{"title":"自由概率中的布尔累积量与隶属关系","authors":"F. Lehner, K. Szpojankowski","doi":"10.1142/S2010326321500362","DOIUrl":null,"url":null,"abstract":"Subordination is the basis of the analytic approach to free additive and multiplicative convolution. We extend this approach to a more general setting and prove that the conditional expectation [Formula: see text] for free random variables [Formula: see text] and a Borel function [Formula: see text] is a resolvent again. This result allows the explicit calculation of the distribution of noncommutative polynomials of the form [Formula: see text]. The main tool is a new combinatorial formula for conditional expectations in terms of Boolean cumulants and a corresponding analytic formula for conditional expectations of resolvents, generalizing subordination formulas for both additive and multiplicative free convolutions. In the final section, we illustrate the results with step by step explicit computations and an exposition of all necessary ingredients.","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":"13 1","pages":""},"PeriodicalIF":0.9000,"publicationDate":"2019-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Boolean cumulants and subordination in free probability\",\"authors\":\"F. Lehner, K. Szpojankowski\",\"doi\":\"10.1142/S2010326321500362\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Subordination is the basis of the analytic approach to free additive and multiplicative convolution. We extend this approach to a more general setting and prove that the conditional expectation [Formula: see text] for free random variables [Formula: see text] and a Borel function [Formula: see text] is a resolvent again. This result allows the explicit calculation of the distribution of noncommutative polynomials of the form [Formula: see text]. The main tool is a new combinatorial formula for conditional expectations in terms of Boolean cumulants and a corresponding analytic formula for conditional expectations of resolvents, generalizing subordination formulas for both additive and multiplicative free convolutions. In the final section, we illustrate the results with step by step explicit computations and an exposition of all necessary ingredients.\",\"PeriodicalId\":54329,\"journal\":{\"name\":\"Random Matrices-Theory and Applications\",\"volume\":\"13 1\",\"pages\":\"\"},\"PeriodicalIF\":0.9000,\"publicationDate\":\"2019-07-26\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Random Matrices-Theory and Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1142/S2010326321500362\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"PHYSICS, MATHEMATICAL\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Matrices-Theory and Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1142/S2010326321500362","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"PHYSICS, MATHEMATICAL","Score":null,"Total":0}
Boolean cumulants and subordination in free probability
Subordination is the basis of the analytic approach to free additive and multiplicative convolution. We extend this approach to a more general setting and prove that the conditional expectation [Formula: see text] for free random variables [Formula: see text] and a Borel function [Formula: see text] is a resolvent again. This result allows the explicit calculation of the distribution of noncommutative polynomials of the form [Formula: see text]. The main tool is a new combinatorial formula for conditional expectations in terms of Boolean cumulants and a corresponding analytic formula for conditional expectations of resolvents, generalizing subordination formulas for both additive and multiplicative free convolutions. In the final section, we illustrate the results with step by step explicit computations and an exposition of all necessary ingredients.
期刊介绍:
Random Matrix Theory (RMT) has a long and rich history and has, especially in recent years, shown to have important applications in many diverse areas of mathematics, science, and engineering. The scope of RMT and its applications include the areas of classical analysis, probability theory, statistical analysis of big data, as well as connections to graph theory, number theory, representation theory, and many areas of mathematical physics.
Applications of Random Matrix Theory continue to present themselves and new applications are welcome in this journal. Some examples are orthogonal polynomial theory, free probability, integrable systems, growth models, wireless communications, signal processing, numerical computing, complex networks, economics, statistical mechanics, and quantum theory.
Special issues devoted to single topic of current interest will also be considered and published in this journal.