2021
DOI: 10.1007/s10208-021-09512-0
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Cumulant–Cumulant Relations in Free Probability Theory from Magnus’ Expansion

Abstract: 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, Boolean and monotone. Relations among those cumulants have been studied recently. In this work, we focus on the problem of expressing with a closed formula multivariate monotone cumulants in terms of free and Boolean cumulants. In the process, we introduce various constructions … Show more

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Cited by 10 publications
(21 citation statements)
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“…In our [6], the same combinatorics of trees and the same combinatorial coefficients as in [20] appeared. The reason for this appearance was easy to guess: in non-commutative probability, a pre-Lie structure underlies our formulas, whereas trees encode the free pre-Lie algebra on one generator.…”
Section: Introductionmentioning
confidence: 58%
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“…In our [6], the same combinatorics of trees and the same combinatorial coefficients as in [20] appeared. The reason for this appearance was easy to guess: in non-commutative probability, a pre-Lie structure underlies our formulas, whereas trees encode the free pre-Lie algebra on one generator.…”
Section: Introductionmentioning
confidence: 58%
“…The following two theorems were obtained in [6] by direct computations, we show here how they can be deduced from pre-Lie forest formulas. Theorem 9.9.…”
Section: Theorem 94 ([2]mentioning
confidence: 91%
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