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by credit_guy 592 days ago
Wow. I am not a physicist, but I use pdfs and moments and cumulants all the time. I came up with my own method to calculate cumulants for affine processes using some recursions, and they work. But if I hear you right, I might have stumbled upon something that Feynman did 70 years ago, and he probably did it better. Any good links you can recommend?