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We derive a formula for expressing free cumulants whose entries are products of random variables in terms of the lattice structure of non-crossing partitions. We show the usefulness of that result by giving direct and conceptually simple…

Combinatorics · Mathematics 2007-05-23 Bernadette Krawczyk , Roland Speicher

Free cumulants were introduced as the proper analog of classical cumulants in the theory of free probability. There is a mix of similarities and differences, when one considers the two families of cumulants. Whereas the combinatorics of…

Combinatorics · Mathematics 2015-03-17 Kurusch Ebrahimi-Fard , Frederic Patras

Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting.It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the…

Combinatorics · Mathematics 2012-12-06 Franz Lehner

We study the analogue of Kummer distribution in free probability. We prove characterization of free-Kummer and free Poisson distributions by freeness properties together with some assumptions about conditional moments. Our main tools are…

Operator Algebras · Mathematics 2024-06-21 Marcin Świeca

A combinatorial formula is derived which expresses free cumulants in terms of classical comulants. As a corollary, we give a combinatorial interpretation of free cumulants of classical distributions, notably Gaussian and Poisson…

Combinatorics · Mathematics 2007-05-23 Franz Lehner

Motivated by recent work of Au, C{\'e}bron, Dahlqvist, Gabriel, and Male, we study regularity properties of the distribution of a sum of two selfad-joint random variables in a tracial noncommutative probability space which are free over a…

Operator Algebras · Mathematics 2018-11-12 Serban Belinschi

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…

Operator Algebras · Mathematics 2025-11-18 Mihai Popa , Kamil Szpojankowski

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

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

Probability · Mathematics 2013-08-16 Richard Arratia , Simon Tavare

We show that the classical de Finetti theorem has a canonical noncommutative counterpart if we strengthen `exchangeability' (i.e., invariance of the joint distribution of the random variables under the action of the permutation group) to…

Operator Algebras · Mathematics 2009-11-13 Claus Köstler , Roland Speicher

We express classical, free, Boolean and monotone cumulants in terms of each other, using combinatorics of heaps, pyramids, Tutte polynomials and permutations. We completely determine the coefficients of these formulas with the exception of…

Combinatorics · Mathematics 2019-07-29 Octavio Arizmendi , Takahiro Hasebe , Franz Lehner , Carlos Vargas

We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. In the case of positive variables, the main theorem extends a result proved earlier for arrays with identically…

Operator Algebras · Mathematics 2007-05-23 Hari Bercovici , Jiun-Chau Wang

We study how Boolean cumulants can be used in order to address operations with freely independent random variables, particularly in connection to the $*$-distribution of the product of two selfadjoint freely independent random variables,…

Operator Algebras · Mathematics 2020-09-24 Maxime Fevrier , Mitja Mastnak , Alexandru Nica , Kamil Szpojankowski

Let A be a unital $C^*$-algebra, given together with a specified state $\phi:A \to C$. Consider two selfadjoint elements a,b of A, which are free with respect to $\phi$ (in the sense of the free probability theory of Voiculescu). Let us…

funct-an · Mathematics 2008-02-03 Alexandru Nica , Roland Speicher

We introduce and study the notion of k-divisible elements in a non-commutative probability space. A k-divisible element is a (non-commutative) random variable whose n-th moment vanishes whenever n is not a multiple of k. First, we consider…

Probability · Mathematics 2012-03-22 Octavio Arizmendi

We study the freely infinitely divisible distributions that appear as the laws of free subordinators. This is the free analog of classically infinitely divisible distributions supported on [0,\infty), called the free regular measures. We…

Probability · Mathematics 2012-12-20 Octavio Arizmendi , Takahiro Hasebe , Noriyoshi Sakuma

We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…

Probability · Mathematics 2025-06-09 Denis Bernard , Ludwig Hruza

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 derive a formula for the moments and the free cumulants of the multiplication of $k$ free random variables in terms of $k$-equal and $k$-divisible non-crossing partitions. This leads to a new simple proof for the bounds of the right-edge…

Operator Algebras · Mathematics 2012-02-28 Octavio Arizmendi , Carlos Vargas

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
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