Boolean Cumulants and Subordination in Free Probability
Operator Algebras
2024-05-31 v3 Probability
Abstract
We study subordination of free convolutions. We prove that for free random variables and a Borel function the conditional expectation , is a resolvent again. This result allows explicit calculation of the distribution of . The main tool is a formula for conditional expectations in terms of Boolean cumulant transforms, generalizing subordination formulas for free additive and multiplicative convolutions.
Keywords
Cite
@article{arxiv.1907.11442,
title = {Boolean Cumulants and Subordination in Free Probability},
author = {Franz Lehner and Kamil Szpojankowski},
journal= {arXiv preprint arXiv:1907.11442},
year = {2024}
}
Comments
Numerous corrections and improvements suggested by an anonymous referee; 34 pages, 5 figures