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In this paper, we will consider R-transform theory and R-transform calculus for compatible noncommutative probability space and amagamated noncommutative probability space. By doing this, we can realize the relation between scalar-valued…

Operator Algebras · Mathematics 2007-05-23 Ilwoo Cho

In [9], we observed Amalgamated R-transform Theory. Different from the original definition of Voiculescu and Speicher, we define R-transforms of operator-valued random variable(s) by operator-valued formal series. By doing that we can…

Operator Algebras · Mathematics 2007-05-23 Ilwoo Cho

In this paper, we observevd the amalgamated free probability of direct product of noncommutative probability spaces. We defined the amalgamated R-transforms, amalgamated moment series and the amalgamated boxed convolution. They maks us to…

Operator Algebras · Mathematics 2016-09-07 Ilwoo Cho

The algebra Mul[[B]] of formal multilinear function series over an algebra B and its quotient SymMul[[B]] are introduced, as well as corresponding operations of formal composition. In the setting of Mul[[B]], the unsymmetrized R- and…

Operator Algebras · Mathematics 2007-05-23 Ken Dykema

The S-transform is shown to satisfy a specific twisted multiplicativity property for free random variables in a B-valued Banach noncommutative probability space, for an arbitrary unital complex Banach algebra B. Also, a new proof of the…

Operator Algebras · Mathematics 2007-05-23 Kenneth J. Dykema

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

The present material addresses several problems left open in the Trans. AMS paper " Non-crossing cumulants of type B" of P. Biane, F. Goodman and A. Nica. The main result is that a type B non-commutative probability space can be studied in…

Operator Algebras · Mathematics 2007-10-15 Mihai Popa

The amalgamated $T$-transform of a non-commutative distribution was introduced by K.~Dykema. It provides a fundamental tool for computing distributions of random variables in Voiculescu's free probability theory. The $T$-transform…

Operator Algebras · Mathematics 2021-05-21 Kurusch Ebrahimi-Fard , Nicolas Gilliers

Let $f_1, f_2, ..., f_n$ be a family of independent copies of a given random variable f in a probability space $(\Omega, \mathcal{F}, \mu)$. Then, the following equivalence of norms holds whenever $1 \le q \le p < \infty$…

Operator Algebras · Mathematics 2007-07-30 Marius Junge , Javier Parcet

Let M be a B-probability space. Assume that B itself is a D-probability space; then M can be viewed as a D-probability space as well. Let X be in M. We characterize freeness of X from B with amalgamation over D in terms of a certain…

Operator Algebras · Mathematics 2016-09-07 Alexandru Nica , Dimitri Shlyakhtenko , Roland Speicher

In this paper, we establish a connection between the formalism of $\mathcal{R}$-transforms for non-Hermitian random matrices and the framework of spherical integrals, using the replica method. This connection was previously proved in the…

Disordered Systems and Neural Networks · Physics 2026-05-15 Pierre Bousseyroux , Marc Potters

Consider the $\mathcal{B}$-valued probability space $(\mathcal{A}, E, \mathcal{B})$, where $\mathcal{A}$ is a tracial von Neumann algebra. We extend the theory of operator valued free probability to the algebra of affiliated operators…

Operator Algebras · Mathematics 2015-12-18 John D. Williams

Let $a_{1},...,a_{n}, b_{1},...,b_{n}$ be random variables in some (non-commutative) probability space, such that $\{a_{1}, ..., a_{n} \}$ is free from $\{b_{1}, ..., b_{n} \}$. We show how the joint distribution of the $n$-tuple $(a_{1}…

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

We give a Banach algebra approach to the additiveness property of Voiculescu's amalgamated R-transform. We also define an amalgamated S-transform and prove that it is multiplicative on products of amalgamated free random variables when the…

Operator Algebras · Mathematics 2007-05-23 L. Aagaard

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 initiate the study of weighted multi-Toeplitz operators associated with noncommutative regular domains in B(H)^n. These operators are acting on the full Fock space with n generators and have as symbols free pluriharmonic functions.…

Functional Analysis · Mathematics 2018-12-18 Gelu Popescu

A probability space is a pair ($\mathcal{A},\phi $) where $\mathcal{A}$ is an algebra and $\phi $ a state on the algebra. In classical probability $\mathcal{A}$ is the algebra of linear combinations of indicator functions on the sample…

Probability · Mathematics 2019-12-12 R. Vilela Mendes

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

We establish connections between the lattices of non-crossing partitions of type B introduced by V. Reiner, and the framework of the free probability theory of D. Voiculescu. Lattices of non-crossing partitions (of type A, up to now) have…

Operator Algebras · Mathematics 2007-05-23 Philippe Biane , Frederick Goodman , Alexandru Nica

The wrapping transformation $W$ is a homomorphism from the semigroup of probability measures on the real line, with the convolution operation, to the semigroup of probability measures on the circle, with the multiplicative convolution…

Probability · Mathematics 2016-08-05 Michael Anshelevich , Octavio Arizmendi
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