Calculating Cumulants of a Taylor Expansion of a Multivariate Function

A method, which we believe is simpler and more transparent than the one due to McCullagh (1984) , is described for obtaining the cumulants of a scalar multivariate stochastic Taylor expansion. Its generalisation is also suggested. An important feature, previously not reported, is that the expansion of every cumulant of order ≥ 2 is made up of separate subseries.
In order to handle certain frequently occurring sums over permutations of members of compound index sets, we introduce a new notation  [ m ]_*,  where   m   is a positive integer.