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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.
Examples of functions that are not entire include the square root, the logarithm, the trigonometric function tangent, and its inverse, arctan. For these functions the Taylor series do not converge if x is far from b. That is, the Taylor series diverges at x if the distance between x and b is larger than the radius of convergence. The Taylor ...
Download as PDF; Printable version; ... for example, in solutions of the ... which converges more rapidly for all real values of x than a Taylor expansion, ...
The Taylor expansion would be: + where / denotes the partial derivative of f k with respect to the i-th variable, evaluated at the mean value of all components of vector x. Or in matrix notation , f ≈ f 0 + J x {\displaystyle \mathrm {f} \approx \mathrm {f} ^{0}+\mathrm {J} \mathrm {x} \,} where J is the Jacobian matrix .
In particular, the Taylor expansion holds in the form = + (), = = ()! (), where the remainder term R k is complex analytic. Methods of complex analysis provide some powerful results regarding Taylor expansions.
In mathematics, every analytic function can be used for defining a matrix function that maps square matrices with complex entries to square matrices of the same size.. This is used for defining the exponential of a matrix, which is involved in the closed-form solution of systems of linear differential equations.
Any Taylor series for this function converges not only for x close enough to x 0 (as in the definition) but for all values of x (real or complex). The trigonometric functions, logarithm, and the power functions are analytic on any open set of their domain. Most special functions (at least in some range of the complex plane): hypergeometric ...
In mathematics, the arctangent series, traditionally called Gregory's series, is the Taylor series expansion at the origin of the arctangent function: [1] = + + = = + +. This series converges in the complex disk | |, except for = (where =).