English

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 X,YX,Y and a Borel function ff the conditional expectation Eφ[(zXf(X)Yf(X))1X]E_\varphi\left[ (z-X-f(X)Yf^*(X))^{-1}| X\right], is a resolvent again. This result allows explicit calculation of the distribution of X+f(X)Yf(X)X+f(X)Yf^*(X). 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

R2 v1 2026-06-23T10:31:45.107Z