Boolean cumulants and subordination in free probability

Franz Lehner, Kamil Szpojankowski*

*Korrespondierende/r Autor/in für diese Arbeit

Publikation: Beitrag in einer FachzeitschriftArtikel

Abstract

Subordination is the basis of the analytic approach to free additive and multiplicative convolution. We extend this approach to a more general setting and prove that the conditional expectation φ (z - X - f(X)Y f (X))-1|X for free random variables X,Y and a Borel function f is a resolvent again. This result allows the explicit calculation of the distribution of noncommutative polynomials of the form X + f(X)Y f (X). The main tool is a new combinatorial formula for conditional expectations in terms of Boolean cumulants and a corresponding analytic formula for conditional expectations of resolvents, generalizing subordination formulas for both additive and multiplicative free convolutions. In the final section, we illustrate the results with step by step explicit computations and an exposition of all necessary ingredients.

Originalspracheenglisch
Aufsatznummer21500362
FachzeitschriftRandom Matrices: Theory and Applications
DOIs
PublikationsstatusElektronische Veröffentlichung vor Drucklegung. - 1 Jan 2020

ASJC Scopus subject areas

  • !!Algebra and Number Theory
  • !!Statistics and Probability
  • !!Statistics, Probability and Uncertainty
  • !!Discrete Mathematics and Combinatorics

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