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arxiv: 0811.3342 · v1 · submitted 2008-11-20 · 📊 stat.CO · math.CO· math.ST· stat.TH

On the computation of classical, boolean and free cumulants

classification 📊 stat.CO math.COmath.STstat.TH
keywords classicalcumulantsfreealgorithmbooleanmomentssymbolicabel
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This paper introduces a simple and computationally efficient algorithm for conversion formulae between moments and cumulants. The algorithm provides just one formula for classical, boolean and free cumulants. This is realized by using a suitable polynomial representation of Abel polynomials. The algorithm relies on the classical umbral calculus, a symbolic language introduced by Rota and Taylor in 1994, that is particularly suited to be implemented by using software for symbolic computations. Here we give a MAPLE procedure. Comparisons with existing procedures, especially for conversions between moments and free cumulants, as well as examples of applications to some well-known distributions (classical and free) end the paper.

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