Related papers: Monotone Cumulant-Moment Formula and Schr\"oder Tr…
We propose several constructions of commutative or cocommutative Hopf algebras based on various combinatorial structures, and investigate the relations between them. A commutative Hopf algebra of permutations is obtained by a general…
We present an approach to classical definitions and results on cumulant--moment relations and Wick polynomials based on extensive use of convolution products of linear functionals on a coalgebra. This allows, in particular, to understand…
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…
We propose several constructions of commutative or cocommutative Hopf algebras based on various combinatorial structures, and investigate the relations between them. A commutative Hopf algebra of permutations is obtained by a general…
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.…
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…
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…
In this note we give a combinatorial and non-computational proof of the asymptotics of the integer moments of the moments of the characteristic polynomials of Haar distributed unitary matrices as the size of the matrix goes to infinity.…
We prove convergence rates of monotone schemes for conservation laws for H\"older continuous initial data with unbounded total variation, provided that the H\"older exponent of the initial data is greater than $1/2$. For strictly…
We express the topological expansion of the Jacobi Unitary Ensemble in terms of triple monotone Hurwitz numbers. This completes the combinatorial interpretation of the topological expansion of the classical unitary invariant matrix…
We present an exact formula for moments and cumulants of several real compound Wishart matrices in terms of an Euler characteristic expansion, similar to the genus expansion for complex random matrices. We consider their asymptotic values…
We define a product of algebraic probability spaces equipped with two states. This product is called a conditionally monotone product. This product is a new example of independence in non-commutative probability theory and unifies the…
In a first part, we formalize the construction of combinatorial Hopf algebras from plactic-like monoids using polynomial realizations. Thank to this construction we reveal a lattice structure on those combinatorial Hopf algebras. As an…
Several hook summation formulae for binary trees have appeared recently in the literature. In this paper we present an analogous formula for unordered increasing trees of size r, which involves r parameters. The right-hand side can be…
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…
We establish a combinatorial formula for homogeneous moments and give some examples where it can be put to use. An application to the statistical mechanics of interacting gauged vortices is discussed.
Multivariate orthogonal polynomials can be introduced by using a moment functional defined on the linear space of polynomials in several variables with real coefficients. We study the so-called Uvarov and Christoffel modifications obtained…
In the setting of polynomial jump-diffusion dynamics, we provide an explicit formula for computing correlators, namely, cross-moments of the process at different time points along its path. The formula appears as a linear combination of…
We present a simple technique to compute moments of derivatives of unitary characteristic polynomials. The first part of the technique relies on an idea of Bump and Gamburd: it uses orthonormality of Schur functions over unitary groups to…
Considering commutator monomials of the non-commutative associative variables $X_1,\ldots,X_n$; we determine the maximal possible number of alternating associative monomials in their noncommutative polynomial expansions. This is achieved by…