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arXiv 1405.4451math.CAmath.STstat.TH
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满足二阶线性微分方程的函数的幂的性质及其在统计中的应用

Properties of powers of functions satisfying second-order linear differential equations with applications to statistics

Naoki Marumo, Toshinori Oaku, Akimichi Takemura

摘要:

给出了满足二阶线性微分方程的函数的幂的性质。特别地,我们证明了该函数的n次幂满足一个n+1阶微分方程,并给出了一个求该微分方程的简单方法。我们还确定了微分方程的指数,并推导出一个界的次数的多项式,这是系数的微分方程。该界对应于函数的傅里叶变换的n重卷积所满足的微分方程的阶。这些结果被应用到统计学中使用的一些密度函数。

英文摘要:

We derive properties of powers of a function satisfying a second-order linear differential equation. In particular we prove that the n-th power of the function satisfies an (n+1)-th order differential equation and give a simple method for obtaining the differential equation. Also we determine the exponents of the differential equation and derive a bound for the degree of the polynomials, which are coefficients in the differential equation. The bound corresponds to the order of differential equation satisfied by the n-fold convolution of the Fourier transform of the function. These results are applied to some probability density functions used in statistics.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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