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Joint cumulants for natural independence


 
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1. Title Title of document Joint cumulants for natural independence
 
2. Creator Author's name, affiliation, country Takahiro Hasebe; Kyoto University
 
2. Creator Author's name, affiliation, country Hayato Saigo; Nagahama Institute of Bio-Science and Technology
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Natural independence, cumulants, non-commutative probability, monotone independence
 
3. Subject Subject classification 46L53; 46L54; 05A18
 
4. Description Abstract Many kinds of independence have been defined in non-commutative probability theory. Natural independence is an important class of independence; this class consists of five independences (tensor, free, Boolean, monotone and anti-monotone ones). In the present paper, a unified treatment of joint cumulants is introduced for natural independence. The way we define joint cumulants enables us not only to find the monotone joint cumulants but also to give a new characterization of joint cumulants for other kinds of natural independence, i.e., tensor, free and Boolean independences. We also investigate relations between generating functions of moments and monotone cumulants. We find a natural extension of the Muraki formula, which describes the sum of monotone independent random variables, to the multivariate case.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Japan Society for the Promotion of Science
 
7. Date (YYYY-MM-DD) 2011-09-05
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1647
 
10. Identifier Digital Object Identifier 10.1214/ECP.v16-1647
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 16
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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