Related papers: Cumulants for finite free convolution
Shape dependence of higher order correlations introduces complication in direct determination of these quantities. For this reason theoretical and observational progress has been restricted in calculating one point distribution functions…
As well known, cumulant expansion is an alternative way to moment expansion to fully characterize probability distributions provided all the moments exist. If this is not the case, the so called escort mean values (or q-moments) have been…
We prove a free analogue of Brillinger's formula (sometimes called "law of total cumulance") which expresses classical cumulants in terms of conditioned cumulants. As expected, the formula is obtained by replacing the lattice of set…
Cumulants are a notion that comes from the classical probability theory, they are an alternative to a notion of moments. We adapt the probabilistic concept of cumulants to the setup of a linear space equipped with two multiplication…
We introduce $R$-diagonal and even operators of second order. We give a formula for the second order free cumulants of the square $x^2$ of a second order even element in terms of the second order free cumulants of $x$. Similar formulas are…
In this brief note we derive and present the formulas necessary to correct measurements of cumulants for detection efficiency. In particular we consider the case where the efficiency may depend on the phase-space, such as transverse…
We establish explicit, universal, and distribution-free bounds for the $n$-th cumulant, $\kappa_n(X)$, of a scalar random variable, controlled solely by an $n$-th order absolute moment functional $M_n(X)$. The bounds take the form…
We consider the three finite free convolutions for polynomials studied in a recent paper by Marcus, Spielman, and Srivastava. Each can be described either by direct explicit formulae or in terms of operations on randomly rotated matrices.…
We define higher order infinitesimal noncommutative probability space and infinitesimal non-crossing cumulant functionals. In this framework, we generalize to higher order the notion of infinitesimal freeness, via a vanishing of mixed…
We provide a formula for the third order free cumulants of products as entries. We apply this formula to find the third order free cumulants of various Random Matrix Ensambles including product of Ginibre Matrices and Wishart matrices, both…
We consider finite temperature correlation functions in massive integrable Quantum Field Theory. Using a regularization by putting the system in finite volume, we develop a novel approach (based on multi-dimensional residues) to the form…
In this work we study conditional monotone cumulants and additive convolution in the shuffle-algebraic approach to non-commutative probability. We describe c-monotone cumulants as an infinitesimal character and identify the c-monotone…
In this paper, we develop the theory of bi-freeness in an amalgamated setting. We construct the operator-valued bi-free cumulant functions, and show that the vanishing of mixed cumulants is necessary and sufficient for bi-free independence.…
Every mathematician is familiar with the beautiful structure of finite commutative groups. What is less well known is that finite commutative semigroups also have a neat and well-described structure. We prove this in an efficient fashion.…
We derive a formula which expresses a second order cumulant whose entries are products as a sum of cumulants where the entries are single factors. This extends to the second order case the formula of Krawczyk and Speicher. We apply our…
Given two second order free random variables $a$ and $b$, we study the second order free cumulants of their product $ab$, their commutator $ab-ba$, and their anti-commutator $ab+ba$. Let $(\kappa_n^a)_{n\geq 1}$ and…
The independent component model is a latent variable model where the components of the observed random vector are linear combinations of latent independent variables. The aim is to find an estimate for a transformation matrix back to…
In this work we extend the recently introduced group-theoretical approach to moment-cumulant relations in non-commutative probability theory to the notion of conditionally free cumulants. This approach is based on a particular combinatorial…
A general formula for bound-continuous transition form factors is derived. It is shown that these form factors can be represented in the form of finite sum of terms with simple analytical structure.
We investigate commutators of free variables of the form \( i[x, s] \), where \( s \) is a semicircular element. We show that although \( s \) and \( i[x, s] \) are not free, their sum nevertheless satisfies the free additive convolution…