Let $M$ be a $B$-probability space. Assume that $B$ itself is a $D$-probability space; then $M$ can be viewed as $D$-probability space as well. Let $X$ be in $M$. We look at the question of relating the properties of $X$ as $B$-valued random variable to its properties as $D$-valued random variable. We characterize freeness of $X$ from $B$ with amalgamation over $D$: (a) in terms of a certain factorization condition linking the $B$-valued and $D$-valued cumulants of $X$, and (b) for $D$ finite-dimensional, in terms of linking the $B$-valued and the $D$-valued Fisher information of $X$. We give an application to random matrices. For the second characterization we derive a new operator-valued description of the conjugate variable and introduce an operator-valued version of the liberation gradient.
We show that the limit laws of random matrices, whose entries are conditionally independent operator valued random variables having equal second moments proportional to the size of the matrices, are operator valued semicircular laws. Furthermore, we prove an operator valued analogue of Voiculescu's asymptotic freeness theorem. By replacing conditional independence with Boolean independence, we show that the limit laws of the random matrices are Operator-valued Bernoulli laws.
Let M be a B-probability space. Assume that B itself is a D-probability space; then M can be viewed as a D-probability space as well. Let X be in M. We characterize freeness of X from B with amalgamation over D in terms of a certain factorization condition linking the B-valued and D-valued R-transforms of X. We give an application to random matrices.
We characterize the limiting second order distributions of certain independent complex Wigner and deterministic matrices using Voiculescu's notions of freeness over the diagonal. If the Wigner matrices are Gaussian, Mingo and Speicher's notion of second order freeness gives a universal rule, in terms of marginal first and second order distribution. We adapt and reformulate this notion for operator-valued random variables in a second order probability space. The Wigner matrices are assumed to be permutation invariant with null pseudo variance and the deterministic matrices to satisfy a restrict…
In this paper, we develop the theory of bi-freeness in an amalgamated setting. We construct the operator-valued bi-free cumulant functions, and show that the vanishing of mixed cumulants is necessary and sufficient for bi-free independence. Further, we develop a multiplicative convolution for operator-valued random variables and explore ways to construct bi-free pairs of B-faces.
This paper deals with characterizing the freeness and asymptotic freeness of free multiple integrals with respect to a free Brownian motion or a free Poisson process. We obtain three characterizations of freeness, in terms of contraction operators, covariance conditions, and free Malliavin gradients. We show how these characterizations can be used in order to obtain limit theorems, transfer principles, and asymptotic properties of converging sequences.
We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We introduce the concept of "second order freeness" and derive the global fluctuations of Gaussian and Wishart random matrices by a general limit theorem for second order freeness. By introducing cyclic Fock space, we also give an operator algebraic model for the fluctuations of our random matrices in terms of the usual creation, annihilation, and preservation operators. We show that orthogonal families of Gaussian and Wishart random matrices are asymptoticall…
We show that the partial transposes of complex Wishart random matrices are asymptotically free. We also investigate regimes where the number of blocks is fixed but the size of the blocks increases. This gives a example where the partial transpose produces freeness at the operator level. Finally we investigate the case of real Wishart matrices.
In this paper, we will consider R-transform theory and R-transform calculus for compatible noncommutative probability space and amagamated noncommutative probability space. By doing this, we can realize the relation between scalar-valued R-transforms and operator-valued moment series, under the compatibility. Also, we can see that there is a big gap between freeness and amalgamated freeness.
We introduce and study `matricial circular systems' of operators which play the role of matricial counterparts of circular operators. They describe the asymptotic joint *-distributions of blocks of independent block-identically distributed Gaussian random matrices with respect to partial traces. Using these operators, we introduce `circular free Meixner distributions' as the non-Hermitian counterparts of free Meixner distributions and construct for them a random matrix model. Our approach is based on the concept of matricial freeness applied to operators on Hilbert spaces. It is closely relate…
As in the cases of freeness and monotonic independence, the notion of conditional freeness is meaningful when complex-valued states are replaced by positive conditional expectations. In this framework, the paper presents several positivity results, a version of the central limit theorem and an analogue of the conditionally free R-transform constructed by means of multilinear function series.
We use tools from free probability to study the spectra of Hermitian operators on infinite graphs. Special attention is devoted to universal covering trees of finite graphs. For operators on these graphs we derive a new variational formula for the spectral radius and provide new proofs of results due to Sunada and Aomoto using free probability. With the goal of extending the applicability of free probability techniques beyond universal covering trees, we introduce a new combinatorial product operation on graphs and show that, in the non-commutative probability context, it corresponds to the no…
We consider the limiting distribution of $U_NA_NU_N^*$ and $B_N$ (and more general expressions), where $A_N$ and $B_N$ are $N \times N$ matrices with entries in a unital C$^*$-algebra $\mathcal B$ which have limiting $\mathcal B$-valued distributions as $N \to \infty$, and $U_N$ is a $N \times N$ Haar distributed quantum unitary random matrix with entries independent from $\mathcal B$. Under a boundedness assumption, we show that $U_NA_NU_N^*$ and $B_N$ are asymptotically free with amalgamation over $\mathcal B$. Moreover, this also holds in the stronger infinitesimal sense of Belinschi-Shlyak…
Motivated by a random matrix theory model from wireless communications, we define random operator-valued matrices as the elements of $L^{\infty-}(Ω,{\mathcal F},{\mathbb P}) \otimes M_d({\mathcal A})$ where $(Ω,{\mathcal F},{\mathbb P})$ is a classical probability space and $({\mathcal A},φ)$ is a non-commutative probability space. A central limit theorem for the mean $M_d(\mathbb{C})$-valued moments of these random operator-valued matrices is derived. Also a numerical algorithm to compute the mean $M_d({\mathbb C})$-valued Cauchy transform of operator-valued semicircular mixtures is analyzed.
The notion of monotonic independence, introduced by N. Muraki, is considered in a more general frame, similar to the construction of operator-valued free probability. The paper presents constructions for maps with similar properties to the H and K transforms from the literature, semi inner-product bimodule analogues for the monotone and weakly monotone product of Hilbert spaces, an ad-hoc version of the Central Limit Theorem, an operator-valued arsine distribution as well as a connection to operator-valued conditional freeness.
We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued free probability theory such as the operator-valued free Central Limit Theorem and the asymptotic behaviour of distributions of operator-valued matrices. Our estimates are on the level of operator-valued Cauchy transforms and the Lévy distance. We address the single-variable as well as the multivariate setting for which we consider linear matrix pencils and noncommutative polynomials as test functions. The estimates are in terms of operator-valued moments and yield the first quantitative bounds on the Lévy…
We study the asymptotics of sums of matricially free random variables called random pseudomatrices, and we compare it with that of random matrices with block-identical variances. For objects of both types we find the limit joint distributions of blocks and give their Hilbert space realizations, using operators called `matricially free Gaussian operators'. In particular, if the variance matrices are symmetric, the asymptotics of symmetric blocks of random pseudomatrices agrees with that of symmetric random blocks. We also show that blocks of random pseudomatrices are `asymptotically matricially…
We study matrices whose entries are free or exchangeable noncommutative elements in some tracial $W^*$-probability space. More precisely, we consider operator-valued Wigner and Wishart matrices and prove quantitative convergence to operator-valued semicircular elements over some subalgebra in terms of Cauchy transforms. As direct applications, we obtain explicit rates of convergence for a large class of random block matrices with independent or correlated blocks. Our approach relies on a noncommutative extension of the Lindeberg method and operator-valued Gaussian interpolation techniques.
We prove several results asserting that the action of a Banach-Lie group on Hilbert spaces of holomorphic sections of a holomorphic Hilbert space bundle over a complex Banach manifold is multiplicity free. These results require the existence of compatible antiholomorphic bundle maps and certain multiplicity freeness assumptions for stabilizer groups. For the group action on the base, the notion of an $(S,σ)$-weakly visible action (generalizing T.Koboyashi's visible actions) provides an effective way to express the assumptions in an economical fashion. In particular, we derive a version for gro…
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 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.
In this paper, we consider the following question and variants thereof: given $\mathbf D:=\big(a_{1;i}\otimes\cdots\otimes a_{K;i}:i\in I\big)$, a collection of elementary tensor non-commutative random variables in the tensor product of probability spaces $(\mathcal A_1\otimes\cdots\otimes\mathcal A_K,ϕ_1\otimes\cdots\otimesϕ_K)$, when is $\mathbf D$ $*$-free? (See Section 1.2 for a precise formulation of this problem.) Settling whether or not freeness occurs in tensor products is a recurring problem in operator algebras, and the following two examples provide a natural motivation for the abov…
The 2-Norm Distance on the Reflexive Lattice Generated by a Double Triangle Lattice of Projections
Institute of Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）
We address the question of a Berry-Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial sums in an operator-valued free central limit theorem and the Cauchy transform of the limiting operator-valued semicircular element. Since we have to deal with in general non-self-adjoint operators, we introduce the notion of matrix-valued resolvent sets and study the behavior of Cauchy transforms on them.
We provide a characterization for operator valued completely bounded linear maps on Hilbert $C^*$-modules in terms of $φ$-maps. Also, we show that for every operator valued completely positive map $φ$ on a $C^*$-algebra $\mathcal{A}$, there is a unique (up to multiplication by a unitary operator) non-degenerate $φ$-map on each Hilbert $\mathcal{A}$-module.
We investigate operator-valued monotone independence, a noncommutative version of independence for conditional expectation. First we introduce operator-valued monotone cumulants to clarify the whole theory and show the moment-cumulant formula. As an application, one can obtain an easy proof of Central Limit Theorem for operator-valued case. Moreover, we prove a generalization of Muraki's formula for the sum of independent random variables and a relation between generating functions of moments and cumulants.
We study the operator-valued free Fisher information of random matrices in an operator-valued noncommutative probability space. We obtain a formula for $Φ^\ast_{M_2(\mb)}(A,A^\ast,M_2(\mb),η)$, where $A\in M_2(\mb)$ is a $2\times 2$ operator matrix on $\mb$, and $η$ is linear operators on $M_2(\mb)$. Then we consider a special setting: $A$ is an operator-valued semicircular matrix with conditional expectation covariance, and find that $Φ_\mb^\ast(c,c^\ast:\mb,id)=2Index(E)$, where $E$ is a conditional expectation of $\mb$ onto $\md$ and $c$ is a circular variable with covariance $E$.
We study of the connection between operator valued central limits for monotone, Boolean and free probability theory, which we shall call the arcsine, Bernoulli and semicircle distributions, respectively. In scalar-valued non-commutative probability these measures are known to satisfy certain arithmetic relations with respect to Boolean and free convolutions. We show that generally the corresponding operator-valued distributions satisfy the same relations only when we consider them in the fully matricial sense introduced by Voiculescu. In addition, we provide a combinatorial description in term…
Matrix valued asymmetric truncated Toeplitz operator are compression of multiplication operators acting between two model spaces. These are the generalization of matrix valued truncated Toeplitz operators. In this paper we use generalized Crofoot transform to characterize symbol of matrix valued asymmetric truncated Toeplitz operator equal to zero operator.
In this paper, we observe the amalgamated free product structure of a Graph W*-probability space. In [16] and [17], we already observed the operator-valued freeness conditions on a graph W*-algebra. By using the conditions, we will consider the amalgamated free product structure of a graph W*-algebra. In particular, we can make the algebra be blocked, by so-called the loop free blocks (D_G-semicircular blocks) and non-loop blocks (R-diagonal blocks). Finally, we can see the the graph W*-algebra is the free product of edge blocks of the algebra.
We consider an action of the real line on a C*-algebra for which there is a centre-valued invariant trace. We define a family of Toeplitz operators with symbols in the original algebra. When the symbol is invertible, the Toeplitz operator is Fredholm in an appropriate sense, and we give a formula for the index using a notion of centre-valued winding number defined using the trace. The results and techniques generalise previous results of the authors for scalar-valued traces.
We give an explicit realization of the $η$-convolution power of an $A$-valued distribution, as defined earlier by Anshelevich, Belinschi, Fevrier and Nica. If $η:A\to A$ is completely positive and $η\geq\operatorname{id}$, we give a short proof of positivity of the $η$-convolution power of a positive distribution. Conversely, if $η\not\geq\operatorname{id}$, and $s$ is large enough, we construct an $s$-tuple whose $A$-valued distribution is positive, but has non-positive $η$-convolution power.
We prove the version of interpolation theorem for non-commutative vector-valued fully symmetric spaces associated with fully symmetric Banach function spaces and a von Neumann algebra equipped with a faithful semifinite normal trace.
We show that some matrices are Schur multipliers and this is applied to obtain classes of operator-valued Foguel-Hankel operators similar to contractions. This provides partial answers to a problem of K. Davidson and the second author concerning CAR-valued Foguel-Hankel operators.
We introduce two kinds of operator-valued norms. One of them is an $L(H)$-valued norm. The other one is an $L(C(K))$-valued norm. We characterize the completeness with respect to a bounded $L(H)$-valued norm. Furthermore, for a given Banach space $\textbf{B}$, we provide an $L(C(K))$-valued norm on $\textbf{B}$. and we introduce an $L(C(K))$-valued norm on a Banach space satisfying special properties.
This paper is devoted to the study of operator-valued Triebel-Lizorkin spaces. We develop some Fourier multiplier theorems for square functions as our main tool, and then study the operator-valued Triebel-Lizorkin spaces on $\mathbb{R}^d$. As in the classical case, we connect these spaces with operator-valued local Hardy spaces via Bessel potentials. We show the lifting theorem, and get interpolation results for these spaces. We obtain Littlewood-Paley type, as well as the Lusin type square function characterizations in the general way. Finally, we establish smooth atomic decompositions for th…
We provide a short proof for the twisted multiplicativity property of the operator-valued S-transform. This is my contribution to the topical collection ''Multivariable Operator Theory. The Jörg Eschmeier Memorial'' of Complex Analysis and Operator Theory.
We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called matricial freeness, can be viewed as a generalization of both freeness and monotone independence. At the same time, the sums of matricially free random variables, called random pseudomatrices, are closely related to Gaussian random matrices. The main results presented in this paper concern the standard and tracial central limit theorems for random pseudomatrice…
We introduce the notions of L(H)-valued norms and Banach spaces with respect to L(H)-valued norms. In particular, we introduce Hilbert spaces with respect to L(H)-valued inner products. In addition, we provide several fundamental examples of Hilbert spaces with respect to L(H)-valued inner products.
In the setting of distributions taking values in a $C^\ast$-algebra $\mathcal{B}$, we define generalized Jacobi parameters and study distributions they generate. These include numerous known examples and one new family, of $\mathcal{B}$-valued free binomial distributions, for which we are able to compute free convolution powers. Moreover, we develop a convenient combinatorial method for calculating the joint distributions of $\mathcal{B}$-free random variables with Jacobi parameters, utilizing two-color non-crossing partitions. This leads to several new explicit examples of free convolution co…
In [13] and [14], we found so-called the reccurence diagram. This paper is the application of such recurrence diagram. As a first application for the reccurence diagram, we will re-compute the well-known moment series of the generating opeator of the free group factor L(F_N). Also, we will compute the trivial L(F_1)-valued moment series of the generating operator of L(F_2). This result can be extended for the general case when we have L(F_N), instead of L(F_2). To study operator-valued moment series is to study the operator-valued distribution. By doing that, we can get some algebraic and comb…
Motivated by the asymptotic collective behavior of random and deterministic matrices, we propose an approximation (called "free deterministic equivalent") to quite general random matrix models, by replacing the matrices with operators satisfying certain freeness relations. We comment on the relation between our free deterministic equivalent and deterministic equivalents considered in the engineering literature. We do not only consider the case of square matrices, but also show how rectangular matrices can be treated. Furthermore, we emphasize how operator-valued free probability techniques can…
We develop elements of a general dilation theory for operator-valued measures and bounded linear maps between operator algebras that are not necessarily completely-bounded. We prove our main results by extending and generalizing some known results from the theory of frames and framings.
In this paper, we will consider the generating operator of the free group factor L(F_2). Then we can construct the group von Neumann algebra L(K), where K is the commutator group of F_2 and the conditional expectation E. Then (L(F_2), E) is the W*-probability space with amalgamation over L(K). In this paper, we will compute the trivial operator-valued moment series of the generating operator of L(F_2) over L(K). This computation is the good example for studying the operator-valued distribution, since the operator-valued moment series of operator-valued random variables contain algebraic and co…
In this paper, we investigate the mapping properties of pseudo-differential operators with operator-valued symbols. Thanks to the smooth atomic decomposition of the operator-valued Triebel-Lizorkin spaces $F_1^{α,c}(\mathbb{R}^d,\mathcal{M})$ obtained in our previous paper, we establish the $F_1^{α,c}$-regularity of regular symbols for every $α\in \mathbb{R}$, and the $F_1^{α,c}$-regularity of forbidden symbols for $α>0$. As applications, we obtain the same results on the usual and quantum tori.
We provide a natural BMO-criterion for the $L_2$-boundedness of Calderón-Zygmund operators with operator-valued kernels satisfying a symmetric property. Our arguments involve both classical and quantum probability theory. In the appendix, we give a proof of the $L_2$-boundedness of the commutators $[R_j,b]$ whenever $b$ belongs to the Bourgain's vector-valued BMO space, where $R_j$ is the $j$-th Riesz transform. A common ingredient is the operator-valued Haar multiplier studied by Blasco and Pott.
We obtain a complete characterization of the weak-type $(1,1)$ for Haar shift operators in terms of generalized Haar systems adapted to a Borel measure $μ$ in the operator-valued setting. The main technical tool in our method is a noncommutative Calderón-Zygmund decomposition valid for arbitrary Borel measures.
