相关论文: Cumulants, Spreadability and the Campbell-Baker-Ha…
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,…
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 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…
The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…
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 aim of this paper is to establish Hoeffding and Bernstein type concentration inequalities for weighted sums of exchangeable random variables. A special case is the i.i.d. setting, where random variables are sampled independently from…
We define a new independence in non-commutative probability, called $\alpha$-freeness, with respect to a triplet of states. This concept unifies several independences in non-commutative probability, in particular, free, monotone,…
Free cumulants are multilinear functionals defined in terms of the moment functional with the use of the family of lattices of noncrossing partitions. In the univariate case, they can be identified with the coefficients of the Voiculescu…
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 paper we collect a few results about exchangeability systems in which crossing cumulants vanish, which we call noncrossing exchangeability systems. The main result is a free version of De Finetti's theorem, characterising…
The functional equation defining the free cumulants in free probability is lifted successively to the noncommutative Fa\`a di Bruno algebra, and then to the group of a free operad over Schr\"oder trees. This leads to new combinatorial…
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…
Unlike classical and free independence, the boolean and monotone notions of independence lack of the property of independent constants. In the scalar case, this leads to restrictions for the central limit theorems, as observed by F.…
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…
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…
The natural forms of the Leibniz rule for the $k$th derivative of a product and of Fa\`a di Bruno's formula for the $k$th derivative of a composition involve the differential operator $\partial^k/\partial x_1 ... \partial x_k$ rather than…
Focusing on the discrete probabilistic setting we generalize the combinatorial definition of cumulants to L-cumulants. This generalization keeps all the desired properties of the classical cumulants like semi-invariance and vanishing for…
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…
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…
We study the independence structure of finitely exchangeable distributions over random vectors and random networks. In particular, we provide necessary and sufficient conditions for an exchangeable vector so that its elements are completely…