Takahiro Hasebe
The contents are divided into two papers "The Monotone Cumulants" (arXiv:0907.4896) and "Conditionally monotone independence" (arXiv:0907.5473).
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The theory of cumulants is revisited in the "Rota way", that is, by following a combinatorial Hopf algebra approach. Monotone, free, and boolean cumulants are considered as infinitesimal characters over a particular combinatorial Hopf algebra. The latter is neither commutative nor cocommutative, and has an underlying unshuffle bialgebra structure which gives rise to a shuffle product on its graded dual. The moment-cumulant relations are encoded in terms of shuffle and half-shuffle exponentials. It is then shown how to express concisely monotone, free, and boolean cumulants in terms of each oth…
In the present paper we define the notion of generalized cumulants which gives a universal framework for commutative, free, Boolean, and especially, monotone probability theories. The uniqueness of generalized cumulants holds for each independence, and hence, generalized cumulants are equal to the usual cumulants in the commutative, free and Boolean cases. The way we define (generalized) cumulants needs neither partition lattices nor generating functions and then will give a new viewpoint to cumulants. We define ``monotone cumulants'' in the sense of generalized cumulants and we obtain quite s…
Conditionally monotone cumulants via shuffle algebra
本文在非交换概率的洗牌代数框架下研究条件单调累积量，将其刻画为无穷小特征，证明加法卷积为结合运算，并给出联系c-自由与c-单调累积量的组合公式，同时引入t-单调累积量。
We prove a formula to express multivariate monotone cumulants of random variables in terms of their moments by using a Hopf algebra of decorated Schröder trees.
Many kinds of independence have been defined in non-commutative probability theory. Natural independence is an important class of independence; this class consists of five independences (tensor, free, Boolean, monotone and anti-monotone ones). In the present paper, a unified treatment of joint cumulants is introduced for natural independence. The way we define joint cumulants enables us not only to find the monotone joint cumulants but also to give a new characterization of joint cumulants for other kinds of natural independence, i.e., tensor, free and Boolean independences. We also investigat…
We define a product of algebraic probability spaces equipped with two states. This product is called a conditionally monotone product. This product is a new example of independence in non-commutative probability theory and unifies the monotone and Boolean products, and moreover, the orthogonal product. Then we define the associated cumulants and calculate the limit distributions in central limit theorem and Poisson's law of small numbers. We also prove a combinatorial moment-cumulant formula using monotone partitions. We investigate some other topics such as infinite divisibility for the addit…
Cumulant-cumulant relations in free probability theory from Magnus' expansion
本文利用 pre-Lie 代数上的 Magnus 展开，结合连续 Baker-Campbell-Hausdorff 公式，给出了用自由和布尔累积量闭式表达多元单调累积量的方法，并引入了非交叉划分上的新构造与统计量。
Recently, Bercovici has introduced multiplicative convolutions based on Muraki's monotone independence and shown that these convolution of probability measures correspond to the composition of some function of their Cauchy transforms. We provide a new proof of this fact based on the combinatorics of moments. We also give a new characterisation of the probability measures that can be embedded into continuous monotone convolution semigroups of probability measures on the unit circle and briefly discuss a relation to Galton-Watson processes.
Boolean, free and monotone cumulants as well as relations among them, have proven to be important in the study of non-commutative probability theory. Quite notably, Boolean cumulants were successfully used to study free infinite divisibility via the Boolean Bercovici--Pata bijection. On the other hand, in recent years the concept of infinitesimal non-commutative probability has been developed, together with the notion of infinitesimal cumulants which can be useful in the context of combinatorial questions. In this paper, we show that the known relations among free, Boolean and monotone cumulan…
We provide an unifying polynomial expression giving moments in terms of cumulants, and viceversa, holding in the classical, boolean and free setting. This is done by using a symbolic treatment of Abel polynomials. As a by-product, we show that in the free cumulant theory the volume polynomial of Pitman and Stanley plays the role of the complete Bell exponential polynomial in the classical theory. Moreover via generalized Abel polynomials we construct a new class of cumulants, including the classical, boolean and free ones, and the convolutions linearized by them. Finally, via an umbral Fourier…
We define a new independence in non-commutative probability, called $α$-freeness, with respect to a triplet of states. This concept unifies several independences in non-commutative probability, in particular, free, monotone, antimonotone and Boolean ones as well as conditionally free, conditionally monotone and conditionally antimonotone independences. Moreover, the associative law of $α$-freeness is transferred to the other independences. As a consequence, $α$-free cumulants unify the cumulants for free, monotone, antimonotone and Boolean independences. The central limit theorem for $α$-freen…
Cumulants, Spreadability and the Campbell-Baker-Hausdorff Series
本文提出可传播性系统以推广可交换性系统，统一非交换概率中的独立性与累积量概念，涵盖单调独立性等情形，并基于关联代数与 Faa di Bruno 定理证明其涵盖已知累积量，同时揭示了 Campbell-Baker-Hausdorff 级数与 Goldberg 系数的新推导。
We study the multiplicative convolution for c-monotone independence. This convolution unifies the monotone, Boolean and orthogonal multiplicative convolutions. We characterize convolution semigroups for the c-monotone multiplicative convolution on the unit circle. We also prove that an infinitely divisible distribution can always be embedded in a convolution semigroup. We furthermore discuss the (non)-uniqueness of such embeddings including the monotone case. Finally connections to the multiplicative Boolean convolution are discussed.
Convolution, cumulants and infinitesimal generators in the formal power series ring
本文探讨了形式幂级数中t变形卷积和累积量的概念，推导了大数定律和中心极限定理的t变形版本，并建立了与经典、自由和有限自由概率理论的结构相似性。
This article focuses on properties of monotone convolutions. A criterion for infinite divisibility and time evolution of convolution semigroups are mainly studied. In particular, we clarify that many analogues of the classical results of Lévy processes hold such as characterizations of subordinators and strictly stable distributions.
Monotone additive statistics on heavy-tailed convolution semigroups
研究概率测度半群的子半群及其中的单调加法统计，证明在有限p阶矩条件下，期望的标量倍数是唯一的单调加法统计，且整个概率测度半群无非零单调加法统计。
We give formulae for the cumulants of complex Wishart (LUE) and inverse Wishart matrices (inverse LUE). Their large-$N$ expansions are generating functions of double (strictly and weakly) monotone Hurwitz numbers which count constrained factorisations in the symmetric group. The two expansions can be compared and combined with a duality relation proved in [F. D. Cunden, F. Mezzadri, N. O'Connell and N. J. Simm, arXiv:1805.08760] to obtain: i) a combinatorial proof of the reflection formula between moments of LUE and inverse LUE at genus zero and, ii) a new functional relation between the gener…
This paper has been withdrawn.
We show that the monotonic independence introduced by Muraki can also be used to define a multiplicative convolution. We also find a method for the calculation of this convolution based on an appropriate form of the Cauchy transform. We discuss infinite divisibility in the multiplicative monotonic context as well.
In this paper free harmonic analysis tools are used to study parabolic iteration in the complex upper half-plane. The main result here is a complete characterization for the norming constants in the monotonic central limit theorem. This allows us to construct a new class of conservative and ergodic measure-preserving transformations on the real line with Lebesgue measure. Among all, we mention that the generalized Boole transformation with infinitely many poles is shown to be conservative, as long as its residues are summable.
We study the distribution (w.r.t. the vacuum state) of family of partial sums Sm of position operators on weakly monotone Fock space. We show that any single operator has the Wigner law, and an arbitrary family of them (with the index set linearly ordered) is a collection of monotone independent random variables. It turns out that our problem equivalently consists in finding the m-fold monotone convolution of the semicircle law. For m = 2 we compute the explicit distribution. For any m > 2 we give the moments of the measure, and show it is absolutely continuous and compactly supported on a sym…
Unlike classical and free independence, the boolean and monotone notions of independence lack of the property of independent constants. In the scalar case, this leads to restrictions for the central limit theorems, as observed by F. Oravecz. We characterize the property of independent constants from a combinatorial point of view, based on cumulants and set partitions. This characterization also holds for the operator-valued extension. Our considerations lead rather directly to very mild variations of boolean and monotone cumulants, where constants are now independent. These alternative probabi…
Let $Y$ be a standard Gamma(k) distributed random variable, $k>0$, and let $X$ be an independent positive random variable. We prove that if $X$ has a hyperbolically monotone density of order $k$ ($HM_k$), then the distributions of $Y\cdot X$ and $Y/X$ are generalized gamma convolutions (GGC). This result extends results of Roynette et al. and Behme and Bondesson, who treated respectively the cases $k=1$ and $k$ an integer. We give a proof that covers all $k>0$ and gives explicit formulas for the relevant functions that extend those found by Behme and Bondesson in the integer case.
Suppose Vν is the pseudo-variance function of the Cauchy-Stieltjes Kernel (CSK) family K+(ν) generated by a non degenerate probability measure ν with support bounded from above. We determine the formula for pseudo-variance function (or variance function Vν in case of existence) under boolean additive convolution power. This formulas is used to identify the relation between variance functions under Boolean Bercovici-Bata Bijection between probability measures. We also gives the connection between boolean cumulants and variance function and we relate boolean cumulants of some probability measure…
Boolean Cumulants and Subordination in Free Probability
本文研究自由卷积的从属关系，证明特定条件期望仍为预解式，并利用布尔累积量变换公式推广了自由加性与乘性卷积的从属公式，从而实现分布的显式计算。
Finite Free Cumulants: Multiplicative Convolutions, Genus Expansion and Infinitesimal Distributions
本文给出了多项式乘积卷积的有限自由累积量的组合公式及其拓扑展开，揭示了有限自由概率与自由概率的联系，并利用该展开研究了多项式的无穷小分布，最后为多项式导数根分布与自由分数卷积幂的联系提供了新证明。
In a 1999 paper, Bercovici and Pata showed that a natural bijection between the classically, free and Boolean infinitely divisible measures held at the level of limit theorems of triangular arrays. This result was extended to include monotone convolution by the authors. In recent years, operator-valued versions of free, Boolean and monotone probability have also been developed. Belinschi, Popa and Vinnikov showed that the Bercovici-Pata bijection holds for the operator-valued versions of free and Boolean probability. In this article, we extend the bijection to include monotone probability theo…
Monotone max-convolution and subordination functions for free max-convolution
研究通过证明单调独立自 adjoint算子的谱最大值分布与经典最大卷积一致，引入自由最大卷积的子ordination函数并证明其存在性和结构性质。
Cumulants in rectangular finite free probability and beta-deformed singular values
本文定义了(n,d)-矩形矩量，证明了矩量-矩公式，并展示其在有限自由概率中的线性化作用及在特定参数下收敛于自由概率中的q-矩形自由矩量，应用于对称经验根分布极限的研究。
In this paper, the notion of bi-Boolean independence for non-unital pairs of algebras is introduced thereby extending the notion of Boolean independence to pairs of algebras. The notion of B-$(\ell, r)$-cumulants is defined via a bi-Boolean moment-cumulant formula over the lattice of bi-interval partitions, and it is demonstrated that bi-Boolean independence is equivalent to the vanishing of mixed B-$(\ell, r)$-cumulants. Furthermore, some of the simplest bi-Boolean convolutions are considered, and a bi-Boolean partial $η$-transform is constructed for the study of limit theorems and infinite d…
We study $N$-ary non-commutative notions of independence, which are given by trees and which generalize free, Boolean, and monotone independence. For every rooted subtree $\mathcal{T}$ of the $N$-regular tree, we define the $\mathcal{T}$-free product of $N$ non-commutative probability spaces and we define the $\mathcal{T}$-free additive convolution of $N$ non-commutative laws. These $N$-ary convolution operations form a topological symmetric operad which includes the free, Boolean, monotone, and anti-monotone convolutions, as well as the orthogonal and subordination convolutions. Using the ope…
We show that the Poincaré constant of a log-concave measure in Euclidean space is monotone increasing along the heat flow. In fact, the entire spectrum of the associated Laplace operator is monotone decreasing. Two proofs of these results are given. The first proof analyzes a curvature term of a certain time-dependent diffusion, and the second proof constructs a contracting transport map following the approach of Kim and Milman.
Functional relations for higher-order free cumulants
本文扩展自由概率理论，利用涉及双单调 Hurwitz 数的主变换与半无限楔形技术，建立高阶自由累积量生成级数与矩之间的函数关系，并在带尖峰 GUE 系综上验证。
Bercovici and Pata showed that the correspondence between classically, freely, and Boolean infinitely divisible distributions holds on the level of limit theorems. We extend this correspondence also to distributions infinitely divisible with respect to the additive monotone convolution. Because of non-commutativity of this convolution, we use a new technique based on the Chernoff product formula. In fact, the correspondence between the Boolean and monotone limit theorems extends from probability measures to positive measures of total weight at most one. Finally, we study this correspondence fo…
Cyclic independence: Boolean and monotone
本文引入了循环-单调独立性的修正版本及其自然类比循环-布尔独立性，研究了卷积公式、极限定理与无穷可分分布分类，并应用于图的迭代星积与梳积邻接矩阵的特征值。
In this article, the notion of bi-monotonic independence is introduced as an extension of monotonic independence to the two-faced framework for a family of pairs of algebras in a non-commutative space. The associated cumulants are defined and a moment-cumulant formula is derived in the bi-monotonic setting. In general the bi-monotonic product of states is not a state and the bi-monotonic convolution of probability measures on the plane is not a probability measure. This provides an additional example of how positivity need not be preserved under conditional bi-free convolutions.
We introduce and study a new type of convolution of probability measures called the orthogonal convolution, which is related to the monotone convolution. Using this convolution, we derive alternating decompositions of the free additive convolution of compactly supported probability measures in free probability. These decompositions are directly related to alternating decompositions of the associated subordination functions. In particular, they allow us to compute free additive convolutions of compactly supported measures without using free cumulants or R-transforms. In simple cases, representa…
Free regular convolution semigroups describe the distribution of free subortinators, while Bondesson class convolution semigroups correspond to classical subordinators with completely monotone Levy density. We show that these two classes of convolution semigroups are in bijection with the class of complete Bernstein functions and we establish an integral identity linking the two semigroups. We provide several explicit examples that illustrate this result.
Distributional comparison for non-commutative infinitely divisible probability measures
针对布尔、经典和自由卷积下的无穷可分分布，利用累积量差异估计非交换Wasserstein距离的上界。
We introduce a class of independence relations, which include free, Boolean and monotone independence, in operator valued probability. We show that this class of independence relations have a matricial extension property so that we can easily study their associated convolutions via Voiculescu's fully matricial function theory. Based the matricial extension property, we show that many results can be generalized to multi-variable cases. Besides free, Boolean and monotone independence convolutions, we will focus on two important convolutions, which are orthogonal and subordination additive convol…
We reduce the conditionally monotone (c-monotone) independence of Hasebe to tensor independence. For that purpose, we use the approach developed for the reduction of boolean, free and monotone independences to tensor independence. We apply the tensor product realization of c-monotone random variables to introduce the c-comb (loop) product of birooted graphs, a generalization of the comb (loop) product of rooted graphs, and we show that it is related to the c-monotone additive (multiplicative) convolution of distributions.
In this paper we study the behaviour of convolution powers of probability measures $μ$ on $\Z$, such that $(μ(n))_{n\in \N}$ is completely monotone or such that $ν$ is centered with a second moment. In particular we exhibit many new examples of probability measures on $\Z$ having the so called Ritt property and whose convolution powers satisfy weak type maximal inequalities in $\ell^1(\Z)$.
In this paper, the notion of conditionally bi-free independence for pairs of algebras is introduced. The notion of conditional $(\ell, r)$-cumulants are introduced and it is demonstrated that conditionally bi-free independence is equivalent to mixed cumulants. Furthermore, limit theorems for the additive conditionally bi-free convolution are studied using both combinatorial and analytic techniques. In particular, a conditionally bi-free partial $\mathcal{R}$-transform is constructed and a conditionally bi-free analogue of the Lévy-Hinčin formula for planar Borel probability measures is derived…
In this paper, we examine how various notions of independence in non-commutative probability theory arise in bi-free probability. We exhibit how Boolean and monotone independence occur from bi-free pairs of faces and establish a Kac/Loeve Theorem for bi-free independence. In addition, we prove that bi-freeness is preserved under tensoring with matrices. Finally, via combinatorial arguments, we construct partial $R$-transforms in two settings relating the moments and cumulants of a left-right pair of operators.
We study Boolean stable laws, $\mathbf{b}_{α,ρ}$, with stability index $α$ and asymmetry parameter $ρ$. We show that the classical scale mixture of $\mathbf{b}_{α,ρ}$ coincides with a free mixture and also a monotone mixture of $\mathbf{b}_{α,ρ}$. For this purpose we define the multiplicative monotone convolution of probability measures, one is supported on the positive real line and the other is arbitrary. We prove that any scale mixture of $\mathbf{b}_{α,ρ}$ is both classically and freely infinitely divisible for $α\leq1/2$ and also for some $α>1/2$. Furthermore, we show the multiplicative i…
General limit theorems for mixtures of free, monotone, and boolean independence
本文在$\u27b1$-无卷积框架下研究三类独立性混合的有向图卷积运算$\boxplus_G$，给出有向图序列下极限存在的充分条件，涵盖多种经典极限定理，并验证多类示例，得到多正则有向图新极限定理。
Additive processes on the real line and Loewner chains
本文通过生成元概念，建立了实线上加法过程与洛威纳链、卷积半群之间的同胚关系，揭示了不同独立性下的卷积结构与共形映射的联系。
We provide a large class of functions $f$ that are bell-shaped: the $n$-th derivative of $f$ changes its sign exactly $n$ times. This class is described by means of Stieltjes-type representation of the logarithm of the Fourier transform of $f$, and it contains all previously known examples of bell-shaped functions, as well as extended generalised gamma convolutions, including all density functions of stable distributions. The proof involves representation of $f$ as the convolution of a Pólya frequency function and a function which is absolutely monotone on $(-\infty, 0)$ and completely monoton…
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 operation. We show that on a large class $\mathcal{L}$ of measures, $W$ also transforms the three non-commutative convolutions---free, Boolean, and monotone---to their multiplicative counterparts. Moreover, the restriction of $W$ to $\mathcal{L}$ preserves various qualitative properties of measures and triangular arrays. We use these facts to give short proofs of…
$q$-deformed Perelomov-Popov measures and quantized free probability
本文引入依赖参数 $q$ 的离散 Perelomov-Popov 测度，证明其大数定律并计算极限的自由与无穷小自由累积量，建立 $q=0,1$ 结果间的插值及 Markov-Krein 型关系。
We develop the complex-analytic viewpoint on the tree convolutions studied by the second author and Weihua Liu in "An operad of non-commutative independences defined by trees" (Dissertationes Mathematicae, 2020, doi:10.4064/dm797-6-2020), which generalize the free, boolean, monotone, and orthogonal convolutions. In particular, for each rooted subtree $\mathcal{T}$ of the $N$-regular tree (with vertices labeled by alternating strings), we define the convolution $\boxplus_{\mathcal{T}}(μ_1,\dots,μ_N)$ for arbitrary probability measures $μ_1$, ..., $μ_N$ on $\mathbb{R}$ using a certain fixed-poin…
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 the combinatorial convolution \ast in the lattices NC of non-crossing partitions and NC^k of k-divisible non-crossing partitions and show that convolving k times with the zeta-function in NC is equivalent to convolving once with the zeta-function in NC^k. Furthermore, when x is k-divisible, we derive a formula for the free cumulants of x^k in terms of the fr…
We consider two extensions of free probability that have been studied in the research literature, and are based on the notions of c-freeness and respectively of infinitesimal freeness for noncommutative random variables. In a 2012 paper, Belinschi and Shlyakhtenko pointed out a connection between these two frameworks, at the level of their operations of 1-dimensional free additive convolution. Motivated by that, we propose a construction which produces a multi-variate version of the Belinschi-Shlyakhtenko result, together with a result concerning free products of multi-variate noncommutative d…
One can build an operatorial model for freeness by considering either the right-handed or the left-handed representation of algebras of operators acting on the free product of the underlying pointed Hilbert spaces. Considering both at the same time, that is, computing distributions of operators in the algebra generated by the left- and right-handed representations, led Voiculescu in 2013 to define and study bifreeness and, in the sequel, triggered the development of an extension of noncommutative probability now frequently referred to as multi-faced (two-faced in the example given above). Many…
We establish a link between free probability theory and Witt vectors, via the theory of formal groups. We derive an exponential isomorphism which expresses Voiculescu's free multiplicative convolution $\boxtimes$ as a function of the free additive convolution $\boxplus$. Subsequently we continue our previous discussion of the relation between complex cobordism and free probability. We show that the generic $n$th free cumulant corresponds to the cobordism class of the $(n-1)$-dimensional complex projective space. This permits us to relate several probability distributions from random matrix the…
We consider analytic continuations of Fourier transforms and Stieltjes transforms. This enables us to define what we call complex moments for some class of probability measures which do not have moments in the usual sense. There are two ways to generalize moments accordingly to Fourier and Stieltjes transforms; however these two turn out to coincide. As applications, we give short proofs of the convergence of probability measures to Cauchy distributions with respect to tensor, free, Boolean and monotone convolutions.
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