The Moments of Lévy's area using a sticky shuffle Hopf algebra

Moments of quantum Lévy areas using sticky shuffle Hopf algebras

We study a family of quantum analogs of Lévy's stochastic area for planar Brownian motion depending on a variance parameter $σ\geq 1$ which deform to the classical Lévy area as $σ\rightarrow\infty$. They are defined as second rank iterated stochastic integrals against the components of planar Brownian motion, which are one-dimensional Brownian motions satisfying Heisnberg-type commutation relations. Such iterated integrals can be multiplied using the sticky shuffle product determined by the underlying Itô algebra of stochastic differentials. We use the corresponding Hopf algebra structure to e…

Quasi-shuffle algebras and renormalisation of rough differential equations

The objective of this work is to compare several approaches to the process of renormalisation in the context of rough differential equations using the substitution bialgebra on rooted trees known from backward error analysis of $B$-series. For this purpose, we present a so-called arborification of the Hoffman--Ihara theory of quasi-shuffle algebra automorphisms. The latter are induced by formal power series, which can be seen to be special cases of the cointeraction of two Hopf algebra structures on rooted forests. In particular, the arborification of Hoffman's exponential map, which defines a…

Monotone, free, and boolean cumulants: a shuffle algebra approach

The theory of cumulants is revisited in the "Rota way", that is, by following a combinatorial Hopf algebra approach. Monotone, free, and boolean cumulants are considered as infinitesimal characters over a particular combinatorial Hopf algebra. The latter is neither commutative nor cocommutative, and has an underlying unshuffle bialgebra structure which gives rise to a shuffle product on its graded dual. The moment-cumulant relations are encoded in terms of shuffle and half-shuffle exponentials. It is then shown how to express concisely monotone, free, and boolean cumulants in terms of each oth…

A shuffle algebra point of view on operator-valued probability theory

We extend the shuffle algebra perspective on scalar-valued non-commutative probability theory to the operator-valued case. Given an operator-valued probability space with an algebra $B$ acting on it (on the left and on the right), we associate operators in the operad of multilinear maps on $B$ to the operator-valued distribution and free cumulants of a random variable. These operators define a representation of a PROS of non-crossing partitions. Using concepts from higher category theory, specifically $2$-monoidal categories, we define a notion of unshuffle Hopf algebra on an underlying PROS. …

正则性结构的几何嵌入

Geometric embedding for regularity structures

该研究通过建立变形Butcher-Connes-Kreimer霍普夫代数与shuffle霍普夫代数商的对应，将正则性结构中的特定模型视为几何粗糙路径，拓展了两类霍普夫代数的同构关系，依赖正则性结构中的形变形式与post-Lie结构。

Markov Chains from Descent Operators on Combinatorial Hopf Algebras

We develop a general theory for Markov chains whose transition probabilities are the coefficients of descent operators on combinatorial Hopf algebras. These model the breaking-then-recombining of combinational objects. Examples include the various card-shuffles of Diaconis, Fill and Pitman, Fulman's restriction-then-induction chains on the representations of the symmetric group, and a plethora of new chains on trees, partitions and permutations. The eigenvalues of these chains can be calculated in a uniform manner using Hopf algebra structure theory, and there is a simple expression for their …