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Generating function

Lecture



Generating function :

  • The generating function of moments is a method of defining probability distributions. Usually used to calculate moments in probability theory.
  • The generating function of a sequence is a formal power series, the coefficients of which form a given sequence.
  • The generating function of the canonical transformation is a function, the partial derivatives of which define the desired canonical transformation.
created: 2014-12-31
updated: 2021-12-26
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Probability theory. Mathematical Statistics and Stochastic Analysis

Terms: Probability theory. Mathematical Statistics and Stochastic Analysis