We provide a unifying polynomial expression giving moments in terms of cumulants, and vice versa, holding in the classical, boolean and free setting. This is done by using a symbolic treatment of Abelpolynomials. As a by-product, we show that in the free cumulant theory the volume polynomial of Pitman and Stanley plays the role of the complete Bell exponential polynomial in the classical theory. Moreover, via generalized Abelpolynomials we construct a new class of cumulants, including the classical, boolean and free ones, and the convolutions linearized by them. Finally, via an umbral Fourier transform, we state an explicit connection between boolean and free convolution.

Cumulants and convolutions via Abel polynomials

DI NARDO, Elvira;
2010

Abstract

We provide a unifying polynomial expression giving moments in terms of cumulants, and vice versa, holding in the classical, boolean and free setting. This is done by using a symbolic treatment of Abelpolynomials. As a by-product, we show that in the free cumulant theory the volume polynomial of Pitman and Stanley plays the role of the complete Bell exponential polynomial in the classical theory. Moreover, via generalized Abelpolynomials we construct a new class of cumulants, including the classical, boolean and free ones, and the convolutions linearized by them. Finally, via an umbral Fourier transform, we state an explicit connection between boolean and free convolution.
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http://www.sciencedirect.com/science/article/pii/S0195669810000302
cumulants; Abel polynomials
DI NARDO, Elvira; Petrullo, P.; SENATO PULLANO, D.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2318/1561339
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