Abstract
We present an approach to classical definitions and results on 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 generalise the notion of deformed product in order to discuss how these ideas appear in the recent theory of regularity structures.
Connections
Explore this paper’s authors, topics and related work.
Building this map preview
BZPEER is loading the nearby papers, people, topics and institutions for this page.
Reviews 0
Write a review
No reviews yet.
Discussion 0
Add a comment
No comments yet.