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Discretisations of higher order and the theorems of Faà di Bruno and DeMoivre-Laplace
Author(s) -
Imme van den Berg
Publication year - 2013
Publication title -
journal of logic and analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.278
H-Index - 4
ISSN - 1759-9008
DOI - 10.4115/jla.2013.5.6
Subject(s) - mathematics , order (exchange) , laplace transform , pure mathematics , calculus (dental) , humanities , mathematical analysis , art , economics , finance , medicine , dentistry
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.

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