Related papers: Monotone Cumulant-Moment Formula and Schr\"oder Tr…
We prove that the generalized moment-cumulant relations introduced in [arXiv:1711.00219] are given by the action of the Eulerian idempotents on the Solomon-Tits algebras, whose direct sum builds up the Hopf algebra of Word Quasi-Symmetric…
We consider a family of character sums as multiplicative analogues of Kloosterman sums. Using Gauss sums, Jacobi sums and Deligne's bound for hyper-Kloosterman sums, we establish asymptotic formulae for any real (positive) moments of the…
We obtain for the Kempner series (i.e. harmonic series where certain digits are excluded from all denominators, for example the digit 9 in base 10) new representations as geometrically convergent series. The coefficients for these…
Using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices, as the matrix-size tends to infinity.…
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…
The expectation is an example of a descriptive statistic that is monotone with respect to stochastic dominance, and additive for sums of independent random variables. We provide a complete characterization of such statistics, and explore a…
We prove quasi-monotonicity formulas for classical obstacle-type problems with energies being the sum of a quadratic form with Lipschitz coefficients, and a H\"older continuous linear term. With the help of those formulas we are able to…
A detailed proof of a recent result on explicit formulae for the product moments $E \left \{ X_1^{a_1} X_2^{a_2} \cdots X_n^{a_n}\right \}$ of multivariate Gaussian random variables is provided in this note.
The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…
A grove is a spanning forest of a planar graph in which every component tree contains at least one of a special subset of vertices on the outer face called nodes. For the natural probability measure on groves, we compute various connection…
In this paper relations among some kinds of cumulative entropies and moments of order statistics are presented. By using some characterizations and the symmetry of a non negative and absolutely continuous random variable X, lower and upper…
Arborified multiple zeta values are a generalization of multiple zeta values associated with rooted trees. There are two types of decorated rooted trees, corresponding respectively to the series and the integral expressions. Manchon…
The addition of angular momenta can be reduced to elementary coupling processes of spin-$\frac{1}{2}$-particles. In this way, a method is developed which allows for a non-recursive, simultaneous computation of all Clebsch-Gordan…
A Markov tree is a random vector indexed by the nodes of a tree whose distribution is determined by the distributions of pairs of neighbouring variables and a list of conditional independence relations. Upon an assumption on the tails of…
We present an elementary non-recursive formula for the multivariate moments of the Dirichlet distribution on the standard simplex, in terms of the pattern inventory of the moments' exponents. We obtain analog formulas for the multivariate…
We study the Moore complex of a simplicial cocommutative Hopf algebra through Hopf kernels. The most striking result to emerge from this construction is the coherent definition of 2-crossed modules of cocommutative Hopf algebras. This…
Modeling of high order multivariate probability distribution is a difficult problem which occurs in many fields. Copula approach is a good choice for this purpose, but the curse of dimensionality still remains a problem. In this paper we…
We establish formulae for the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices in terms of certain lattice point count problems. This allows us to establish asymptotic formulae when the…
Here we extend the algebro-geometric approach to free probability, started in~\cite{FMcK4,F14}, to general (non)-commutative probability theories. We show that any universal convolution product of moments of independent (non)-commutative…
We realize several combinatorial Hopf algebras based on set compositions, plane trees and segmented compositions in terms of noncommutative polynomials in infinitely many variables. For each of them, we describe a trialgebra structure, an…