OFFSET
0,3
COMMENTS
From Shai Covo (green355(AT)netvision.net.il), Feb 03 2010: (Start)
Let N be a Poisson random variable with parameter (mean) 1, and Y_1,Y_2,... independent Normal(0,1) (standard normal) random variables, independent of N.
Set S=Sum_{i=1..N} Y_i. Then the moment generating function (MGF) of S is given by exp(exp(x^2/2)-1) (i.e., this is the expectation of exp(xS), x real); hence a(n) is the 2n-th moment of S (the odd moments are equal to zero). More generally, if N above has parameter lambda and Y_i above are Normal(0,sigma^2), then the MGF of S is given by exp(lambda*(exp(sigma^2*x^2/2)-1)) and the 2n-th moment of S is given by (2n-1)!!*sigma^(2n)*Sum_{j=0..n} S2(n,j)*lambda^j, where S2(n,j) are the Stirling numbers of the second kind. (End)
REFERENCES
S. Covo, The moments of a compound Poisson process with exponential or centered normal jumps, J. Probab. Stat. Sci. 7 (2009), 91-100. [From Shai Covo (green355(AT)netvision.net.il), Feb 03 2010]
LINKS
Franklin T. Adams-Watters, Jun 18 2008, Table of n, a(n) for n = 0..18
FORMULA
In Maple notation: a(n)=evalf(subs(x=0, diff((exp(exp(x^2/2)-1), x$2*n)))), n=1, 2...
a(n) = (2*n-1)!!*Bell(n). - Vladeta Jovovic, May 19 2007
E.g.f.: A(x) = exp(-1)*Sum_{n>=0} (1-2*n*x)^(-1/2)/n!. - Vladeta Jovovic, Feb 05 2008
a(n) = A055882(n)*Pochhammer(1/2, n). - Peter Luschny, Nov 07 2011
MAPLE
A055882 := n-> 2^n*combinat[bell](n);
seq(A081066(i), i=0..14); # Peter Luschny, Nov 07 2011
MATHEMATICA
Table[(2n-1)!!*BellB[n], {n, 0, 14}] (* Jean-François Alcover, May 23 2016, after Vladeta Jovovic *)
CROSSREFS
KEYWORD
nonn
AUTHOR
Karol A. Penson, Mar 04 2003
STATUS
approved