-cumulants in terms of moments

DOI10.1142/S0219025718500121MaRDI QIDQ3174726zbMATHFDO

Authors Matthieu Josuat-Vergés

Publication date 18 July 2018

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1702.02374

zbMATH Keywords

convolutionsnoncrossing partitionsSchröder trees

Mathematics Subject Classification ID

Combinatorial aspects of partitions of integers (05A17)

Abstract: The Delta-convolution of real probability measures, introduced by Bo.zejko, generalizes both free and boolean convolutions. It is linearized by the Delta-cumulants, and Yoshida gave a combinatorial formula for moments in terms of Delta-cumulants, that implicitly defines the latter. It relies on the definition of an appropriate weight on noncrossing partitions. We give here two different expressions for the Delta-cumulants: the first one is a simple variant of Lagrange inversion formula, and the second one is a combinatorial inversion of Yoshida's formula involving Schr"oder trees.

Recommendations

• The weight function on non-crossing partitions for the \(\Delta\)-convolution
• Cumulants and convolutions via Abel polynomials
• Cumulants for finite free convolution
• scientific article; zbMATH DE number 1003159
• Free cumulants and enumeration of connected partitions

Cites work

• scientific article; zbMATH DE number 1003159 (Why is no real title available?)
• scientific article; zbMATH DE number 3443655 (Why is no real title available?)
• Addition of certain non-commuting random variables
• Convolution and limit theorems for conditionally free random variables
• Cumulants in noncommutative probability theory. I: Noncommutative exchangeability systems
• Cumulants, free cumulants and half-shuffles
• Free cumulants, Schröder trees, and operads
• Multiplicative functions on the lattice of non-crossing partitions and free convolution
• Remarks on the \(r\) and \(\Delta\) convolutions
• Sur les partitions non croisées d'un cycle. (The non-crossed partitions of a cycle)
• THE COMBINATORICS OF THE r-FREE CONVOLUTION
• The splitting process in free probability theory
• The weight function on non-crossing partitions for the \(\Delta\)-convolution

Cited in

(2)

• An umbral setting for cumulants and factorial moments
• The weight function on non-crossing partitions for the \(\Delta\)-convolution

This page was built for publication: \(\Delta\)-cumulants in terms of moments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3174726)