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Now showing 1 - 3 of 3
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    Shifted substitution in non-commutative multivariate power series with a view towards free probability
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2022) Ebrahimi-Fard, Kurusch; Patras, Frédéric; Tapia, Nikolas; Zambotti, Lorenzo
    We study a particular group law on formal power series in non-commuting parameters induced by their interpretation as linear forms on a suitable non-commutative and non- cocommutative graded connected word Hopf algebra. This group law is left-linear and is therefore associated to a pre-Lie structure on formal power series. We study these structures and show how they can be used to recast in a group theoretic form various identities and transformations on formal power series that have been central in the context of non-commutative probability theory, in particular in Voiculescu?s theory of free probability.
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    The geometry of the space of branched rough paths
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2019) Tapia, Nikolas; Zambotti, Lorenzo
    We construct an explicit transitive free action of a Banach space of Hölder functions on the space of branched rough paths, which yields in particular a bijection between theses two spaces. This endows the space of branched rough paths with the structure of a principal homogeneous space over a Banach space and allows to characterize its automorphisms. The construction is based on the Baker-Campbell-Hausdorff formula, on a constructive version of the Lyons-Victoir extension theorem and on the Hairer-Kelly map, which allows to describe branched rough paths in terms of anisotropic geometric rough paths.
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    Wick polynomials in non-commutative probability: A group-theoretical approach
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Ebrahimi-Fard, Kurusch; Patras, Frédéric; Tapia, Nikolas; Zambotti, Lorenzo
    Wick polynomials and Wick products are studied in the context of non-commutative probability theory. It is shown that free, boolean and conditionally free Wick polynomials can be defined and related through the action of the group of characters over a particular Hopf algebra. These results generalize our previous developments of a Hopf algebraic approach to cumulants and Wick products in classical probability theory.