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  2. Taylor expansions for the moments of functions of random ...

    en.wikipedia.org/wiki/Taylor_expansions_for_the...

    In probability theory, it is possible to approximate the moments of a function f of a random variable X using Taylor expansions, provided that f is sufficiently differentiable and that the moments of X are finite.

  3. Taylor series - Wikipedia

    en.wikipedia.org/wiki/Taylor_series

    In mathematics, the Taylor series or Taylor expansion of a function is an infinite sum of terms that are expressed in terms of the function's derivatives at a single point. For most common functions, the function and the sum of its Taylor series are equal near this point.

  4. Taylor's theorem - Wikipedia

    en.wikipedia.org/wiki/Taylor's_theorem

    Taylor's theorem is named after the mathematician Brook Taylor, who stated a version of it in 1715, [2] although an earlier version of the result was already mentioned in 1671 by James Gregory. [3] Taylor's theorem is taught in introductory-level calculus courses and is one of the central elementary tools in mathematical analysis.

  5. Itô's lemma - Wikipedia

    en.wikipedia.org/wiki/Itô's_lemma

    Download as PDF; Printable version; ... then perform Taylor expansion. ... The same factor of ⁠ σ 2 / 2 ⁠ appears in the d 1 and d 2 auxiliary variables of the ...

  6. First-order second-moment method - Wikipedia

    en.wikipedia.org/wiki/First-order_second-moment...

    For the second-order approximations of the third central moment as well as for the derivation of all higher-order approximations see Appendix D of Ref. [3] Taking into account the quadratic terms of the Taylor series and the third moments of the input variables is referred to as second-order third-moment method. [4]

  7. Taylor expansion - Wikipedia

    en.wikipedia.org/?title=Taylor_expansion&redirect=no

    Taylor expansion. Add languages. Add links. Article; Talk; ... Download as PDF; Printable version; ... This page was last edited on 2 June 2010, ...

  8. Multi-index notation - Wikipedia

    en.wikipedia.org/wiki/Multi-index_notation

    Download as PDF; Printable version; ... variables one has ... for a smooth enough function, we have the similar Taylor expansion ...

  9. Multipole expansion - Wikipedia

    en.wikipedia.org/wiki/Multipole_expansion

    In principle, a multipole expansion provides an exact description of the potential, and generally converges under two conditions: (1) if the sources (e.g. charges) are localized close to the origin and the point at which the potential is observed is far from the origin; or (2) the reverse, i.e., if the sources are located far from the origin ...