A new family of polynomials, called cumulant polynomial sequence, and its extension to the multivariate case is introduced relying on a purely symbolic combinatorial method. The coefficients are... Show moreA new family of polynomials, called cumulant polynomial sequence, and its extension to the multivariate case is introduced relying on a purely symbolic combinatorial method. The coefficients are cumulants, but depending on what is plugged in the indeterminates, moment sequences can be recovered as well. The main tool is a formal generalization of random sums, when a not necessarily integer-valued multivariate random index is considered. Applications are given within parameter estimations, L ?evy processes and random matrices and, more generally, problems involving multivariate functions. The connection between exponential models and multivariable Sheffer polynomial sequences offers a different viewpoint in employing the method. Some open problems end the paper. Show less
