Italic">t</Emphasis> Distribution

The known estimation and simulation methods for multivariate t distributions are reviewed. A review of selected applications is also provided. We believe that this review will serve as an important reference and encourage further research activities in the area.     

On multivariate logarithmic polynomials and their properties

In the paper, the author introduces a new notion “multivariate logarithmic polynomial”, establishes two recurrence relations, an explicit formula, and an identity for multivariate logarithmic polynomials by virtue of the Faà di Bruno formula and two identities for the Bell polynomials of the second kind in terms of the Stirling numbers of the first and second kinds, and constructs some determinantal inequalities, some product inequalities, and logarithmic convexity for multivariate logarithmic polynomials by virtue of some properties of completely monotonic functions.     

Zimmermann type cancellation in the free Faà di Bruno algebra

Haiman and Schmitt showed that one can use the antipode SF of the colored Faà di Bruno Hopf algebra F to compute the (compositional) inverse of a multivariable formal power series. It is shown that the antipode SH of an algebraically free analogue H of F may be used to invert non-commutative power series. Whereas F is the incidence Hopf algebra of the colored partitions of finite colored sets, H is the incidence Hopf algebra of the colored interval partitions of finite totally ordered colored sets. Haiman and Schmitt showed that the monomials in the geometric series for SF are labeled by trees. By contrast, the non-commuting monomials of SH are labeled by colored planar trees. The order of the factors in each summand is determined by the breadth first ordering on the vertices of the planar tree. Finally there is a parallel to Haiman and Schmitt's reduced tree formula for the antipode, in which one uses reduced planar trees and the depth first ordering on the vertices. The reduced planar tree formula is proved by recursion, and again by an unusual cancellation technique. The one variable case of H has also been considered by Brouder, Frabetti, and Krattenthaler, who point out its relation to Foissy's free analogue of the Connes-Kreimer Hopf algebra.     

L-stable Simpson’s 3/8 rule and Burgers’ equation

In this paper we develop an unconditionally stable third order time integration formula for the diffusion equation with Neumann boundary condition. We use a suitable arithmetic average approximation and explicit backward Euler formula and then develop a third order L-stable Simpson’s 3/8 type formula. We also observe that the arithmetic average approximation is not unique. Then L-stable Simpson’s 3/8 type formula and Hopf-Cole transformation is used to solve Burger’s equation with Dirichlet boundary condition. It is also observed that this numerical method deals efficiently in case of inconsistencies in initial and boundary conditions.     

Some statistical applications of Faa di Bruno

The formula of Faa di Bruno is used to calculate higher order derivatives of a composition of functions. In this paper, we first review the multivariate version due to Constantine and Savits [A multivariate Faa di Bruno formula with applications, Trans. AMS 348 (1996) 503–520]. We next derive some useful recursion formulas. These results are then applied to obtain both explicit expressions and recursive formulas for the multivariate Hermite polynomials and moments associated with a multivariate normal distribution. Finally, an explicit expression is derived for the formal Edgeworth series expansion of the distribution of a normalized sum of iid random variables.     

Differentiation of generalized inverses for rational and polynomial matrices

Our basic motivation is a direct method for computing the gradient of the pseudo-inverse of well-conditioned system with respect to a scalar, proposed in [13] by Layton. In the present paper we combine the Layton’s method together with the representation of the Moore-Penrose inverse of one-variable polynomial matrix from [24] and developed an algorithm for computing the gradient of the Moore-Penrose inverse for one-variable polynomial matrix. Moreover, using the representation of various types of pseudo-inverses from [26], based on the Grevile’s partitioning method, we derive more general algorithms for computing {1}, {1, 3} and {1, 4} inverses of one-variable rational and polynomial matrices. Introduced algorithms are implemented in the programming language MATHEMATICA. Illustrative examples on analytical matrices are presented.     

A nonparametric version of Wilks’ lambda—Asymptotic results and small sample approximations

We propose a nonparametric version of Wilks’ lambda (the multivariate likelihood ratio test) and investigate its asymptotic properties under the two different scenarios of either large sample size or large number of samples. For unbalanced samples, a weighted and an unweighted variant are introduced. The unweighted variant of the proposed test appears to be novel also in the normal-theory context.The theoretical results are supplemented by a simulation study with parameter settings that are motivated by clinical and agricultural data, considering in particular the performance for small sample sizes, small number of samples, and varying dimensions. Inference methods based on the asymptotic sampling distribution and a small sample approximation are compared to permutation tests and to other parametric and nonparametric procedures. Application of the proposed method is illustrated by examples.     

Itô’s stochastic calculus: Its surprising power for applications

We trace Itô’s early work in the 1940s, concerning stochastic integrals, stochastic differential equations (SDEs) and Itô’s formula. Then we study its developments in the 1960s, combining it with martingale theory. Finally, we review a surprising application of Itô’s formula in mathematical finance in the 1970s. Throughout the paper, we treat Itô’s jump SDEs driven by Brownian motions and Poisson random measures, as well as the well-known continuous SDEs driven by Brownian motions.     

Lebesgue’s dominated convergence theorem in Bishop’s style

We present a constructive proof in Bishop’s style of Lebesgue’s dominated convergence theorem in the abstract setting of ordered uniform spaces. The proof generalises to this setting a classical proof in the framework of uniform lattices presented by Hans Weber in [Uniform lattices. II: order continuity and exhaustivity, Annali di Matematica pura ed applicata, (IV) CLXV (1993) 133-158].     

Conjugating the Poincaré-map to a rotation

We give a method to express explicitly the conjugating function of a given diffeomorphism of the circle. Moreover an estimate of the Fourier coefficients is also provided. Some different numerical tests are accomplished.

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Sunto Si dà un metodo per la determination esplicita della funzione coniugio topologico di un dato diffeomorfismo del cerchio. Inoltre forniamo una stima riguardante i suoi coefficienti di Fourier. In conclusione sono presentati alcuni test numerici di diversa natura.

     

Recursive calculation of moments in priority queues

We reconsider the discrete-time priority queue with two classes. The server serves high-priority customers as long as there are such customers, and only turns to the low-priority customers when there are no high-priority customers. Relying on a multivariate recursive extension of Faà di Bruno's formula, we find recursive equations to calculate the moments of the queue lengths. This allows for calculation of many more moments in much shorter time than conventionally possible.     

“Catalan traffic” and integrals on the Grassmannian of lines

We prove that certain numbers occurring in a problem of paths enumeration, studied by Niederhausen in [Catalan traffic at the beach, Eletron. J. Combin. 9 (R33) (2002) 1-17] (see also [R.P. Stanley, Catalan addendum, version of 30 October 2005. 〈http://www-math.mit.edu/∼rstan/ec/catadd.pdf〉]), are top intersection numbers in the cohomology ring of the Grassmannian of the lines in the complex projective (n+1)- space.