Cumulant-cumulant relations in free probability theory from Magnus' expansion (Q2671294)

This paper gives closed formulas for expressing multivariate free cumulants in terms of multivariate monotone or Boolean cumulants (giving a new proof of a result due to Arizmendi, Hasebe, Lehner and Vargas [\textit{O. Arizmendi} et al., Adv. Math. 282, 56--92 (2015; Zbl 1319.05019)]) and multivariate monotone cumulants in terms of multivariate free or Boolean cumulants. The main algebraic structure needed here is a pre-Lie algebra product on cumulant functionals, which is used with the Magnus pre-Lie expansion. Moreover, Murua's construction on the continuous Baker-Campbell-Hausdorff formula is extended to the context of noncrossing partitions, giving statistics which are involved in the cumulant-cumulant formulas.