cumulants of w

Consider the normal density with mean v0+t and variance 1 for w. The log of the density is foo60.

[Graphics:../Images/index_gr_992.gif]

Then,we define foo61 by  [Graphics:../Images/index_gr_993.gif] This foo61 is a polynomial function of w.

[Graphics:../Images/index_gr_994.gif]
[Graphics:../Images/index_gr_995.gif]

Get the coefficients of [Graphics:../Images/index_gr_996.gif]'s for foo61, and store them in foo62 below.

[Graphics:../Images/index_gr_997.gif]
[Graphics:../Images/index_gr_998.gif]
[Graphics:../Images/index_gr_999.gif]
[Graphics:../Images/index_gr_1000.gif]
[Graphics:../Images/index_gr_1001.gif]
[Graphics:../Images/index_gr_1002.gif]
[Graphics:../Images/index_gr_1003.gif]
[Graphics:../Images/index_gr_1004.gif]
[Graphics:../Images/index_gr_1005.gif]
[Graphics:../Images/index_gr_1006.gif]
[Graphics:../Images/index_gr_1007.gif]
[Graphics:../Images/index_gr_1008.gif]
[Graphics:../Images/index_gr_1009.gif]

Apply "logeexppoly" to foo62.  We get foo64= [Graphics:../Images/index_gr_1010.gif]

[Graphics:../Images/index_gr_1011.gif]
[Graphics:../Images/index_gr_1012.gif]
[Graphics:../Images/index_gr_1013.gif]
[Graphics:../Images/index_gr_1014.gif]
[Graphics:../Images/index_gr_1015.gif]
[Graphics:../Images/index_gr_1016.gif]
[Graphics:../Images/index_gr_1017.gif]

Get the coefficients of [Graphics:../Images/index_gr_1018.gif], [Graphics:../Images/index_gr_1019.gif] and multiply [Graphics:../Images/index_gr_1020.gif] so that we get [Graphics:../Images/index_gr_1021.gif].

[Graphics:../Images/index_gr_1022.gif]
[Graphics:../Images/index_gr_1023.gif]
[Graphics:../Images/index_gr_1024.gif]

[Graphics:../Images/index_gr_1025.gif] should be zero.

[Graphics:../Images/index_gr_1026.gif]
[Graphics:../Images/index_gr_1027.gif]
[Graphics:../Images/index_gr_1028.gif]
[Graphics:../Images/index_gr_1029.gif]

[Graphics:../Images/index_gr_1030.gif]

[Graphics:../Images/index_gr_1031.gif]
[Graphics:../Images/index_gr_1032.gif]

[Graphics:../Images/index_gr_1033.gif]

[Graphics:../Images/index_gr_1034.gif]
[Graphics:../Images/index_gr_1035.gif]

[Graphics:../Images/index_gr_1036.gif]

[Graphics:../Images/index_gr_1037.gif]
[Graphics:../Images/index_gr_1038.gif]

[Graphics:../Images/index_gr_1039.gif]

[Graphics:../Images/index_gr_1040.gif]
[Graphics:../Images/index_gr_1041.gif]
[Graphics:../Images/index_gr_1042.gif]
[Graphics:../Images/index_gr_1043.gif]
{v0 + o*(cr[0] + cr[2] + v0^2*cr[2] + td[al1, au1]) + 
  o^2*(v0^3*(2*cr[2]^2 + cr[3]) + v0*(cr[1] + 2*cr[0]*cr[2] +
      6*cr[2]^2 + 3*cr[3] - 2*td[al1, au2]*td[al2, au1] +
      td[al1, au1]*(2*cr[2] - tp3[9, 9, 9]/2) -
      cr[2]*tp3[9, 9, 9] - (5*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)), 1 + o*v0*(4*cr[2] - tp3[9, 9, 9]) +
  o^2*(2*cr[1] + 4*cr[0]*cr[2] + 14*cr[2]^2 + 6*cr[3] -
    2*td[al1, au2]*td[al2, au1] + td[al1, au1]*
     (4*cr[2] - tp3[9, 9, 9]) - 2*cr[2]*tp3[9, 9, 9] -
    tp3[9, 9, al1]*tp3[9, 9, au1] + 2*td[au1, au2]*
     tp3[9, al1, al2] - tp3[9, al1, au2]*tp3[9, al2, au1] +
    v0^2*(16*cr[2]^2 + 6*cr[3] - 4*cr[2]*tp3[9, 9, 9] +
      tp3[9, 9, 9]^2 + (tp3[9, 9, al1]*tp3[9, 9, au1])/4 -
      tp4[9, 9, 9, 9]/2) + tp4[9, 9, al1, au1]/2),
o*(6*cr[2] - tp3[9, 9, 9]) + o^2*v0*(60*cr[2]^2 + 18*cr[3] -
    18*cr[2]*tp3[9, 9, 9] + 3*tp3[9, 9, 9]^2 - tp4[9, 9, 9, 9]),
o^2*(96*cr[2]^2 + 24*cr[3] - 24*cr[2]*tp3[9, 9, 9] +
   3*tp3[9, 9, 9]^2 - tp4[9, 9, 9, 9])}


Converted by Mathematica      July 21, 2003