相关论文: Second order free cumulants: product, commutator, …
Let $(\kappa_n(a))_{n\geq 1}$ denote the sequence of free cumulants of a random variable $a$ in a non-commutative probability space $(\mathcal{A},\varphi)$. Based on some considerations on bipartite graphs, we provide a formula to compute…
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,…
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…
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…
We compute the generating series for the simplest class of bi-free cumulants, beyond free cumulants, the two-bands bi-free cumulants of a pair of a left and a right variable. We also consider two-faced systems with a commutation condition…
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 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…
The functional equation defining the free cumulants in free probability is lifted successively to the noncommutative Fa\`a di Bruno algebra, and then to the group of a free operad over Schr\"oder trees. This leads to new combinatorial…
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…
Relations between moments and cumulants play a central role in both classical and non-commutative probability theory. The latter allows for several distinct families of cumulants corresponding to different types of independences: free,…
To find moments of various estimators related to Autoregressive models of Statistics, one first needs the cumulants of products of two Normally distributed random variables. The purpose of this article is to derive the corresponding…
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…
We present definitions for real and quaternionic second-order free cumulants, functions whose collective vanshing when applied to elements from different subalgebras is equivalent to the second-order real (resp.\ quaternionic) freeness of…
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…
In a central lemma we characterize "generating functions" of certain functors on the category of algebraic non-commutative probability spaces. Special families of such generating functions correspond to "unital, associative universal…
We study the problem of conditional expectations in free random variables and provide closed formulas for the conditional expectation of resolvents of arbitrary non-commutative polynomials in free random variables onto the subalgebra of an…
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…
It is well known that free independence is equivalent to the vanishing of mixed free cumulants. The purpose of this short note is to build free products of $*$-probability spaces using this as the definition of freeness and relying on free…
We continue the investigation of noncommutative cumulants. In this paper various characterizations of noncommutative Gaussian random variables are proved.
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…