Related papers: Combinatorics of NC-Probability Spaces with Indepe…
In a central lemma we characterize "generating functions" of certain functors on the category of algebraic non-commutative probability spaces. Special families of such generating functions correspond to "unital, associative universal…
We introduce a class of independence relations, which include free, Boolean and monotone independence, in operator valued probability. We show that this class of independence relations have a matricial extension property so that we can…
We use here a recent idea of studying functions of free random variables using Boolean cumulants. We develop idea of explicit calculations of conditional expectation using Boolean cumulants. We demonstrate Boolean cumulants approach allows…
Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…
In the case of monotone independence, the transparent understanding of the mechanism to validate the central limit theorem (CLT) has been lacking, in sharp contrast to commutative, free and Boolean cases. We have succeeded in clarifying it…
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…
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…
We construct several new spaces of quantum sequences and their quantum families of maps in sense of So{\l}tan. Then, we introduce noncommutative distributional symmetries associated with these quantum maps and study simple relations between…
Possibilistic conditional independence is investigated: we propose a definition of this notion similar to the one used in probability theory. The links between independence and non-interactivity are investigated, and properties of these…
We establish a connection between dependence structures and subclasses of distortion riskmetrics under which the latter are additive. A new notion of positive dependence, called partial comonotonicity, is developed, which nests the existing…
Evaluating joint probabilities of potential outcomes and observed variables, and their linear combinations, is a fundamental challenge in causal inference. This paper addresses the bounding and identification of these probabilities in…
We reduce the conditionally monotone (c-monotone) independence of Hasebe to tensor independence. For that purpose, we use the approach developed for the reduction of boolean, free and monotone independences to tensor independence. We apply…
We introduce and study a new notion of non-commutative independence, called V-monotone independence, which can be viewed as an extension of the monotone independence of Muraki. We investigate the combinatorics of mixed moments of V-monotone…
This paper is motivated by relations between association and independence of random variables. It is well-known that for real random variables independence implies association in the sense of Esary, Proschan and Walkup, while for random…
Combinatorial mixed valuations associated to translation-invariant valuations on polytopes are introduced. In contrast to the construction of mixed valuations via polarization, combinatorial mixed valuations reflect and often inherit…
Sequences of discrete random variables are studied whose probability generating functions are zero-free in a sector of the complex plane around the positive real axis. Sharp bounds on the cumulants of all orders are stated, leading to…
The contents are divided into two papers "The Monotone Cumulants" (arXiv:0907.4896) and "Conditionally monotone independence" (arXiv:0907.5473).
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…
It is shown that the ability of the interval probability representation to capture epistemological independence is severely limited. Two events are epistemologically independent if knowledge of the first event does not alter belief (i.e.,…
We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random…