English

On the multiplication of free $n$-tuples of non-commutative random variables

funct-an 2008-02-03 v1 Operator Algebras Quantum Algebra q-alg

Abstract

Let a1,...,an,b1,...,bna_{1},...,a_{n}, b_{1},...,b_{n} be random variables in some (non-commutative) probability space, such that {a1,...,an}\{a_{1}, ..., a_{n} \} is free from {b1,...,bn}\{b_{1}, ..., b_{n} \}. We show how the joint distribution of the nn-tuple (a1b1,...,anbn)(a_{1} b_{1}, ..., a_{n} b_{n}) can be described in terms of the joint distributions of (a1,...,an)(a_{1}, ..., a_{n}) and (b1,>...,bn)(b_{1}, >..., b_{n}), by using the combinatorics of the nn-dimensional RR-transform. We point out a few applications that can be easily derived from our result, concerning the left-and-right translation with a semicircular element (see Sections 1.6-1.10) and the compression with a projection (see Sections 1.11-1.14) of an nn-tuple of non-commutative random variables. A different approach to two of these applications is presented by Dan Voiculescu in an Appendix to the paper.

Keywords

Cite

@article{arxiv.funct-an/9604011,
  title  = {On the multiplication of free $n$-tuples of non-commutative random variables},
  author = {Alexandru Nica and Roland Speicher},
  journal= {arXiv preprint arXiv:funct-an/9604011},
  year   = {2008}
}

Comments

LaTeX2e, Appendix upon request, to appear in Amer. J. Math