Kurusch Ebrahimi-Fard (NTNU): Moment-cumulant relations in noncommutative probability and shuffle-exponentials

Kurusch Ebrahimi-Fard (NTNU) will give a talk with title: Moment-cumulant relations in noncommutative probability and shuffle-exponentials

Abstract: In this talk we consider monotone, free, and boolean moment-cumulant relations from the shuffle algebra viewpoint. Cumulants are described as infinitesimal characters over a particular combinatorial Hopf algebra, which is neither commutative nor cocommutative. As a result the moment-cumulant relations can be encoded in terms of shuffle and half-shuffle exponentials. These shuffle exponentials and the corresponding logarithms permit to express monotone, free, and boolean cumulants in terms of each other using the pre-Lie Magnus expansion. If time permits we will revisit additive convolution in monotone, free and boolean probability and related aspects. Based on joint work with F. Patras (CNRS).

Published May 2, 2018 9:40 AM - Last modified May 2, 2018 9:40 AM