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math.PR2021★ 1 cited
Monotone Cumulant-Moment Formula and Schröder Trees
Octavio Arizmendi, Adrian Celestino
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.
math.PR2020★ 5 cited
Cumulant-cumulant relations in free probability theory from Magnus' expansion
A. Celestino, K. Ebrahimi-Fard, F. Patras +1
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 c…
math.PR2019
Polynomials on cyclic monotone elements with applications to random matrices with discrete spectrum
Octavio Arizmendi, Adrian Celestino
We provide a generalization and new proofs of the formulas of Collins, Hasebe and Sakuma for the spectrum of polynomials in cyclic monotone elements. This is applied to random matr…