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Monotone, free, and boolean cumulants: A shuffle algebra approach

Monotone, free, and Boolean cumulants: a shuffle algebra approach
Authors: Ebrahimi-Fard, Kurusch; Patras, Frédéric;

Monotone, free, and boolean cumulants: A shuffle algebra approach

Abstract

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

Keywords

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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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
12
Top 10%
Average
Top 10%
Green
bronze