In this paper we study some analytic properties of bi-free additive convolution, both scalar and operator-valued. We show that using properties of Voiculescu's subordination functions associated to free additive convolution of operator-valued distributions, simpler formulas for bi-free convolutions can be derived. We use these formulas in order to prove a result about atoms of bi-free additive convolutions.
Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations in free probability to random variables with unbounded support. Using this technique we also prove a new characterization of distributions of free random variables. A similar technique is used to study Laha-Lukacs regressions for monotonically independent random variables.
We give an explicit description, via analytic subordination, of free multiplicative convolution of operator-valued distributions. In particular, the subordination function is obtained from an iteration process. This algorithm is easily numerically implementable. We present two concrete applications of our method: the product of two free operator-valued semicircular elements and the calculation of the distribution of $dcd+d^2cd^2$ for scalar-valued $c$ and $d$, which are free. Comparision between the solution obtained by our methods and simulations of random matrices shows excellent agreement.
We realize the Belinschi-Nica semigroup of homomorphisms as a free multiplicative subordination. This realization allows to define more general semigroups of homomorphisms with respect to free multiplicative convolution. For these semigroups we show that a differential equation holds, generalizing the complex Burgers equation. We give examples of free multiplicative subordination and find a relation to the Markov-Krein transform, Boolean stable laws and monotone stable laws. A similar idea works for additive subordination, and in particular we study the free additive subordination associated t…
We develop an analytic theory of operator-valued additive free convolution in terms of subordination functions. In contrast to earlier investigations our functions are not just given by power series expansions, but are defined as Frechet analytic functions in all of the operator upper half plane. Furthermore, we do not have to assume that our state is tracial. Combining this new analytic theory of operator-valued free convolution with Anderson's selfadjoint version of the linearization trick we are able to provide a solution to the following general random matrix problem: How can we calculate …
In his article "On the free convolution with a semicircular distribution," Biane found very useful characterizations of the boundary values of the imaginary part of the Cauchy-Stieltjes transform of the free additive convolution of a probability measure on the real line with a Wigner (semicircular) distribution. Biane's methods were recently extended by Huang to measures which belong to the partial free convolution semigroups introduced by Nica and Speicher. This note further extends some of Biane's methods and results to free convolution powers of operator-valued distributions and to free con…
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…
The existence of Voiculescu's subordination functions in the context of non-tracial operator-valued C*-probability spaces has been established using analytic function theory methods. We use a matrix construction to show that the subordination functions thus obtained also satisfy an appropriately modified form of subordination for conditional expectations.
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 use the theory of fully matricial, or non-commutative, functions to investigate infinite divisibility and limit theorems in operator-valued non-commutative probability. Our main result is an operator-valued analogue of the Bercovici-Pata bijection. An important tool is Voiculescu's subordination property for operator-valued free convolution.
We consider the framework of an operator-valued noncommutative probability space over a unital C*-algebra B. We show how for a B-valued distribution μone can define convolution powers with respect to free additive convolution and with respect to Boolean convolution, where the exponent considered in the power is a suitably chosen linear map ηfrom B to B, instead of being a non-negative real number. More precisely, the Boolean convolution power is defined whenever ηis completely positive, while the free additive convolution power is defined whenever η- 1 is completely positive (where 1 stands fo…
We obtain a formula for the density of the free convolution of an arbitrary probability measure on the unit circle of $\mathbb{C}$ with the free multiplicative analogues of the normal distribution on the unit circle. This description relies on a characterization of the image of the unit disc under the subordination function, which also allows us to prove some regularity properties of the measures obtained in this way. As an application, we give a new proof for Biane's classic result on the densities of the free multiplicative analogue of the normal distributions. We obtain analogue results for…
In this paper, we study the partial bi-free $S$-transform of a pair $(a,b)$ of random variables, and the $S$-transform of the $2\times 2$ matrix-valued random variable $\left(\begin{matrix}a&0\\0&b\end{matrix}\right)$ associated with $(a,b)$ when restricted to upper triangular $2\times 2$ matrices. We first derive an explicit expression of bi-free multiplicative convolution (of probability measures on the bi-unit-sphere $\mathbb{T}^2$ of $\mathbb{C}^2$, or on $\mathbb{R}^2_+$ in $\mathbb{C}^2$) from a subordination equation for bi-free multiplicative convolution. We then show that, when $(a_1,…
We study random matrices acting on tensor product spaces which have been transformed by a linear block operation. Using operator-valued free probability theory, under some mild assumptions on the linear map acting on the blocks, we compute the asymptotic eigenvalue distribution of the modified matrices in terms of the initial asymptotic distribution. Moreover, using recent results on operator-valued subordination, we present an algorithm that computes, numerically but in full generality, the limiting eigenvalue distribution of the modified matrices. Our analytical results cover many cases of i…