A Generalized Representation of Faà Di Bruno'S Formula Using Multivariate and Matrix‐Valued Bell Polynomials
Year: 2025
Type: article
Abstract: ABSTRACT We provide a generalization of Faà di Bruno's formula to represent the ‐th total derivative of the multivariate and vector‐valued composite . To this end, we make use of properties of the Kronecker product and the ‐th derivative of the left‐composite , which allow the use of a multivariate and matrix‐valued form of partial Bell polynomials to represent the generalized Faà di Bruno's formula. We further show that standard recurrence relations that hold for the univariate partial Bell polynomial also hold for the multivariate partial Bell polynomial under a simple transformation. We apply this generalization of Faà di Bruno's formula to the computation of multivariate moments of the normal distribution.
DOI: 10.1002/mma.11226
Authors: Michael P. Evers, Markus Kontny
Institutions: University of Hohenheim, Deutsche Bundesbank
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
Estimated APC paid: $5,000
OpenAlex ID: W4412505319