
arXiv: 1701.06152
The theory of cumulants is revisited in the "Rota way", that is, by following a combinatorial Hopf algebra approach. Monotone, free, and boolean cumulants are considered as infinitesimal characters over a particular combinatorial Hopf algebra. The latter is neither commutative nor cocommutative, and has an underlying unshuffle bialgebra structure which gives rise to a shuffle product on its graded dual. The moment-cumulant relations are encoded in terms of shuffle and half-shuffle exponentials. It is then shown how to express concisely monotone, free, and boolean cumulants in terms of each other using the pre-Lie Magnus expansion together with shuffle and half-shuffle logarithms.
final version
Hopf algebras and their applications, free cumulants, Connections of Hopf algebras with combinatorics, Probability (math.PR), Noncommutative probability and statistics, combinatorial Hopf algebra, Boolean cumulants, Functional Analysis (math.FA), Mathematics - Functional Analysis, Free probability and free operator algebras, Bialgebras, 16T05, 16T10, 16T30, 46L53, 46L54, monotone cumulants, FOS: Mathematics, half-shuffle exponentials, Mathematics - Combinatorics, Combinatorics (math.CO), pre-Lie Magnus expansion, Mathematics - Probability
Hopf algebras and their applications, free cumulants, Connections of Hopf algebras with combinatorics, Probability (math.PR), Noncommutative probability and statistics, combinatorial Hopf algebra, Boolean cumulants, Functional Analysis (math.FA), Mathematics - Functional Analysis, Free probability and free operator algebras, Bialgebras, 16T05, 16T10, 16T30, 46L53, 46L54, monotone cumulants, FOS: Mathematics, half-shuffle exponentials, Mathematics - Combinatorics, Combinatorics (math.CO), pre-Lie Magnus expansion, Mathematics - Probability
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