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 simple proofs of central limit theorem and Poisson's law of small numbers in monotone probability theory. Moreover, we clarify a combinatorial structure of moment-cumulant formula with the use of ``monotone partitions''.
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 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.
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, and in connection to the distribution of the anticommutator of such random variables.
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 give a complete list of the Lebesgue-Jordan decomposition of Boolean and monotone stable distributions and a complete list of the mode of them. They are not always unimodal.
We provide Berry-Esseen bounds for sums of operator-valued Boolean and monotone independent variables, in terms of the first moments of the summands. Our bounds are on the level of Cauchy transforms as well as the Lévy distance. As applications, we obtain quantitative bounds for the corresponding CLTs, provide a quantitative "fourth moment theorem" for monotone independent random variables including the operator-valued case, and generalize the results by Hao and Popa on matrices with Boolean entries. Our approach relies on a Lindeberg method that we develop for sums of Boolean/monotone indepen…
We construct several new spaces of quantum sequences and their quantum families of maps in sense of Sołtan. Then, we introduce noncommutative distributional symmetries associated with these quantum maps and study simple relations between them. We will focus on studying two kinds of noncommutative distributional symmetries: monotone spreadability and boolean spreadability. We provide an example of a spreadable sequence of random variables for which the usual unilateral shift is an unbounded map. As a result, it is natural to study bilateral sequences of random objects, which are indexed by inte…
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…
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…
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 this paper, we study relationships between the normalized characters of symmetric groups and the Boolean cumulants of Young diagrams. Specifically, we show that each normalized character is a polynomial of twisted Boolean cumulants with coefficients being non-negative integers, and conversely, that, when we expand a Boolean cumulant in terms of normalized characters, the coefficients are again non-negative integers. The main tool is Khovanov's Heisenberg category and the recently established connection of its center to the ring of functions on Young diagrams, which enables one to apply grap…
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…
The additive monotone (resp. boolean) unitary Brownian motion is a non-commutative stochastic process with monotone (resp. boolean) independent and stationary increments which are distributed according to the arcsine law (resp. Bernoulli law) . We introduce the monotone and booleen unitary Brownian motions and we derive a closed formula for their associated moments. This provides a description of their spectral measures. We prove that, in the monotone case, the multiplicative analog of the arcsine distribution is absolutely continuous with respect to the Haar measure on the unit circle, wherea…
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.
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…
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…
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 give sufficient conditions ensuring the strong ergodic property of unique mixing for $C^*$-dynamical systems arising from Yang-Baxter-Hecke quantisation. We discuss whether they can be applied to some important cases including monotone, Boson, Fermion and Boolean $C^*$-algebras in a unified version. The monotone and the Boolean cases are treated in full generality, the Bose/Fermi cases being already widely investigated. In fact, on one hand we show that the set of stationary stochastic processes are isomorphic to a segment in both the situations, on the other hand the Boolean processes enjo…
Consider a monotone Boolean function $f:\{0,1\}^n\to\{0,1\}$ and the canonical monotone coupling $\{η_p:p\in[0,1]\}$ of an element in $\{0,1\}^n$ chosen according to product measure with intensity $p\in[0,1]$. The random point $p\in[0,1]$ where $f(η_p)$ flips from $0$ to $1$ is often concentrated near a particular point, thus exhibiting a threshold phenomenon. For a sequence of such Boolean functions, we peer closely into this threshold window and consider, for large $n$, the limiting distribution (properly normalized to be nondegenerate) of this random point where the Boolean function switche…
A key fact in the theory of Boolean functions $f : \{0,1\}^n \to \{0,1\}$ is that they often undergo sharp thresholds. For example: if the function $f : \{0,1\}^n \to \{0,1\}$ is monotone and symmetric under a transitive action with $\E_p[f] = \eps$ and $\E_q[f] = 1-\eps$ then $q-p \to 0$ as $n \to \infty$. Here $\E_p$ denotes the product probability measure on $\{0,1\}^n$ where each coordinate takes the value $1$ independently with probability $p$. The fact that symmetric functions undergo sharp thresholds is important in the study of random graphs and constraint satisfaction problems as well…
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…
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…
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…
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…
The purpose of this expository note is to give the proof of a theorem of Bourgain with some additional details and updated notation. The theorem first appeared as an appendix to the breakthrough paper by Friedgut, \emph{Sharp Thresholds of graph properties and the $k$-SAT Problem}. Throughout, we use notation and definitions akin to those in O'Donnell's book, \emph{Analysis of Boolean Functions}.
In this paper we introduce a method which allows us to study properties of the random uniform simplicial complex. That is, we assign equal probability to all simplicial complexes with a given number of vertices and then consider properties of a complex under this measure. We are able to determine or present bounds for a number of topological and combinatorial properties. We also study the random pure simplicial complex of dimension $d$, generated by letting any subset of size $d+1$ of a set of $n$ vertices be a facet with probability $p$ and considering the simplicial complex generated by thes…
Hillclimbing is an essential part of any optimization algorithm. An important benchmark for hillclimbing algorithms on pseudo-Boolean functions $f: \{0,1\}^n \to \mathbb{R}$ are (strictly) montone functions, on which a surprising number of hillclimbers fail to be efficient. For example, the $(1+1)$-Evolutionary Algorithm is a standard hillclimber which flips each bit independently with probability $c/n$ in each round. Perhaps surprisingly, this algorithm shows a phase transition: it optimizes any monotone pseudo-boolean function in quasilinear time if $c<1$, but there are monotone functions fo…
Division of Science, NYU Abu Dhabi（纽约大学阿布扎比分校科学系）；Center for Interdisciplinary Data Science and AI, NYUAD Research Institute（NYUAD研究院跨学科数据科学与人工智能中心）；Courant Institute of Mathematical Sciences, New York University（纽约大学库朗数学科学研究所）
Wick polynomials and Wick products are studied in the context of non-commutative probability theory. It is shown that free, boolean and conditionally free Wick polynomials can be defined and related through the action of the group of characters over a particular Hopf algebra. These results generalize our previous developments of a Hopf algebraic approach to cumulants and Wick products in classical probability theory.
