Joint cumulants for natural independence

DOI10.1214/ECP.V16-1647zbMATH Open1247.46052arXiv1005.3900OpenAlexW2068211431MaRDI QIDQ428679FDOQ428679

Authors: Takahiro Hasebe, Hayato Saigo 

Publication date: 22 June 2012

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: Many kinds of independence have been defined in non-commutative probability theory. Natural independence is an important class of independence; this class consists of five independences (tensor, free, Boolean, monotone and anti-monotone ones). In the present paper, a unified treatment of joint cumulants is introduced for natural independence. The way we define joint cumulants enables us not only to find the monotone joint cumulants but also to give a new characterization of joint cumulants for other kinds of natural independence, i.e., tensor, free and Boolean independences. We also investigate relations between generating functions of moments and monotone cumulants. We find a natural extension of the Muraki formula, which describes the sum of monotone independent random variables, to the multivariate case.

Full work available at URL: https://arxiv.org/abs/1005.3900

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zbMATH Keywords

cumulantsmonotone independencenon-commutative probabilityMuraki formulanatural independence

Mathematics Subject Classification ID

Partitions of sets (05A18) Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54)

Cited In (16)

• Operator-valued chordal Loewner chains and non-commutative probability
• Relations between cumulants in noncommutative probability
• Differential independence via an associative product of infinitely many linear functionals
• The monotone cumulants
• Relations between infinitesimal non-commutative cumulants
• Half independence and half cumulants
• Analytic continuations of Fourier and Stieltjes transforms and generalized moments of probability measures
• Shifted substitution in non-commutative multivariate power series with a view toward free probability
• An operadic approach to operator-valued free cumulants
• V-monotone independence
• Title not available (Why is that?)
• Cumulants, spreadability and the Campbell-Baker-Hausdorff series
• Wick polynomials in noncommutative probability: a group-theoretical approach
• Bi-monotonic independence for pairs of algebras
• On operator-valued monotone independence
• An operad of non-commutative independences defined by trees

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