Abstract
This paper considers the representation of odd moments of the
distribution of a four-step uniform random walk in even dimensions,
which are based on both linear combinations of two constants
representable as contiguous very well-poised generalized hypergeometric
series and as even moments of the square of the complete elliptic
integral of the first kind. Neither constants are currently available in
closed form. New symmetries are found in the critical values of the L-series
of two underlying cusp forms, providing a sense in which one of the
constants has a formal counterpart. The significant roles this constant
and its counterpart play in multidisciplinary contexts is described. The
results unblock the problem of representing them in terms of
lower-order generalized hypergeometric series, offering progress towards
identifying their closed forms. The same approach facilitates a
canonical characterization of the hypergeometry of the parbelos, adding
to the characterizations outlined by Campbell, D'Aurozio and Sondow (2020, The American Mathematical Monthly 127(1),
23-32). The paper also connects the econometric problem of
characterizing the bias in the canonical autoregressive model under the
unit root hypothesis to very well-poised generalized hypergeometric
series. The confluence of ideas presented reflects a multidisciplinarity
that accords with the approach and philosophy of Prasanta Chandra
Mahalanobis.
Original language | English |
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Number of pages | 38 |
Journal | Sankhya B |
Volume | First Online |
Early online date | 4 Nov 2020 |
DOIs | |
Publication status | E-pub ahead of print - 4 Nov 2020 |
Keywords
- Four-step uniform random walk in the plane
- Dickey-Fuller distribution
- Very well-poised generalized hypergeometric series
- Elliptic integral
- Universal parabolic constant
- Moments