density function of w

First, we obtain the joint density of (u,w) i.e., f(u,w|v0)=f(u,v(w,u)|v0)J from the joint density of (u,v), the transformation v=v(w,u), and the Jacobian.

[Graphics:../Images/index_gr_938.gif]

This is the log of the density. logdensityuw = log f(u,w|v0).

[Graphics:../Images/index_gr_939.gif]
[Graphics:../Images/index_gr_940.gif]

This is the log of the standard multivariate normal density in dim-1 dimension.

[Graphics:../Images/index_gr_941.gif]
[Graphics:../Images/index_gr_942.gif]

Get the coefficients of the polynomials of [Graphics:../Images/index_gr_943.gif] from [Graphics:../Images/index_gr_944.gif].

[Graphics:../Images/index_gr_945.gif]
[Graphics:../Images/index_gr_946.gif]
[Graphics:../Images/index_gr_947.gif]

constant term in terms of u

[Graphics:../Images/index_gr_948.gif]
[Graphics:../Images/index_gr_949.gif]

coefficient of [Graphics:../Images/index_gr_950.gif]

[Graphics:../Images/index_gr_951.gif]
[Graphics:../Images/index_gr_952.gif]

coefficient of [Graphics:../Images/index_gr_953.gif]

[Graphics:../Images/index_gr_954.gif]
[Graphics:../Images/index_gr_955.gif]

coefficient of [Graphics:../Images/index_gr_956.gif]

[Graphics:../Images/index_gr_957.gif]
[Graphics:../Images/index_gr_958.gif]

coefficient of [Graphics:../Images/index_gr_959.gif]

[Graphics:../Images/index_gr_960.gif]
[Graphics:../Images/index_gr_961.gif]

We now calculate [Graphics:../Images/index_gr_962.gif] as an application of "logeexppoly" to foo52. It is denoted by logdensityw.

[Graphics:../Images/index_gr_963.gif]
[Graphics:../Images/index_gr_964.gif]
[Graphics:../Images/index_gr_965.gif]
[Graphics:../Images/index_gr_966.gif]
[Graphics:../Images/index_gr_967.gif]
[Graphics:../Images/index_gr_968.gif]
[Graphics:../Images/index_gr_969.gif]

This is [Graphics:../Images/index_gr_970.gif]

[Graphics:../Images/index_gr_971.gif]
[Graphics:../Images/index_gr_972.gif]
[Graphics:../Images/index_gr_973.gif]
-v0^2/2 - Log[2*Pi]/2 + w^3*(-(o^2*v0*cr[3]) + 
   o*(cr[2] - tp3[9, 9, 9]/6)) +
o*(v0*(-cr[0] - td[al1, au1]) - (v0^3*tp3[9, 9, 9])/3) +
o^2*w^4*(-cr[2]^2/2 + cr[3] + (cr[2]*tp3[9, 9, 9])/2 -
   tp4[9, 9, 9, 9]/24) +
w*(v0 + o*(cr[0] - 2*cr[2] + td[al1, au1] + tp3[9, 9, 9]/2 +
     (v0^2*tp3[9, 9, 9])/2) +
   o^2*(v0^3*(-(tp3[9, 9, al1]*tp3[9, 9, au1])/4 +
       tp4[9, 9, 9, 9]/6) +
     v0*(-cr[1] + (td[al1, au1]*tp3[9, 9, 9])/2 +
       (3*tp3[9, 9, al1]*tp3[9, 9, au1])/8 -
       td[au1, au2]*tp3[9, al1, al2] +
       (tp3[9, al1, au2]*tp3[9, al2, au1])/2 - tp4[9, 9, al1, au1]/
        4))) + w^2*(-1/2 - o*v0*cr[2] +
   o^2*(cr[1] - cr[0]*cr[2] - 2*cr[2]^2 - 3*cr[3] -
     cr[2]*td[al1, au1] - td[al1, au2]*td[al2, au1] +
     (cr[0]*tp3[9, 9, 9])/2 - (cr[2]*tp3[9, 9, 9])/2 -
     tp3[9, 9, 9]^2/4 - (tp3[9, 9, al1]*tp3[9, 9, au1])/2 +
     v0^2*(-(cr[2]*tp3[9, 9, 9])/2 +
       (tp3[9, 9, al1]*tp3[9, 9, au1])/8) +
     td[au1, au2]*tp3[9, al1, al2] -
     (tp3[9, al1, au2]*tp3[9, al2, au1])/2 + tp4[9, 9, 9, 9]/4 +
     tp4[9, 9, al1, au1]/4)) +
o^2*(-cr[0]^2/2 - cr[1] - cr[0]*td[al1, au1] +
   td[al1, au2]*td[al2, au1] - (td[al1, au1]*td[al2, au2])/2 -
   (cr[0]*tp3[9, 9, 9])/2 + tp3[9, 9, 9]^2/6 +
   v0^2*(td[al1, al2]*td[au1, au2] - (cr[0]*tp3[9, 9, 9])/2 -
     (td[al1, au1]*tp3[9, 9, 9])/2) +
   (tp3[9, 9, al1]*tp3[9, 9, au1])/2 -
   td[au1, au2]*tp3[9, al1, al2] +
   (tp3[9, al1, au2]*tp3[9, al2, au1])/2 -
   (tp3[al1, al2, au2]*tp3[al3, au1, au3])/8 +
   (tp3[al1, al2, au1]*tp3[al3, au2, au3])/8 +
   v0^4*((tp3[9, 9, al1]*tp3[9, 9, au1])/8 - tp4[9, 9, 9, 9]/8) -
   tp4[9, 9, 9, 9]/8 - tp4[9, 9, al1, au1]/4)

The coefficients of [Graphics:../Images/index_gr_974.gif]in [Graphics:../Images/index_gr_975.gif]are shown below.

[Graphics:../Images/index_gr_976.gif]

Coefficient of [Graphics:../Images/index_gr_977.gif]

[Graphics:../Images/index_gr_978.gif]
[Graphics:../Images/index_gr_979.gif]

Coefficient of [Graphics:../Images/index_gr_980.gif]

[Graphics:../Images/index_gr_981.gif]
[Graphics:../Images/index_gr_982.gif]

Coefficient of [Graphics:../Images/index_gr_983.gif]

[Graphics:../Images/index_gr_984.gif]
[Graphics:../Images/index_gr_985.gif]

Coefficient of [Graphics:../Images/index_gr_986.gif]

[Graphics:../Images/index_gr_987.gif]
[Graphics:../Images/index_gr_988.gif]

Coefficient of [Graphics:../Images/index_gr_989.gif]

[Graphics:../Images/index_gr_990.gif]
[Graphics:../Images/index_gr_991.gif]


Converted by Mathematica      July 21, 2003