Cumulants and convolutions via Abel polynomials
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Publication:709249
Abstract: 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.
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Cited in
(12)- Appell polynomials and their relatives II. Boolean theory
- Recursion rules for the hypergeometric zeta function
- A symbolic handling of Sheffer polynomials
- \(\Delta\)-cumulants in terms of moments
- The ring of \(\mathcal {T}\)-covariants
- Outcomes of the Abel identity
- A symbolic treatment of Riordan arrays
- A new family of time-space harmonic polynomials with respect to Lévy processes
- On a symbolic representation of non-central Wishart random matrices with applications
- Explicit formulae for Kerov polynomials
- On the computation of classical, Boolean and free cumulants
- A new approach to Sheppard's corrections
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