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We solve two longstanding major problems in Free Probability. This is achieved by generalising the theory to one with values in arbitrary commutative algebras. We prove the existence of the multi-variable $S$-transform, and show that it is…

Probability · Mathematics 2013-09-25 Roland M. Friedrich , John McKay

We extend the notions of finite free convolution and finite free cumulants to the setting of formal power series by introducing their natural analogues, namely $t$-deformed convolution and $t$-deformed cumulants. In this framework, we…

Probability · Mathematics 2026-04-16 Shuhei Tsujie , Yuki Ueda

We study the asymptotic behavior of the free cumulants (in the sense of free probability theory of Voiculescu) of Jucys--Murphy elements--or equivalently--of the transition measure associated with a Young diagram. We express these cumulants…

Combinatorics · Mathematics 2007-05-23 Piotr Sniady

We discuss free probability theory and free harmonic analysis from a categorical perspective. In order to do so, we extend first the set of analytic convolutions and operations and then show that the comonadic structure governing free…

Probability · Mathematics 2017-09-12 Roland M. Friedrich

A combinatorial approach to free probability theory has been developped by Roland Speicher, based on the notion of noncrossing cumulants, a free analogue of the classical theory of cumulants in probability theory. We review this theory, and…

Operator Algebras · Mathematics 2007-05-23 Philippe Biane

We present a simplified explanation of why free fractional convolution corresponds to the differentiation of polynomials, by finding how the finite free cumulants of a polynomial behave under differentiation. This approach allows us to…

Operator Algebras · Mathematics 2025-02-06 Octavio Arizmendi , Katsunori Fujie , Daniel Perales , Yuki Ueda

This paper describes the expected characteristic polynomial of the commutator of randomly rotated matrices, in the context of the finite free probability theory initiated by Marcus, Spielman, and Srivastava. The key technical features are…

Combinatorics · Mathematics 2022-09-02 Jacob Campbell

We introduce a finite version of free probability and show the link between recent results using polynomial convolutions and the traditional theory of free probability. One tool for accomplishing this is a seemingly new transformation that…

Combinatorics · Mathematics 2021-08-17 Adam W. Marcus

We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…

Probability · Mathematics 2023-10-25 Aurelien Gribinski

We extend the relation between random matrices and free probability theory from the level of expectations to the level of all correlation functions (which are classical cumulants of traces of products of the matrices). We introduce the…

Operator Algebras · Mathematics 2007-06-13 Benoit Collins , James A. Mingo , Piotr Sniady , Roland Speicher

We define an extension of the polynomial calculus on a W*-probability space by introducing an abstract algebra which contains polynomials. This extension allows us to define transition operators for additive and multiplicative free…

Probability · Mathematics 2013-09-11 Guillaume Cébron

Given two polynomials $p(x), q(x)$ of degree $d$, we give a combinatorial formula for the finite free cumulants of $p(x)\boxtimes_d q(x)$. We show that this formula admits a topological expansion in terms of non-crossing multi-annular…

Combinatorics · Mathematics 2024-06-04 Octavio Arizmendi , Jorge Garza-Vargas , Daniel Perales

We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…

Operator Algebras · Mathematics 2010-05-28 Romuald Lenczewski

We investigate the algebraic structure underlying Voiculescu's S-transform in the setting of operator-valued free probability. We show that its twisted factorisation property gives rise to post-groups, crossed morphisms, as well as pre- and…

Operator Algebras · Mathematics 2024-02-27 Kurusch Ebrahimi-Fard , Timothé Ringeard

We consider two extensions of free probability that have been studied in the research literature, and are based on the notions of c-freeness and respectively of infinitesimal freeness for noncommutative random variables. In a 2012 paper,…

Operator Algebras · Mathematics 2022-12-13 Maxime Fevrier , Mitja Mastnak , Alexandru Nica , Kamil Szpojankowski

In these mostly expository lectures, we give an elementary introduction to conformal field theory in the context of probability theory and complex analysis. We consider statistical fields, and define Ward functionals in terms of their Lie…

Probability · Mathematics 2015-03-17 Nam-Gyu Kang , Nikolai Makarov

The notion of a $*$-law or $*$-distribution in free probability is also known as the quantifier-free type in Farah, Hart, and Sherman's model theoretic framework for tracial von Neumann algebras. However, the full type can also be…

Operator Algebras · Mathematics 2022-08-31 David Jekel

We study the addditon problem for strongly matricially free random variables which generalize free random variables. Using operators of Toeplitz type, we derive a linearization formula for the `matricial R-transform' related to the…

Operator Algebras · Mathematics 2015-03-17 Romuald Lenczewski

In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…

Probability · Mathematics 2017-05-17 Takahiro Hasebe , Hao-Wei Huang , Jiun-Chau Wang

In this note we report the solution of the problem of defining the $S$-transform in Free Probability Theory in arbitrary dimensions. This is achieved by generalising the theory and embedding it into an algebraic-geometric framework.…

Representation Theory · Mathematics 2013-08-06 Roland M Friedrich , John McKay
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