1,483 research outputs found
Combinatorics of free cumulants
We derive a formula for expressing free cumulants whose entries are products
of random variables in terms of the lattice structure of non-crossing
partitions. We show the usefulness of that result by giving direct and
conceptually simple proofs for a lot of results about -diagonal elements.
Our investigations do not assume the trace property for the considered linear
functionals.Comment: 26 pages, Latex2
Cumulants, free cumulants and half-shuffles
Free cumulants were introduced as the proper analog of classical cumulants in
the theory of free probability. There is a mix of similarities and differences,
when one considers the two families of cumulants. Whereas the combinatorics of
classical cumulants is well expressed in terms of set partitions, the one of
free cumulants is described, and often introduced in terms of non-crossing set
partitions. The formal series approach to classical and free cumulants also
largely differ. It is the purpose of the present article to put forward a
different approach to these phenomena. Namely, we show that cumulants, whether
classical or free, can be understood in terms of the algebra and combinatorics
underlying commutative as well as non-commutative (half-)shuffles and
(half-)unshuffles. As a corollary, cumulants and free cumulants can be
characterized through linear fixed point equations. We study the exponential
solutions of these linear fixed point equations, which display well the
commutative, respectively non-commutative, character of classical, respectively
free, cumulants.Comment: updated and revised version; accepted for publication in PRS
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
- …