Related papers: Algebras with two multiplications and their cumula…
We provide an algebraic setting for cumulants and factorial moments through the classical umbral calculus. Main tools are the compositional inverse of the unity umbra, connected with the logarithmic power series, and a new umbra here…
Focusing on the discrete probabilistic setting we generalize the combinatorial definition of cumulants to L-cumulants. This generalization keeps all the desired properties of the classical cumulants like semi-invariance and vanishing for…
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…
The probability that the commutator of two group elements is equal to a given element has been introduced in literature few years ago. Several authors have investigated this notion with methods of the representation theory and with…
Cumulants represent a natural language for expressing macroscopic properties of a solid. We show that cumulants are subject to a nontrivial geometry. This geometry provides an intuitive understanding of a number of cumulant relations which…
We combine infinite-dimensional integration by parts procedures with a recursive relation on moments (reminiscent of a formula by Barbour (1986)), and deduce explicit expressions for cumulants of functionals of a general Gaussian field.…
We propose new algorithms for generating $k$-statistics, multivariate $k$-statistics, polykays and multivariate polykays. The resulting computational times are very fast compared with procedures existing in the literature. Such speeding up…
The present survey results from the will to reconcile two approaches to quantum probabilities: one rather physical and coming directly from quantum mechanics, the other more algebraic. The second leading idea is to provide a unified picture…
A new family of polynomials, called cumulant polynomial sequence, and its extensions to the multivariate case is introduced relied on a purely symbolic combinatorial method. The coefficients of these polynomials are cumulants, but depending…
The paper presents several combinatorial properties of the boolean cumulants. A corollary is a new proof of the multiplicative property of the boolean cumulant series that can be easily adapted for the case of boolean independence with…
Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting.It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the…
We consider a general concept of composition and decomposition of objects, and discuss a few natural properties one may expect from a reasonable choice thereof. It will be demonstrated how this leads to multiplication and co- multiplication…
The explicit double sum for the associated Laguerre polynomials is derived combinatorially. The moments are described using certain statistics on permutations and permutation tableaux. Another derivation of the double sum is provided using…
This paper introduces a simple and computationally efficient algorithm for conversion formulae between moments and cumulants. The algorithm provides just one formula for classical, boolean and free cumulants. This is realized by using a…
To find moments of various estimators related to Autoregressive models of Statistics, one first needs the cumulants of products of two Normally distributed random variables. The purpose of this article is to derive the corresponding…
Commuting pairs of algebraic structures on a set have been studied by several authors and may be described equivalently as algebras for the tensor product of Lawvere theories, or more basically as certain bifunctors that here we call bifold…
A finite-dimensional unital and associative algebra over $\mathbb{R}$, or what we shall call simply "an algebra" in this paper for short, generalities the construction by which we derive the complex numbers by "adjoining an element $i$" to…
The \Delta-convolution of real probability measures, introduced by Bo\.zejko, generalizes both free and boolean convolutions. It is linearized by the \Delta-cumulants, and Yoshida gave a combinatorial formula for moments in terms of…
Relations between moments and cumulants play a central role in both classical and non-commutative probability theory. The latter allows for several distinct families of cumulants corresponding to different types of independences: free,…
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…