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Kurusch Ebrahimi-Fard

Publications and source records attributed to Kurusch Ebrahimi-Fard.

At least 37 records · Page 2Linked to original sources

Eight times four bialgebras of hypergraphs, cointeractions, and chromatic polynomials

We consider the bialgebra of hypergraphs, a generalization of Schmitt's Hopf algebra of graphs, and show it has a cointeracting bialgebra. So one has a double bialgebra in the sense of L. Foissy, who recently proved there is then a unique double bialgebra morphism to the double bialgebra structure on the polynomial ring ${\mathbb Q}[x]$. We show the polynomial associated to a hypergraph is the hypergraph chromatic polynomial. Moreover hypergraphs occurs in quartets: there is a dual, a complement, and a dual complement hypergraph. These correspondences are involutions and give rise to three other double bialgebras, and three more chromatic polynomials. In all we give eight quartets of bialgebras which includes recent bialgebras of M. Aguiar and F. Ardila, and by L. Foissy.

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Shifted Substitution in Non-Commutative Multivariate Power Series with a View Toward Free Probability

We study a particular group law on formal power series in non-commuting variables induced by their interpretation as linear forms on a suitable 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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Effective Action in Free Probability

Recent works have explored relations between classical and quantum statistical physics on the one hand and Voiculescu's theory of free probability on the other. Motivated by these results, the present work focuses on the notion of effective action, which is closely related to the large deviation rate function in classical probability and one-particle irreducible correlation functions in quantum field theories. The central aim is to understand how it can be defined and studied in free probability. In this respect, we introduce a suitable diagrammatic formalism.

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Signatures of graphs for bicommutative Hopf algebras

This article approaches the counting of subgraphs, in terms of signature-type functionals defined over combinatorial Hopf algebras of graphs. Well-known algebraic identities that arise in the context of counting subgraphs are then captured by their character property and a type of "Chen's identity". While different notions of subgraphs (and homomorphisms) correspond to different combinatorial Hopf algebras on graphs, we will show that they are all isomorphic to a polynomial Hopf algebra. In addition, the isomorphy between the Hopf algebras can be realized by maps that respect the counting operations.

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Multiplicative and semi-multiplicative functions on non-crossing partitions, and relations to cumulants

We consider the group $(\mathcal{G},*)$ of unitized multiplicative functions in the incidence algebra of non-crossing partitions, where ``$*$'' denotes the convolution operation. We introduce a larger group $(\widetilde{\mathcal{G}},*)$ of unitized functions from the same incidence algebra, which satisfy a weaker condition of being ``semi-multiplicative''. The natural action of $\widetilde{\mathcal{G}}$ on sequences of multilinear functionals of a non-commutative probability space captures the combinatorics of transitions between moments and some brands of cumulants that are studied in the non-commutative probability literature. We use the framework of $\widetilde{\mathcal{G}}$ in order to explain why the multiplication of free random variables can be very nicely described in terms of Boolean cumulants and more generally in terms of $t$-Boolean cumulants, a one-parameter interpolation between free and Boolean cumulants arising from work of Bozejko and Wysoczanski. It is known that the group $\mathcal{G}$ can be naturally identified as the group of characters of the Hopf algebra Sym of symmetric functions. We show that $\widetilde{\mathcal{G}}$ can also be identified as group of characters of a Hopf algebra $\mathcal{T}$, which is an incidence Hopf algebra in the sense of Schmitt. Moreover, the inclusion of $\mathcal{G}$ into $\widetilde{\mathcal{G}}$ turns out to be the dual of a natural bialgebra homomorphism from $\mathcal{T}$ onto Sym.

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Bogoliubov type recursions for renormalisation in regularity structures

Hairer's regularity structures transformed the solution theory of singular stochastic partial differential equations. The notions of positive and negative renormalisation are central and the intricate interplay between these two renormalisation procedures is captured through the combination of cointeracting bialgebras and an algebraic Birkhoff-type decomposition of bialgebra morphisms. This work revisits the latter by defining Bogoliubov-type recursions similar to Connes and Kreimer's formulation of BPHZ renormalisation. We then apply our approach to the renormalisation problem for SPDEs.

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Tropical time series, iterated-sums signatures and quasisymmetric functions

Aiming for a systematic feature-extraction from time series, we introduce the iterated-sums signature over arbitrary commutative semirings. The case of the tropical semiring is a central, and our motivating example. It leads to features of (real-valued) time series that are not easily available using existing signature-type objects. We demonstrate how the signature extracts chronological aspects of a time series, and that its calculation is possible in linear time. We identify quasisymmetric expressions over semirings as the appropriate framework for iterated-sums signatures over semiring-valued time series.

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Post-Lie-Magnus expansion and BCH-recursion

We identify the Baker-Campbell-Hausdorff recursion driven by a weight$λ=1$ Rota-Baxter operator with the Magnus expansion relativeto the post-Lie structure naturally associated to the correspondingRota-Baxter algebra. Post-Lie Magnus expansion and BCH-recursionare reviewed before the proof of the main result.

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Relations between infinitesimal non-commutative cumulants

Boolean, free and monotone cumulants as well as relations among them, have proven to be important in the study of non-commutative probability theory. Quite notably, Boolean cumulants were successfully used to study free infinite divisibility via the Boolean Bercovici--Pata bijection. On the other hand, in recent years the concept of infinitesimal non-commutative probability has been developed, together with the notion of infinitesimal cumulants which can be useful in the context of combinatorial questions. In this paper, we show that the known relations among free, Boolean and monotone cumulants still hold in the infinitesimal framework. Our approach is based on the use of Grassmann algebra. Formulas involving infinitesimal cumulants can be obtained by applying a formal derivation to known formulas. The relations between the various types of cumulants turn out to be captured via the shuffle algebra approach to moment-cumulant relations in non-commutative probability theory. In this formulation, (free, Boolean and monotone) cumulants are represented as elements of the Lie algebra of infinitesimal characters over a particular combinatorial Hopf algebra. The latter consists of the graded connected double tensor algebra defined over a non-commutative probability space and is neither commutative nor cocommutative. In this note it is shown how the shuffle algebra approach naturally extends to the notion of infinitesimal non-commutative probability space. The basic step consists in replacing the base field as target space of linear Hopf algebra maps by the Grassmann algebra over the base field. We also consider the infinitesimal analog of the Boolean Bercovici--Pata map.

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On the twisted factorization of the $T$-transform

The amalgamated $T$-transform of a non-commutative distribution was introduced by K.~Dykema. It provides a fundamental tool for computing distributions of random variables in Voiculescu's free probability theory. The $T$-transform factorizes in a rather non-trivial way over a product of free random variables. In this article, we present a simple graphical proof of this property, followed by a more conceptual one, using the abstract setting of an operad with multiplication.

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Additive Networks of Chen-Fliess Series: Local Convergence and Relative Degree

Given an additive network of input-output systems where each node of the network is modeled by a locally convergent Chen-Fliess series, two basic properties of the network are established. First, it is shown that every input-output map between a given pair of nodes has a locally convergent Chen-Fliess series representation. Second, sufficient conditions are given under which the input-output map between a pair of nodes has a well defined relative degree as defined by its generating series. This analysis leads to the conclusion that this relative degree property is generic in a certain sense.

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Generating Series for Networks of Chen-Fliess Series

Consider a set of single-input, single-output nonlinear systems whose input-output maps are described only in terms of convergent Chen-Fliess series without any assumption that finite dimensional state space models are available. It is shown that any additive or multiplicative interconnection of such systems always has a Chen-Fliess series representation that can be computed explicitly in terms of iterated formal Lie derivatives.

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Planarly branched rough paths and rough differential equations on homogeneous spaces

The central aim of this work is to understand rough differential equations on homogeneous spaces. We focus on the formal approach, by giving an explicit expansion of the solution at each point of the real line in terms of decorated planar forests. For this we develop the notion of planarly branched rough paths, following M. Gubinelli's branched rough paths. The definition is similar to the one in the flat case, the main difference being the replacement of the Butcher--Connes--Kreimer Hopf algebra of non-planar rooted forests by the Munthe-Kaas--Wright Hopf algebra of planar rooted forests. We show how the latter permits to handle rough differential equations on homogeneous spaces using planarly branched rough paths, the same way branched rough paths are used in the context of rough differential equations on finite-dimensional vector spaces. An analogue of T. Lyons' extension theorem is proven. Finally, under analyticity assumptions on the coefficients and when the Hölder index of the driving path is equal to one, we show convergence of the planar forest expansion in a small time interval.

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Operads of (noncrossing) partitions, interacting bialgebras, and moment-cumulant relations

We establish and explore a relationship between two approaches to moment-cumulant relations in free probability theory: on one side the main approach, due to Speicher, given in terms of Möbius inversion on the lattice of noncrossing partitions, and on the other side the more recent non-commutative shuffle-algebra approach, where the moment-cumulant relations take the form of certain exponential-logarithm relations. We achieve this by exhibiting two operad structures on (noncrossing) partitions, different in nature: one is an ordinary, non-symmetric operad whose composition law is given by insertion into gaps between elements, the other is a coloured, symmetric operad with composition law expressing refinement of blocks. We show that these operad structures interact so as to make the corresponding incidence bialgebra of the former a comodule bialgebra for the latter. Furthermore, this interaction is compatible with the shuffle structure and thus unveils how the two approaches are intertwined. Moreover, the constructions and results are general enough to extend to ordinary set partitions.

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Quasi-shuffle algebras in non-commutative stochastic calculus

This chapter is divided into two parts. The first is largely expository and builds on Karandikar's axiomatisation of It{ô} calculus for matrix-valued semimartin-gales. Its aim is to unfold in detail the algebraic structures implied for iterated It{ô} and Stratonovich integrals. These constructions generalise the classical rules of Chen calculus for deterministic scalar-valued iterated integrals. The second part develops the stochastic analog of what is commonly called chronological calculus in control theory. We obtain in particular a pre-Lie Magnus formula for the logarithm of the It{ô} stochastic exponential of matrix-valued semimartingales.

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The Magnus expansion and Post-Lie algebras

We relate the classical and post-Lie Magnus expansions. Intertwining algebraic and geometric arguments allows to placing the classical Magnus expansion in the context of Lie group integrators.

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Time-warping invariants of multidimensional time series

In data science, one is often confronted with a time series representing measurements of some quantity of interest. Usually, as a first step, features of the time series need to be extracted. These are numerical quantities that aim to succinctly describe the data and to dampen the influence of noise. In some applications, these features are also required to satisfy some invariance properties. In this paper, we concentrate on time-warping invariants. We show that these correspond to a certain family of iterated sums of the increments of the time series, known as quasisymmetric functions in the mathematics literature. We present these invariant features in an algebraic framework, and we develop some of their basic properties.

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From iterated integrals and chronological calculus to Hopf and Rota-Baxter algebras

Gian-Carlo Rota mentioned in one of his last articles the problem of developing a theory around the notion of integration algebras, which should be dual to the one of differential algebras. This idea has been developed historically along three lines: using properties of iterated integrals and generalisations thereof, as in the theory of rough paths; using the algebraic structures underlying chronological calculus such as shuffle and pre-Lie products, as they appear in theoretical physics and control theory; and, more generally, using a particular operator identity which came to be known as Rota-Baxter relation. The recent developments along each of these lines of research and their various application domains are not always known to other communities in mathematics and related fields. The general aim of this survey is therefore to present a modern and unified perspective on these approaches, featuring among others non-commutative Rota-Baxter algebras and related Hopf and Lie algebraic structures such as descent algebras, algebras of simplices as well as shuffle, pre- and post-Lie algebras and their enveloping algebras. Accordingly, two viewpoints are proposed. A geometric one, that can be derived using combinatorial properties of Euclidean simplices and the duality between integrands and integration domains in iterated integrals. An algebraic one, provided by the axiomatisation of integral calculus in terms of Rota-Baxter algebra.

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