Related papers: Monotone Cumulant-Moment Formula and Schr\"oder Tr…
The Exponential Formula allows one to enumerate any class of combinatorial objects built by choosing a set of connected components and placing a structure on each connected component which depends only on its size. There are multiple…
We develop a combinatorial model of the associated Hermite polynomials and their moments, and prove their orthogonality with a sign-reversing involution. We find combinatorial interpretations of the moments as complete matchings, connected…
For the multivariate COGARCH process, we obtain explicit expressions for the second-order structure of the "squared returns" process observed on an equidistant grid. Based on this, we present a generalized method of moments estimator for…
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…
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…
Cumulant mapping employs a statistical reconstruction of the whole by sampling its parts. The theory developed in this work formalises and extends ad hoc methods of `multi-fold' or `multi-dimensional' covariance mapping. Explicit formulae…
By applying a Gr\"{o}bner-Shirshov basis of the symmetric group $S_{n}$, we give two formulas for Schubert polynomials, either of which involves only nonnegative monomials. We also prove some combinatorial properties of Schubert…
A natural way of generalising Hamiltonian toric manifolds is to permit the presence of generic isolated singularities for the moment map. For a class of such ``almost-toric 4-manifolds'' which admits a Hamiltonian $S^1$-action we show that…
We establish explicit, universal, and distribution-free bounds for the $n$-th cumulant, $\kappa_n(X)$, of a scalar random variable, controlled solely by an $n$-th order absolute moment functional $M_n(X)$. The bounds take the form…
A novel multinomial theorem for commutative idempotents is shown to lead to new results about the moments, central moments, factorial moments, and their generating functions for any random variable $X = \sum_{i} Y_i $ expressible as a sum…
We describe some particular finite sums of multiple zeta values which arise from J. Ecalle's "arborification", a process which can be described as a surjective Hopf algebra morphism from the Hopf algebra of decorated rooted forests onto a…
The classical multidimensional resultant can be defined as the, suitably normalized, generator of a projective elimination ideal in the ring of universal coefficients. This is the approach via the so-called inertia forms or…
We calculate, for a branching random walk $X_n(l)$ to a leaf $l$ at depth $n$ on a binary tree, the positive integer moments of the random variable $\frac{1}{2^{n}}\sum_{l=1}^{2^n}e^{2\beta X_n(l)}$, for $\beta\in\mathbb{R}$. We obtain…
We develop moment estimators for the parameters of affine stochastic volatility models. We first address the challenge of calculating moments for the models by introducing a recursive equation for deriving closed-form expressions for…
We study a class of combinatorial objects that we call "decorated trees". These consist of vertices, arrows and edges, where each edge is decorated by two integers (one near each of its endpoints), each arrow is decorated by an integer, and…
We explore the relationship between polynomial functors and (rooted) trees. In the first part we use polynomial functors to derive a new convenient formalism for trees, and obtain a natural and conceptual construction of the category…
We obtain Rosenthal-type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremisers in log-concave settings when the moments of summands are…
We study sub-semigroups of the semigroup of probability measures on $\mathbb{R}$ and monotone additive statistics on them, by which we mean maps to the reals that are monotone with respect to the stochastic order and additive under…
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…
For a Markov map of an interval or the circle with countably many branches and finitely many neutral periodic points, we establish conditional variational formulas for the mixed multifractal spectra of Birkhoff averages of countably many…