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Discretisations of higher order and the theorems of FaĆ  di Bruno and DeMoivre-Laplace

Authors :
Imme van den Berg
Source :
Journal of Logic and Analysis. :1-35
Publication Year :
2013
Publisher :
Journal of Logic and Analysis, 2013.

Abstract

We study discrete functions on equidistant and non-equidistant infinitesimal grids. We consider its difference quotients of higher order and give conditions for their near-equality to the corresponding derivatives. Important tools are the formula of Faa di Bruno for higher order derivatives and a discrete version of it. As an application of such transitions from the discrete to the continuous we extend the DeMoivre-Laplace Theorem to higher order: n-th order difference quotients of the binomial probability distribution tend to the corresponding n-th order partial differential quotients of the Gaussian distribution.

Details

ISSN :
17599008
Database :
OpenAIRE
Journal :
Journal of Logic and Analysis
Accession number :
edsair.doi...........20387ecbff5878ab3c463e032506a137