Related papers: Relations between infinitesimal non-commutative cu…
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…
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…
In this work we study conditional monotone cumulants and additive convolution in the shuffle-algebraic approach to non-commutative probability. We describe c-monotone cumulants as an infinitesimal character and identify the c-monotone…
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,…
We express classical, free, Boolean and monotone cumulants in terms of each other, using combinatorics of heaps, pyramids, Tutte polynomials and permutations. We completely determine the coefficients of these formulas with the exception of…
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…
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…
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…
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 study how Boolean cumulants can be used in order to address operations with freely independent random variables, particularly in connection to the $*$-distribution of the product of two selfadjoint freely independent random variables,…
Free probabilistic considerations of type B first appeared in a paper by Biane, Goodman and Nica in 2003. Recently, connections between type B and infinitesimal free probability were put into evidence by Belinschi and Shlyakhtenko…
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…
We provide an unifying polynomial expression giving moments in terms of cumulants, and viceversa, holding in the classical, boolean and free setting. This is done by using a symbolic treatment of Abel polynomials. As a by-product, we show…
Many kinds of independence have been defined in non-commutative probability theory. Natural independence is an important class of independence; this class consists of five independences (tensor, free, Boolean, monotone and anti-monotone…
A combinatorial approach to free probability theory has been developped by Roland Speicher, based on the notion of noncrossing cumulants, a free analogue of the classical theory of cumulants in probability theory. We review this theory, and…
The role of coalgebras as well as algebraic groups in non-commutative probability has long been advocated by the school of von Waldenfels and Sch\"urmann. Another algebraic approach was introduced more recently, based on shuffle and pre-Lie…
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…
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,…
A combinatorial formula is derived which expresses free cumulants in terms of classical comulants. As a corollary, we give a combinatorial interpretation of free cumulants of classical distributions, notably Gaussian and Poisson…
Free cumulants were introduced by Speicher as a proper analog of classical cumulants in Voiculescu's theory of free probability. The relation between free moments and free cumulants is usually described in terms of Moebius calculus over the…