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The exponential functional of simple, symmetric random walks with negative drift is an infinite polynomial $Y = 1 + \xi_1 + \xi_1 \xi_2 + \xi_1 \xi_2 \xi_3 + …$ of independent and identically distributed non-negative random variables. It has moments that are rational functions of the variables $\mu_k = \ev(\xi^k) < 1$ with universal coefficients. It turns out that such a coefficient is equal to the number of permutations with descent set defined by the multiindex of the coefficient. A recursion enumerates all numbers of permutations with given descent sets in the form of a Pascal-type triangle.

生成讲解博客的中文版本

生成AI智能校验的中文版本