Abstract

Abstract We present an approach to cumulant–moment relations and Wick polynomials based on extensive use of convolution products of linear functionals on a coalgebra. This allows, in particular, to understand the construction of Wick polynomials as the result of a Hopf algebra deformation under the action of linear automorphisms induced by multivariate moments associated to an arbitrary family of random variables with moments of all orders. We also generalize the notion of deformed product in order to discuss how these ideas appear in the recent theory of regularity structures.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.