Related papers: Non-Commutative Stochastic Independence and Cumula…
In this paper, the notion of bi-Boolean independence for non-unital pairs of algebras is introduced thereby extending the notion of Boolean independence to pairs of algebras. The notion of B-$(\ell, r)$-cumulants is defined via a bi-Boolean…
The notion of monotonic independence, introduced by N. Muraki, is considered in a more general frame, similar to the construction of operator-valued free probability. The paper presents constructions for maps with similar properties to the…
We prove a free analogue of Brillinger's formula (sometimes called "law of total cumulance") which expresses classical cumulants in terms of conditioned cumulants. As expected, the formula is obtained by replacing the lattice of set…
In this work we extend the recently introduced group-theoretical approach to moment-cumulant relations in non-commutative probability theory to the notion of conditionally free cumulants. This approach is based on a particular combinatorial…
We consider two extensions of free probability that have been studied in the research literature, and are based on the notions of c-freeness and respectively of infinitesimal freeness for noncommutative random variables. In a 2012 paper,…
We derive a formula for expressing free cumulants whose entries are products of random variables in terms of the lattice structure of non-crossing partitions. We show the usefulness of that result by giving direct and conceptually simple…
Free cumulants were introduced as the proper analog of classical cumulants in the theory of free probability. There is a mix of similarities and differences, when one considers the two families of cumulants. Whereas the combinatorics of…
We introduce a notion of non-commutative joint independence for multiple algebras in a non-commutative probability space. The pairwise relationships between these algebras are encoded by a graph with two edge sets -- a combinatorial…
Commutative shuffle products are known to be intimately related to universal formulas for products, exponentials and logarithms in group theory as well as in the theory of free Lie algebras, such as, for instance, the…
$C_\infty$ Algebras and their morphisms are a framework in which one can study algebras and their maps that are not commutaive-associative but are homotopic to being that. In statistics cumulants measure the independence of random…
Inspired by the commutator and anticommutator algebras derived from algebras graded by groups, we introduce noncommutatively graded algebras. We generalize various classical graded results to the noncommutatively graded situation concerning…
Boolean, free and monotone cumulants as well as relations among them, have proven to be important in the study of non-commutative probability theory. Quite notably, Boolean cumulants were successfully used to study free infinite…
It is well known that free independence is equivalent to the vanishing of mixed free cumulants. The purpose of this short note is to build free products of $*$-probability spaces using this as the definition of freeness and relying on free…
Wick polynomials and Wick products are studied in the context of non-commutative probability theory. It is shown that free, boolean and conditionally free Wick polynomials can be defined and related through the action of the group of…
We establish connections between the lattices of non-crossing partitions of type B introduced by V. Reiner, and the framework of the free probability theory of D. Voiculescu. Lattices of non-crossing partitions (of type A, up to now) have…
In this note we prove algebraic independence results for the values of a special class of Mahler functions. In particular, the generating functions of Thue-Morse, regular paperfolding and Cantor sequences belong to this class, and we obtain…
Copulas are essential tools in statistics and probability theory, enabling the study of the dependence structure between random variables independently of their marginal distributions. Among the various types of copulas, Ratio-Type Copulas…
In statistics cumulants are defined to be functions that measure the linear independence of random variables. In the non-communicative case the Boolean cumulants can be described as functions that measure deviation of a map between algebras…
The $\mathcal{A}$-tracial algebras are algebras endowed with multi-linear forms, compatible with the product, and indexed by partitions. Using the notion of $\mathcal{A}$-cumulants, we define and study the $\mathcal{A}$-freeness property…
Recent developments have found unexpected connections between non-commutative probability theory and algebraic topology. In particular, Boolean cumulants functionals seem to be important for describing morphisms of homotopy operadic…