English

The Monotone Cumulants

Probability 2015-05-13 v3 Operator Algebras

Abstract

In the present paper we define the notion of generalized cumulants which gives a universal framework for commutative, free, Boolean, and especially, monotone probability theories. The uniqueness of generalized cumulants holds for each independence, and hence, generalized cumulants are equal to the usual cumulants in the commutative, free and Boolean cases. The way we define (generalized) cumulants needs neither partition lattices nor generating functions and then will give a new viewpoint to cumulants. We define ``monotone cumulants'' in the sense of generalized cumulants and we obtain quite simple proofs of central limit theorem and Poisson's law of small numbers in monotone probability theory. Moreover, we clarify a combinatorial structure of moment-cumulant formula with the use of ``monotone partitions''.

Keywords

Cite

@article{arxiv.0907.4896,
  title  = {The Monotone Cumulants},
  author = {Takahiro Hasebe and Hayato Saigo},
  journal= {arXiv preprint arXiv:0907.4896},
  year   = {2015}
}

Comments

13 pages; minor changes and corrections

R2 v1 2026-06-21T13:29:56.391Z