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Higher-order notions of Kreweras complementation have appeared in the literature in the works of Krawczyk, Speicher, Mastnak, Nica, Arizmendi, Vargas, and others. While the theory has been developed primarily for specific applications in free probability, it also possesses an elegant, purely combinatorial core that is of independent interest. The present article aims at offering a simple account of various aspects of higher-order Kreweras complementation on the basis of elementary arithmetic, (co)algebraic, categorical and simplicial properties of noncrossing partitions. The main idea is to see noncrossing partitions as providing an interesting noncommutative analogue of the interplay between the divisibility poset and the multiplicative monoid of positive integers. Just as the divisibility poset can be regarded as the decalage of the multiplicative monoid, we exhibit the lattice of noncrossing partitions as the decalage of a partial monoid structure on noncrossing partitions encoding higher-order Kreweras complements. While our results may be considered known, some of the viewpoints can be regarded as novel, providing an efficient approach both conceptually and computationally., Comment: For the CATMI proceedings volume. 19pp

We here construct an explicit isomorphism between any commutative Hopf algebra which underlying coalgebra is the tensor coalgebra of a space $V$ and the shuffle algebra based on the same space. This isomorphism uses the commutative $B_\infty$ structure that governs the product and the eulerian idempotent, as well as the canonical projection on the space $V$. This generalizes Homan's isomorphism between commutative quasi-shuffle and shuffle algebras, which correspond to the case when the $B_\infty$ structure is given by an associative and commutative product. We develop several examples in details, including the Hopf algebra of finite topologies.

Motivated by various developments in algebraic combinatorics and its applications, we investigate here the fine structure of a fundamental but little known theorem, the Gerstenhaber and Schack cohomology comparison theorem.The theorem classically asserts that there is a cochain equivalence between the usual singular cochain complex of a simplicial complex and the relative Hochschild complex of its incidence algebra, and a quasi-isomorphism with the standard Hochschild complex. Here, we will be mostly interested in its application to arbitrary posets (or, equivalently, finite topologies) and their incidence algebras. We construct various structures, classical and new, on the above two complexes: cosimplicial, differential graded algebra, operadic and brace algebra structures and show that the comparison theorem preserves all of them. These results provide non standard insights on links between the theory of posets, incidence algebras, endomorphism operads and finite and combinatorial topology. By non standard, we refer here to the use of relative versions of Hochschild complexes and operads., Comment: arXiv admin note: text overlap with arXiv:math/0112177

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.

The present survey results from the will to reconcile two approaches to quantum probabilities: one rather physical and coming directly from quantum mechanics, the other more algebraic. The second leading idea is to provide a unified picture introducing jointly to several fields of applications, many of which are probably not all familiar (at leat at the same time and in the form we use to present them) to the readers. Lastly, we take the opportunity to present various results obtained recently that use group and bialgebra techniques to handle notions such as cumulants or Wick polynomials in the various noncommutative probability theories., Comment: 46 pages. Krzysztof Gawedzki's special issue

The role of coalgebras as well as algebraic groups in non-commutative probability has long been advocated by the school of von Waldenfels and Sch\"urmann. Another algebraic approach was introduced more recently, based on shuffle and pre-Lie calculus, and results in another construction of groups of characters encoding the behaviour of states. Comparing the two, the first approach, recast recently in a general categorical language by Manzel and Sch\"urmann, can be seen as largely driven by the theory of universal products, whereas the second construction builds on Hopf algebras and a suitable algebraization of the combinatorics of noncrossing set partitions. Although both address the same phenomena, moving between the two viewpoints is not obvious. We present here an attempt to unify the two approaches by making explicit the Hopf algebraic connections between them. Our presentation, although relying largely on classical ideas as well as results closely related to Manzel and Sch\"urmann's aforementioned work, is nevertheless original on several points and fills a gap in the non-commutative probability literature. In particular, we systematically use the language and techniques of algebraic groups together with shuffle group techniques to prove that two notions of algebraic groups naturally associated with free, respectively Boolean and monotone, probability theories identify. We also obtain explicit formulas for various Hopf algebraic structures and detail arguments that had been left implicit in the literature., Comment: 27 pages. Minor revisions. To appear in Infinite Dimensional Analysis, Quantum Probability and Related Topics

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.

Forest formulas that generalize Zimmermann's forest formula in quantum field theory have been obtained for the computation of the antipode in the dual of enveloping algebras of pre-Lie algebras. In this work, largely motivated by Murua's analysis of the Baker-Campbell-Hausdorff formula, we show that the same ideas and techniques generalize and provide effective tools to handle computations in these algebras, which are of utmost importance in numerical analysis and related areas. We illustrate our results by studying the action of the pre-Lie exponential and the Magnus operator in the free pre-Lie algebra and in a pre-Lie algebra of words originating in free probability. The latter example provides combinatorial formulas relating the different brands of cumulants in non-commutative probability., Comment: 30 pages

This chapter is divided into two parts. The first is largely expository and builds on Karandikar's axiomatisation of It{\^o} calculus for matrix-valued semimartin-gales. Its aim is to unfold in detail the algebraic structures implied for iterated It{\^o} 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{\^o} stochastic exponential of matrix-valued semimartingales.

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.

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 M\"obius 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., Comment: 41 pages. v4: Fixed a small mistake on p.23; it does not affect the rest of the paper. Final version, to appear in Adv. Math

In this work we extend the recently introduced group-theoretical approach to moment-cumulant relations in non-commutative probability theory to the notion of conditionally free cumulants. This approach is based on a particular combinatorial Hopf algebra which may be characterised as a non-cocommutative generalisation of the classical unshuffle Hopf algebra. Central to our work is the resulting non-commutative shuffle algebra structure on the graded dual. It implies an extension of the classical relation between the group of Hopf algebra characters and its Lie algebra of infinitesimal characters and, among others, the appearance of new forms of adjoint actions of the group on its Lie algebra which happens to play a key role in the new algebraic understanding of conditionally free cumulants., Comment: 24 pages

The theory and structure of the Hopf algebra of surjections (known as WQSym, the Hopf algebra of word quasi-symmetric functions) parallels largely the one of bijections (known as FQSym or MR, the Hopf algebra of word quasi-symmetric functions or Malvenuto-Reutenauer Hopf algebra). The study of surjections from a picture and double poset theoretic point of view, which is the subject of the present article, seems instead new. The article is organized as follows. We introduce first a family of double posets, weak planar posets, that generalize the planar posets and are in bijection with surjections or, equivalently, packed words. The following sections investigate their Hopf algebraic properties, which are inherited from the Hopf algebra structure of double posets and their relations with WQSym

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., Comment: Revised and improved Section 9. 29 pages

In this paper, we construct a pre-Lie structure on the free Lie algebra L(E) generated by a set E, giving an explicit presentation of L(E) as the quotient of the free pre-Lie algebra generated by E, by some ideal I. The main result in this paper is a description of Gr\"obner bases in terms of trees.

Commutative shuffle products are known to be intimately related to universal formulas for products, exponentials and logarithms in group theory as well as in the theory of free Lie algebras, such as, for instance, the Baker-Campbell-Hausdorff formula or the analytic expression of a Lie group law in exponential coordinates in the neighbourhood of the identity. Non-commutative shuffle products happen to have similar properties with respect to pre-Lie algebras. However, the situation is more complex since in the non-commutative framework three exponential-type maps and corresponding logarithms are naturally defined. This results in several new formal group laws together with new operations - for example a new notion of adjoint action particularly well fitted to the new theory. These developments are largely motivated by various constructions in non-commutative probability theory. The second part of the article is devoted to exploring and deepening this perspective. We illustrate our approach by revisiting universal products from a group-theoretical viewpoint, including additive convolution in monotone, free and boolean probability, as well as the Bercovici-Pata bijection and subordination products., Comment: revised manuscript

Misspecifications (i.e. errors on the parameters) of state space models lead to incorrect inference of the hidden states. This paper studies weakly nonlin-ear state space models with additive Gaussian noises and proposes a method for detecting and correcting misspecifications. The latter induce a biased estimator of the hidden state but also happen to induce correlation on innovations and other residues. This property is used to find a well-defined objective function for which an optimisation routine is applied to recover the true parameters of the model. It is argued that this method can consistently estimate the bias on the parameter. We demonstrate the algorithm on various models of increasing complexity.

In recent years, the usual BPHZ algorithm for renormalization in perturbative quantum field theory has been interpreted, after dimensional regularization, as a Birkhoff decomposition of characters on the Hopf algebra of Feynman graphs, with values in a Rota-Baxter algebra of amplitudes. We associate in this paper to any such algebra a universal semi-group (different in nature from the Connes-Marcolli "cosmical Galois group"). Its action on the physical amplitudes associated to Feynman graphs produces the expected operations: Bogoliubov's preparation map, extraction of divergences, renormalization. In this process a key role is played by commutative and noncommutative quasi-shuffle bialgebras whose universal properties are instrumental in encoding the renormalization process.

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 other using the pre-Lie Magnus expansion together with shuffle and half-shuffle logarithms., Comment: final version

Motivated by recent work on mixtures of classical and free probabilities, we introduce and study the notion of $\epsilon$-noncrossing partitions. It is shown that the set of such partitions forms a lattice, which interpolates as a poset between the poset of partitions and the one of noncrossing partitions. Moreover, $\epsilon$-cumulants are introduced and shown to characterize the notion of $\epsilon$-independence.

The theory of pictures between posets is known to encode much of the combinatorics of symmetric group representations and related topics such as Young diagrams and tableaux. Many reasons, com-binatorial (e.g. since semi-standard tableaux can be viewed as double quasi-posets) and topological (quasi-posets identify with finite topolo-gies) lead to extend the theory to quasi-posets. This is the object of the present article.

Many features of classical Lie theory generalize to the broader context of algebras over Hopf operads. However, this idea remains largely to be developed systematically. Quasi-shuffle algebras provide for example an interesting illustration of these phenomena, but have not been investigated from this point of view.The notion of quasi-shuffle algebras can be traced back to the beginings of the theory of Rota--Baxter algebras, but was developed systematically only recently, starting essentially with Hoffman's work, that was motivated by multizeta values (MZVs) and featured their bialgebra structure. Many partial results on the fine structure of quasi-shuffle bialgebras have been obtained since then but, besides the fact that each of these articles features a particular point of view, they fail to develop systematically a complete theory.This article builds on these various results and develops the analog theory, for quasi-shuffle algebras, of the theory of descent algebras and their relations to free Lie algebras for classical enveloping algebras.

The present article deals with various generating series and group schemes (not necessarily affine ones) associated with MZVs. Our developments are motivated by Ecalle's mould calculus approach to the latter. We propose in particular a Hopf algebra--type encoding of symmetril moulds and introduce a new resummation process for MZVs.

Three equivalent methods allow to compute the antipode of the Hopf algebras of Feynman diagrams in perturbative quantum field theory (QFT): the Dyson-Salam formula, the Bogoliubov formula, and the Zimmermann forest formula. Whereas the first two hold generally for arbitrary connected graded Hopf algebras, the third one requires extra structure properties of the underlying Hopf algebra but has the nice property to reduce drastically the number of terms in the expression of the antipode (it is optimal in that sense).The present article is concerned with the forest formula: we show that it generalizes to arbitrary right-handed polynomial Hopf algebras. These Hopf algebras are dual to the enveloping algebras of preLie algebras -a structure common to many combinatorial Hopf algebras which is carried in particular by the Hopf algebras of Feynman diagrams.

The construction of integrity bases for invariant and covariant polynomials built from aset of three dimensional vectors under the SO(3) and O(3) symmetries is presented. Thispaper is a follow--up to our previous work that dealt with a set of two dimensional vectorsunder the action of the SO(2) and O(2) groups [G. Dhont and B. I. Zhilinski{\i}, J. Phys. A:Math. Theor., 46, 455202 (2013)]. The expressions of the Molien generating functions asone rational function are a useful guide to build integrity bases for the rings of invariantsand the free modules of covariants. The structure of the non--free modules of covariants ismore complex. In this case, we write the Molien generating function as a sum of rationalfunctions and show that its symbolic interpretation leads to the concept of generalizedintegrity basis. The integrity bases and generalized integrity bases for O(3) are deducedfrom the SO(3) ones. The results are useful in quantum chemistry to describe the potentialenergy or multipole moment hypersurfaces of molecules. In particular, the generalizedintegrity bases that are required for the description of the electric and magnetic quadrupolemoment hypersurfaces of tetratomic molecules are given for the first time.

The aim of this work is to outline in some detail the use of combinatorial algebra in planar quantum field theory. Particular emphasis is given to the relations between the different types of planar Green's functions. The key object is a Hopf algebra which is naturally defined on non-commuting sources, and the fact that its genuine unshuffle coproduct splits into left- and right unshuffle half-coproduts. The latter give rise to the notion of unshuffle bialgebra. This setting allows to describe the relation between planar full and connected Green's functions by solving a simple linear fixed point equation. A modification of this linear fixed point equation gives rise to the relation between planar connected and one-particle irreducible Green's functions. The graphical calculus that arises from this approach also leads to a new understanding of functional calculus in planar QFT, whose rules for differentiation with respect to non-commuting sources can be translated into the language of growth operations on planar rooted trees. We also include a brief outline of our approach in the framework of non-planar theories.

We consider stochastic differential systems driven by continuous semimartingales and governed by non-commuting vector fields. We prove that the logarithm of the flowmap is an exponential Lie series. This relies on a natural change of basis to vector fields for the associated quadratic covariation processes, analogous to Stratonovich corrections. The flowmap can then be expanded as a series in compositional powers of vector fields and the logaritm of the flowmap can thus be expanded in the Lie algebra of vector fields. Further, we give a direct self-contained proof of the corresponding Chen-Strichartz formula which provides an explicit formula for the Lie series coefficients. Such exponential Lie series are important in the development of strong Lie group integration schemes that ensure approximate solutions themselves lie in any homogeneous manifold on which the solution evolves., Comment: 25 pages

For stochastic systems driven by continuous semimartingales an explicit formula for the logarithm of the Ito flow map is given. A similar formula is also obtained for solutions of linear matrix-valued SDEs driven by arbitrary semimartingales. The computation relies on the lift to quasi-shuffle algebras of formulas involving products of Ito integrals of semimartingales. Whereas the Chen-Strichartz formula computing the logarithm of the Stratonovich flow map is classically expanded as a formal sum indexed by permutations, the analogous formula in Ito calculus is naturally indexed by surjections. This reflects the change of algebraic background involved in the transition between the two integration theories.

Free cumulants were introduced by Speicher as a proper analog of classical cumulants in Voiculescu's theory of free probability. The relation between free moments and free cumulants is usually described in terms of Moebius calculus over the lattice of non-crossing partitions. In this work we explore another approach to free cumulants and to their combinatorial study using a combinatorial Hopf algebra structure on the linear span of non-crossing partitions. The generating series of free moments is seen as a character on this Hopf algebra. It is characterized by solving a linear fixed point equation that relates it to the generating series of free cumulants. These phenomena are explained through a process similar to (though different from) the arborification process familiar in the theory of dynamical systems, and originating in Cayley's work.

Free cumulants were introduced as the proper analog of classical cumulants in the theory of free probability. There is a mix of similarities and differences, when one considers the two families of cumulants. Whereas the combinatorics of classical cumulants is well expressed in terms of set partitions, the one of free cumulants is described, and often introduced in terms of non-crossing set partitions. The formal series approach to classical and free cumulants also largely differ. It is the purpose of the present article to put forward a different approach to these phenomena. Namely, we show that cumulants, whether classical or free, can be understood in terms of the algebra and combinatorics underlying commutative as well as non-commutative (half-)shuffles and (half-)unshuffles. As a corollary, cumulants and free cumulants can be characterized through linear fixed point equations. We study the exponential solutions of these linear fixed point equations, which display well the commutative, respectively non-commutative, character of classical, respectively free, cumulants., Comment: updated and revised version; accepted for publication in PRSA

Finite topological spaces are in bijective correspondence with preorders on finite sets. We undertake their study using combinatorial tools that have been developed to investigate general discrete structures. A particular emphasis will be put on recent topological and combinatorial Hopf algebra techniques. We will show that the linear span of finite spaces carries generalized Hopf algebraic structures that are closely connected with familiar constructions and structures in topology (such as the one of cogroups in the category of associative algebras that has appeared e.g. in the study of loop spaces of suspensions). The most striking results that we obtain are certainly that the linear span of finite spaces carries the structure of the enveloping algebra of a $B\_\infty$--algebra, and that there are natural (Hopf algebraic) morphisms between finite spaces and quasi-symmetric functions. In the process, we introduce the notion of Schur-Weyl categories in order to describe rigidity theorems for cogroups in the category of associative algebras and related structures, as well as to account for the existence of natural operations (graded permutations) on them.

We investigate deformations of the shuffl e Hopf algebra structure Sh(A) which can be de fined on the tensor algebra over a commutative algebra A. Such deformations, leading for example to the quasi-shuffl e algebra QSh(A), can be interpreted as natural transformations of the functor Sh, regarded as a functor from commutative nonunital algebras to coalgebras. We prove that the monoid of natural endomophisms of the functor Sh is isomorphic to the monoid of formal power series in one variable without constant term under composition, so that in particular, its natural automorphisms are in bijection with formal diffeomorphisms of the line. These transformations can be interpreted as elements of the Hopf algebra of word quasi-symmetric functions WQSym, and in turn de fine deformations of its structure. This leads to a new embedding of free quasi-symmetric functions into WQSym, whose relevance is illustrated by a simple and transparent proof of Goldberg's formula for the coe cients of the Hausdorff series.

Invariant theory provides more efficient tools, such as Molien generating functions and integrity bases, than basic group theory, that relies on projector techniques for the construction of symmetry--adapted polynomials in the symmetry coordinates of a molecular system, because it is based on a finer description of the mathematical structure of the latter. The present article extends its use to the construction of polynomial bases which span possibly, non--totally symmetric irreducible representations of a molecular symmetry group. Electric or magnetic observables can carry such irreducible representations, a common example is given by the electric dipole moment surface. The elementary generating functions and their corresponding integrity bases, where both the initial and the final representations are irreducible, are the building blocks of the algorithm presented in this article, which is faster than algorithms based on projection operators only. The generating functions for the full initial representation of interest are built recursively from the elementary generating functions. Integrity bases which can be used to generate in the most economical way symmetry--adapted polynomial bases are constructed alongside in the same fashion. The method is illustrated in detail on XY4 type of molecules. Explicit integrity bases for all five possible final irreducible representations of the tetrahedral group have been calculated and are given in the supplemental material associated with this paper.

The usual time-ordering operation and the corresponding time-ordered exponential play a fundamental role in physics and applied mathematics. In this work we study a new approach to the understanding of time-ordering relying on recent progress made in the context of enveloping algebras of pre-Lie algebras. Various general formulas for pre-Lie and Rota-Baxter algebras are obtained in the process. Among others, we recover the noncommutative analog of the classical Bohnenblust-Spitzer formula, and get explicit formulae for operator products of time-ordered exponentials.

Gian-Carlo Rota suggested in one of his last articles the problem of developing a theory around the notion of integration algebras, complementary to the already existing theory of differential algebras. This idea was mainly motivated by Rota's deep appreciation for Kuo-Tsai Chen's seminal work on iterated integrals. As a starting point for such a theory of integration algebras Rota proposed to consider a particular operator identity first introduced by the mathematician Glen Baxter. Later it was coined Rota-Baxter identity. In this article we briefly recall basic properties of Rota--Baxter algebras, and present a concise review of recent work with a particular emphasis of noncommutative aspects.

Motivated by a recent surge of interest for Dynkin operators in mathematical physics and by problems in the combinatorial theory of dynamical systems, we propose here a systematic study of logarithmic derivatives in various contexts. In particular, we introduce and investigate generalizations of the Dynkin operator for which we obtain Magnus-type formulas.

Both the classical time-ordering and the Magnus expansion are well-known in the context of linear initial value problems. Motivated by the noncommutativity between time-ordering and time derivation, and related problems raised recently in statistical physics, we introduce a generalization of the Magnus expansion. Whereas the classical expansion computes the logarithm of the evolution operator of a linear differential equation, our generalization addresses the same problem, including however directly a non-trivial initial condition. As a by-product we recover a variant of the time ordering operation, known as T*-ordering. Eventually, placing our results in the general context of Rota-Baxter algebras permits us to present them in a more natural algebraic setting. It encompasses, for example, the case where one considers linear difference equations instead of linear differential equations.

We focus in this text on the adaptation to the study of shuffles of the main combinatorial tool in the theory of free Lie algebras, namely the existence of a universal algebra of endomorphisms for tensor and other cocommutative Hopf algebras: the family of Solomon's descent algebras of type A. We show that there exists similarly a natural endomorphism algebra for commutative shuffle algebras, which is a natural extension of the Malvenuto-Reutenauer Hopf algebra of permutations, or algebra of free quasi-symmetric functions. We study this new algebra for its own, establish freeness properties, study its generators, bases, and also feature its relations to the internal structure of shuffle algebras., Comment: 19 pages

We study the internal structure of enveloping algebras of preLie algebras. We show in particular that the canonical projections arising from the Poincar\'e-Birkhoff-Witt theorem can be computed explicitely. They happen to be closely related to the Magnus formula for matrix differential equations. Indeed, we show that the Magnus formula provides a way to compute the canonical projection on the preLie algebra. Conversely, our results provide new insights on classical problems in the theory of differential equations and on recent advances in their combinatorial understanding.

This article aims at advancing the recently introduced exponential method for renormalisation in perturbative quantum field theory. It is shown that this new procedure provides a meaningful recursive scheme in the context of the algebraic and group theoretical approach to renormalisation. In particular, we describe in detail a Hopf algebraic formulation of Bogoliubov's classical R-operation and counterterm recursion in the context of momentum subtraction schemes. This approach allows us to propose an algebraic classification of different subtraction schemes. Our results shed light on the peculiar algebraic role played by the degrees of Taylor jet expansions, especially the notion of minimal subtraction and oversubtractions., Comment: revised version

We present the first representation of the general term of the Rayleigh-Schr\"odinger series for quasidegenerate systems. Each term of the series is represented by a tree and there is a straightforward relation between the tree and the analytical expression of the corresponding term. The combinatorial and graphical techniques used in the proof of the series expansion allow us to derive various resummation formulas of the series. The relation with several combinatorial objects used for special cases (degenerate or non-degenerate systems) is established., Comment: 16 pages, 3 figures

Moving beyond the classical additive and multiplicative approaches, we present an "exponential" method for perturbative renormalization. Using Dyson's identity for Green's functions as well as the link between the Faa di Bruno Hopf algebra and the Hopf algebras of Feynman graphs, its relation to the composition of formal power series is analyzed. Eventually, we argue that the new method has several attractive features and encompasses the BPHZ method. The latter can be seen as a special case of the new procedure for renormalization scheme maps with the Rota-Baxter property. To our best knowledge, although very natural from group-theoretical and physical points of view, several ideas introduced in the present paper seem to be new (besides the exponential method, let us mention the notions of counterfactors and of order n bare coupling constants)., Comment: revised version; accepted for publication in Annales Henri Poincare

The computational complexity of time-dependent perturbation theory is well-known to be largely combinatorial whatever the chosen expansion method and family of parameters (combinatorial sequences, Goldstone and other Feynman-type diagrams...). We show that a very efficient perturbative expansion, both for theoretical and numerical purposes, can be obtained through an original parametrization by trees and generalized iterated integrals. We emphasize above all the simplicity and naturality of the new approach that links perturbation theory with classical and recent results in enumerative and algebraic combinatorics. These tools are applied to the adiabatic approximation and the effective Hamiltonian. We prove perturbatively and non-perturbatively the convergence of Morita's generalization of the Gell-Mann and Low wavefunction. We show that summing all the terms associated to the same tree leads to an utter simplification where the sum is simpler than any of its terms. Finally, we recover the time-independent equation for the wave operator and we give an explicit non-recursive expression for the term corresponding to an arbitrary tree., Comment: 22 pages, 2 figures

We design exact polynomial expansions of a class of Feynman--Kac particle distributions. These expansions are finite and are parametrized by coalescent trees and other related combinatorial quantities. The accuracy of the expansions at any order is related naturally to the number of coalescences of the trees. Our results include an extension of the Wick product formula to interacting particle systems. They also provide refined nonasymptotic propagation of chaos-type properties, as well as sharp $\mathbb{L}_p$-mean error bounds, and laws of large numbers for $U$-statistics., Comment: Published in at http://dx.doi.org/10.1214/08-AAP565 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

The algebraic structure of iterated integrals has been encoded by Chen. Formally, it identifies with the shuffle and Lie calculus of Lyndon, Ree and Sch\"utzenberger. It is mostly incorporated in the modern theory of free Lie algebras. Here, we tackle the problem of unraveling the algebraic structure of computations of effective Hamiltonians. This is an important subject in view of applications to chemistry, solid state physics, quantum field theory or engineering. We show, among others, that the correct framework for these computations is provided by the hyperoctahedral group algebras. We define several structures on these algebras and give various applications. For example, we show that the adiabatic evolution operator (in the time-dependent interaction representation of an effective Hamiltonian) can be written naturally as a Picard-type series and has a natural exponential expansion., Comment: Minor corrections. Some misleading notations and typos in the first version have been fixed

The valuation of counterparty risk for single name credit derivatives requires the computa- tion of joint distributions of default times of two default-prone entities. For a Merton-type model, we derive some formulas for these joint distribu- tions. As an application, closed formulas for counterparty risk on a CDS or for a first-to-default swap on two underlyings are obtained.

In quantum field theory (QFT), the vacuum expectation value of a normal product of creation and annihilation operators is always zero. This simple property paves the way to the classical treatment of perturbative QFT. This is no longer the case in the presence of initial correlations, that is if the vacuum is replaced by a general state. As a consequence, the combinatorics of correlated systems such as the ones occurring in many-body physics is more complex than that of quantum field theory and the general theory has made very slow progress. Similar observations hold in statistical physics or quantum probability for the perturbation series arising from the study of non Gaussian measures. In this work, an analysis of the Hopf algebraic aspects of quantum field theory is used to derive the structure of Green functions in terms of connected and one-particle irreducible Greeen functions for perturbative QFT in the presence of initial correlations., Comment: 22 pages, 2 figures, slightly edited version of the published paper