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Monotone Cumulant-Moment Formula and Schröder Trees Octavio Arizmendi a ,
Adrian Celestino b a Centro de Investigación en Matemáticas, Calle Jalisco SN, Guanajuato, Mexico b Department of Mathematical Sciences, Norwegian University of Science and Technology, 7491 Trondheim, Norway Abstract:
We prove a formula to express multivariate monotone cumulants of random variables in terms of their moments by using a Hopf algebra of decorated Schröder trees.
Keywords:
noncommutative probability, cumulants, monotone cumulants, moment-cumulant formula, Schröder trees, Hopf algebras.
MSC: 05E99 ,
16T05 ,
17A30 ,
46L53 Received: March 23, 2022 ; in final form
September 25, 2022 ; Published online
October 7, 2022
Language: English
DOI:
10.3842/SIGMA.2022.073
© , 2024
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