Documentation

Lean 4 Proof

def escortCumulant4 (x : Fin J → ℝ) (ρ : ℝ) : ℝ :=
  escortRawMoment x ρ 4 - 4 * escortRawMoment x ρ 3 * escortRawMoment x ρ 1
    - 3 * escortRawMoment x ρ 2 ^ 2
    + 12 * escortRawMoment x ρ 2 * escortRawMoment x ρ 1 ^ 2
    - 6 * escortRawMoment x ρ 1 ^ 4

Dependency Graph

Used by

Location

thesis/CESProofs/Foundations/CumulantTower.lean:191

Module Section

The Cumulant Tower: Higher-Order Bridges Between CES and Escort Statistics

In the same file