scholarly journals Δ-Cumulants in terms of moments

Author(s):  
Matthieu Josuat-Vergès

The [Formula: see text]-convolution of real probability measures, introduced by Bożejko, generalizes both free and Boolean convolutions. It is linearized by the [Formula: see text]-cumulants, and Yoshida gave a combinatorial formula for moments in terms of [Formula: see text]-cumulants, that implicitly defines the latter. It relies on the definition of an appropriate weight on noncrossing partitions. We give here two different expressions for the [Formula: see text]-cumulants: the first one is a simple variant of Lagrange inversion formula, and the second one is a combinatorial inversion of Yoshida’s formula involving Schröder trees.

2015 ◽  
Vol 2015 ◽  
pp. 1-4
Author(s):  
Juan Yin ◽  
Sheng-Liang Yang

We introduce the definition of the r-central coefficient matrices of a given Riordan array. Applying this definition and Lagrange Inversion Formula, we can calculate the r-central coefficient matrices of Catalan triangles and obtain some interesting triangles and sequences.


10.37236/1371 ◽  
1998 ◽  
Vol 5 (1) ◽  
Author(s):  
Edward A. Bender ◽  
L. Bruce Richmond

The determinant that is present in traditional formulations of multivariate Lagrange inversion causes difficulties when one attempts to obtain asymptotic information. We obtain an alternate formulation as a sum of terms, thereby avoiding this difficulty.


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