Monotone cumulant-moment formula and Schröder trees

DOI10.3842/SIGMA.2022.073MaRDI QIDQ2084152zbMATH OpenFDO

Authors Octavio Arizmendi, Adrian Celestino

Publication date 18 October 2022

Published in SIGMA. Symmetry, Integrability and Geometry: Methods and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2111.02179

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zbMATH Keywords

cumulantsHopf algebrasmoment-cumulant formulamonotone cumulantsMurua coefficientsnoncommutative probabilitySchröder trees

Mathematics Subject Classification ID

Trees (05C05) Hopf algebras and their applications (16T05) Nonassociative algebras satisfying other identities (17A30) Noncommutative probability and statistics (46L53)

Review text

Following Ebrahimi-Fard and Patras's approach of moment-cumulant relation with Hopf algebras, multivariate monotone cumulants of random variables are expressed in terms of moments, which makes Murua coefficients appear. To do this, the Hopf algebra of words is replaced by a Hopf algebra of Schröder trees introduced by Josuat-Vergès, Menous, Novelli, and Thibon.

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Cited in

(4)

• Monotone, free, and Boolean cumulants: a shuffle algebra approach
• Monotone Cumulant-Moment Formula and Schr\"oder Trees
• Planar binary trees, noncrossing partitions and the operator-valued S-transform
• Schröder trees and antipode formulas: an application to non-commutative probability and Wick polynomials

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