7 research outputs found
Cumulants, lattice paths, and orthogonal polynomials
A formula expressing free cumulants in terms of the Jacobi parameters of the
corresponding orthogonal polynomials is derived. It combines Flajolet's theory
of continued fractions and Lagrange inversion. For the converse we discuss
Gessel-Viennot theory to express Hankel determinants in terms of various
cumulants.Comment: 11 pages, AMS LaTeX, uses pstricks; revised according to referee's
suggestions, in particular cut down last section and corrected some wrong
attribution
Cumulants and convolutions via Abel polynomials
We provide an unifying polynomial expression giving moments in terms of
cumulants, and viceversa, holding in the classical, boolean and free setting.
This is done by using a symbolic treatment of Abel polynomials. As a
by-product, we show that in the free cumulant theory the volume polynomial of
Pitman and Stanley plays the role of the complete Bell exponential polynomial
in the classical theory. Moreover via generalized Abel polynomials we construct
a new class of cumulants, including the classical, boolean and free ones, and
the convolutions linearized by them. Finally, via an umbral Fourier transform,
we state a explicit connection between boolean and free convolution
Appell polynomials and their relatives II. Boolean theory
The Appell-type polynomial family corresponding to the simplest
non-commutative derivative operator turns out to be connected with the Boolean
probability theory, the simplest of the three universal non-commutative
probability theories (the other two being free and tensor/classical
probability). The basic properties of the Boolean Appell polynomials are
described. In particular, their generating function turns out to have a
resolvent-type form, just like the generating function for the free Sheffer
polynomials. It follows that the Meixner (that is, Sheffer plus orthogonal)
polynomial classes, in the Boolean and free theory, coincide. This is true even
in the multivariate case. A number of applications of this fact are described,
to the Belinschi-Nica and Bercovici-Pata maps, conditional freeness, and the
Laha-Lukacs type characterization.
A number of properties which hold for the Meixner class in the free and
classical cases turn out to hold in general in the Boolean theory. Examples
include the behavior of the Jacobi coefficients under convolution, the
relationship between the Jacobi coefficients and cumulants, and an operator
model for cumulants. Along the way, we obtain a multivariate version of the
Stieltjes continued fraction expansion for the moment generating function of an
arbitrary state with monic orthogonal polynomials