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arXiv · 2312.10491

A Generalized Representation of Fa\'a di Bruno's Formula Using Multivariate Bell Polynomials

Michael P. Evers·Markus Kontny
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Abstract

We provide a novel representation of the total n-th derivative of the multivariate composite function $f \circ g$, i.e. a generalized Fa\`a di Bruno's formula. To this end, we make use of properties of the Kronecker product and the n-th derivative of the left-composite $f$, which allow the use of a multivariate form of partial Bell polynomials to represent the generalized Fa\`a 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 Fa\`a di Bruno's formula to the computation of multivariate moments of the normal distribution.

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Michael P. Evers, Markus Kontny. 2023-12-16. A Generalized Representation of Fa\'a di Bruno's Formula Using Multivariate Bell Polynomials. https://arxiv.org/abs/2312.10491

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