Using concepts of noncommutative probability we show that the Loewner's evolution equation can be viewed as providing a map from paths of measures to paths of probability measures. We show that the fixed point of the Loewner map is the convolution semigroup of the semicircle law in the chordal case, and its multiplicative analogue in the radial case. We further show that the Loewner evolution ``spreads out'' the distribution and that it gives rise to a Markov process.
We adapt the theory of chordal Loewner chains to the operator-valued matricial upper-half plane over a $C^*$-algebra $\mathcal{A}$. We define an $\mathcal{A}$-valued chordal Loewner chain as a subordination chain of analytic self-maps of the $\mathcal{A}$-valued upper half-plane, such that each $F_t$ is the reciprocal Cauchy transform of an $\mathcal{A}$-valued law $μ_t$, such that the mean and variance of $μ_t$ are continuous functions of $t$. We relate $\mathcal{A}$-valued Loewner chains to processes with $\mathcal{A}$-valued free or monotone independent independent increments just as was do…
We study chordal Loewner families in the upper half-plane and show that they have a parametric representation. We show one, that to every chordal Loewner family there corresponds a unique measurable family of probability measures on the real line, and two, that to every measurable family of probability measures on the real line there corresponds a unique chordal Loewner family. In both cases the correspondence is being given by solving the chordal Loewner equation. We use this to show that any probability measure on the real line with finite variance and mean zero has univalent Cauchy transfor…
We consider multiple radial SLE as the number of curves tends to infinity. We give conditions that imply the tightness of the associated processes given by the Loewner equation. In the case of equal weights, the infinite-slit limit is described by a Loewner equation whose Herglotz vector field is given by a Burgers differential equation. Furthermore, we investigate a more general form of the Burgers equation. On the one hand, it appears in connection with semigroups of probability measures on the unit circle with respect to free convolution. On the other hand, the Burgers equation itself is al…
First we introduce the two tau-functions which appeared either as the $τ$-function of the integrable hierarchy governing the Riemann mapping of Jordan curves or in conformal field theory and the universal Grassmannian. Then we discuss various aspects of their interrelation. Subsequently, we establish a novel connection between free probability, growth models and integrable systems, in particular for second order freeness, and summarise it in a dictionary. This extends the previous link between conformal maps and large $N$-matrix integrals to (higher) order free probability. Within this context…
This paper defines the notion of generators for a class of decreasing radial Loewner chains which are only continuous with respect to time. For this purpose, "Loewner's integral equation" which generalizes Loewner's differential equation is defined and analyzed. The definition of generators is motivated by the Lévy-Khintchine representation for additive processes on the unit circle. Actually, we can and do introduce a homeomorphism between the above class of Loewner chains and the set of the distributions of increments of additive processes equipped with suitable topologies. On the other hand,…
When studying stochastic processes, it is often fruitful to have an understanding of several different notions of regularity. One such notion is the optimal Hölder exponent obtainable under reparametrization. In this paper, we show that the chordal SLE_kappa path in the unit disk for kappa less than or equal to 4 can be reparametrized to be Hölder continuous of any order up to 1/(1+kappa/8). From this result, we obtain that the Young integral is well defined along such SLE paths with probability one, and hence that SLE admits a path-wise notion of integration. This allows for us to consider th…
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.
Let $f_1, f_2, ..., f_n$ be a family of independent copies of a given random variable f in a probability space $(Ω, \mathcal{F}, μ)$. Then, the following equivalence of norms holds whenever $1 \le q \le p < \infty$ $$\Big(\int_Ω \Big[ \sum_{k=1}^n |f_k|^q \Big]^{\frac{p}{q}} d μ\Big)^{\frac1p} \sim \max_{r \in \{p,q\}} {n^{\frac1r} \Big(\int_Ω|f|^r dμ\Big)^{\frac1r}}.$$ We prove a noncommutative analogue of this inequality for sums of free random variables over a given von Neumann subalgebra. This formulation leads to new classes of noncommutative function spaces which appear in quantum probab…
The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is a noncommutative version of this theorem. In contrast to the classical result of Ryll-Nadzewski, exchangeability turns out to be stronger than spreadability for infinite noncommutative random sequences. Out of our investigations emerges noncommutative conditional independence in terms of a von Neumann algebraic structure closely related to Popa's notion of c…
In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss connections between Boolean and free convolutions and, in the last chapter, we prove that any infinitely divisible probability measure with respect to monotonic additive or multiplicative convolution belongs to a one-parameter semigroup with respect to the corresponding convolution. Earlier versions of some of the results in this thesis have already been publ…
We prove disjointification inequalities due to Johnson and Schechtman for noncommutative random variables independent in the sense of Junge and Xu. In the same setting, we also prove noncommutative Khinchine inequalities. These inequalities are proved both for symmetric operator spaces and for modulars.
In this paper, we provide a framework of estimates for describing 2D scaling limits by Schramm's SLE curves. In particular, we show that a weak estimate on the probability of an annulus crossing implies that a random curve arising from a statistical mechanics model will have scaling limits and those will be well-described by Loewner evolutions with random driving forces. Interestingly, our proofs indicate that existence of a nondegenerate observable with a conformally-invariant scaling limit seems sufficient to deduce the required condition. Our paper serves as an important step in establishin…
We present a mathematical proof of theoretical predictions made by Arguin and Saint-Aubin, as well as by Bauer, Bernard, and Kytola, about certain non-local observables for the two-dimensional Ising model at criticality by combining Smirnov's recent proof of the fact that the scaling limit of critical Ising interfaces can be described by chordal SLE(3) with Kozdron and Lawler's configurational measure on mutually avoiding chordal SLE paths. As an extension of this result, we also compute the probability that an SLE(k) path, k in (0,4], and a Brownian motion excursion do not intersect.
Based on a maximal inequality type result of Cuculescu, we establish some noncommutative maximal inequalities such as Hajék--Penyi inequality and Etemadi inequality. In addition, we present a noncommutative Kolmogorov type inequality by showing that if $x_1, x_2, \ldots, x_n$ are successively independent self-adjoint random variables in a noncommutative probability space $(\mathfrak{M}, τ)$ such that $τ\left(x_k\right) = 0$ and $s_k s_{k-1} = s_{k-1} s_k$, where $s_k = \sum_{j=1}^k x_j$, then for any $λ> 0$ there exists a projection $e$ such that $$1 - \frac{(λ+ \max_{1 \leq k \leq n} \|x_k\|)…
In this paper, we establish an extension of a noncommutative Bennett inequality with a parameter $1\leq r\leq2$ and use it together with some noncommutative techniques to establish a Rosenthal inequality. We also present a noncommutative Hoeffding inequality as follows: Let $(\mathfrak{M}, τ)$ be a noncommutative probability space, $\mathfrak{N}$ be a von Neumann subalgebra of $\mathfrak{M}$ with the corresponding conditional expectation $\mathcal{E}_{\mathfrak{N}}$ and let subalgebras $\mathfrak{N}\subseteq\mathfrak{A}_j\subseteq\mathfrak{M}\,\,(j=1, \cdots, n)$ be successively independent ov…
This is the first expository set of notes on SLE I have written since publishing a book two years ago [45]. That book covers material from a year-long class, so I cannot cover everything there. However, these notes are not just a subset of those notes, because there is a slight change of perspective. The main differences are: o I have defined SLE as a finite measure on paths that is not necessarily a probability measure. This seems more natural from the perspective of limits of lattice systems and seems to be more useful when extending SLE to non-simply connected domains. (However, I do not di…
Working with a rather general notion of independence, we provide a transference method which allows to compare the p-norm of sums of independent copies with the p-norm of sums of free copies. Our main technique is to construct explicit operator space Lp embeddings preserving independence to reduce the problem to L1, where some recent results by the first-named author can be used. We find applications for noncommutative Khincthine/Rosenthal type inequalities and for noncommutative Lp embedding theory.
We generalize results of Mingo and Nica on graded independence from the context of $\mathbb Z_2$--graded (Fermionic) noncommutative probability spaces to that of $\mathbb Z_n$--graded noncommutative probability spaces. We show that for $q$ a primitive $n$-th root of unity, the $q$-cumulants defined by Nica linearize the addition of homogeneous $\mathbb Z_n$--graded independent random variables.
Let $D={\mathbb H} \setminus \cup_{k=1}^N C_k$ be a standard slit domain, where ${\mathbb H}$ is the upper half plane and $C_k$, $1\leq k\leq N$, are mutually disjoint horizontal line segments in $H$. Given a Jordan arc $γ\subset D$ starting at $\partial H$, let $g_t$ be the unique conformal map from $D\setminusγ[0,t]$ onto a standard slit domain $D_t={\mathbb H} \setminus \cup_{k=1}^N C_k(t)$ satisfying the hydrodynamic normalization at infinity. It has been established recently that $g_t$ satisfies an ODE called a Komatu-Loewner equation in terms of the complex Poisson kernel of the Brownian…
We derive the large deviation principle for radial Schramm-Loewner evolution ($\operatorname{SLE}$) on the unit disk with parameter $κ\rightarrow \infty$. Restricting to the time interval $[0,1]$, the good rate function is finite only on a certain family of Loewner chains driven by absolutely continuous probability measures $\{ϕ_t^2 (ζ)\, dζ\}_{t \in [0,1]}$ on the unit circle and equals $\int_0^1 \int_{S^1} |ϕ_t'|^2/2\,dζ\,dt$. Our proof relies on the large deviation principle for the long-time average of the Brownian occupation measure by Donsker and Varadhan.
The Green's function for the chordal Schramm-Loewner evolution $SLE_κ$ for $0 < κ< 8$, gives the normalized probability of getting near points. We give up-to-constant bounds for the two-point Green's function.
A quantum surface (QS) is an equivalence class of pairs $(D,H)$ of simply connected domains $D\subsetneq\mathbb{C}$ and random distributions $H$ on $D$ induced by the conformal equivalence for random metric spaces. This distribution-valued random field is extended to a QS with $N+1$ marked boundary points (MBPs) with $N\in\mathbb{Z}_{\ge 0}$. We propose the conformal welding problem for it in the case of $N\in\mathbb{Z}_{\ge 1}$. If $N=1$, it is reduced to the problem introduced by Sheffield, who solved it by coupling the QS with the Schramm--Loewner evolution (SLE). When $N \ge 3$, there natu…
Bessel process is defined as the radial part of the Brownian motion (BM) in the $D$-dimensional space, and is considered as a one-parameter family of one-dimensional diffusion processes indexed by $D$, BES$^{(D)}$. It is well-known that $D_{\rm c}=2$ is the critical dimension. Bessel flow is a notion such that we regard BES$^{(D)}$ with a fixed $D$ as a one-parameter family of initial value. There is another critical dimension $\bar{D}_{\rm c}=3/2$ and, in the intermediate values of $D$, $\bar{D}_{\rm c} < D < D_{\rm c}$, behavior of Bessel flow is highly nontrivial. The dimension D=3 is speci…
We introduce a new distributional invariance principle, called `partial spreadability', which emerges from the representation theory of the Thompson monoid $F^+$ in noncommutative probability spaces. We show that a partially spreadable sequence of noncommutative random variables is adapted to a local Markov filtration. Conversely we show that a large class of noncommutative stationary Markov sequences provides representations of the Thompson monoid $F^+$. In the particular case of a classical probability space, we arrive at a de Finetti theorem for stationary Markov sequences with values in a …
We introduce the maximal correlation coefficient $R(M_1,M_2)$ between two noncommutative probability subspaces $M_1$ and $M_2$ and show that the maximal correlation coefficient between the sub-algebras generated by $s_n:=x_1+\ldots +x_n$ and $s_m:=x_1+\ldots +x_m$ equals $\sqrt{m/n}$ for $m\le n$, where $(x_i)_{i\in \mathbb{N}}$ is a sequence of free and identically distributed noncommutative random variables. This is the free-probability analogue of a result by Dembo--Kagan--Shepp in classical probability. As an application, we use this estimate to provide another simple proof of the monotoni…
One may consider three types of statistical inference: Bayesian, frequentist, and group invariance-based. The focus here is on the last method. We consider the Poisson and binomial distributions in detail to illustrate a group invariance method for constructing inferred distributions on parameter spaces given observed results. These inferred distributions are obtained without using Bayes' method and in particular without using a joint distribution of random variable and parameter. In the Poisson and binomial cases, the final formulas for inferred distributions coincide with the formulas for Ba…
We show that representations of the Thompson group $F$ in the automorphisms of a noncommutative probability space yield a large class of bilateral stationary noncommutative Markov processes. As a partial converse, bilateral stationary Markov processes in tensor dilation form yield representations of $F$. As an application, and building on a result of Kümmerer, we canonically associate a representation of $F$ to a bilateral stationary Markov process in classical probability.
We introduce a class of operators associated with the signature of a smooth path $X$ with values in a $C^{\star}$ algebra $\mathcal{A}$. These operators serve as the basis of Taylor expansions of solutions to controlled differential equations of interest in noncommutative probability. They are defined by fully contracting iterated integrals of $X$, seen as tensors, with the product of $\mathcal{A}$. Were it considered that partial contractions should be included, we explain how these operators yield a trajectory on a group of representations of a combinatorial Hopf monoid. To clarify the role …
We consider here a class of groupoids obtained via an equivalence relation (the subgroupoids of pair groupoids). We generalize to Haar Systems in these groupoids some results related to entropy and pressure which are well known in Thermodynamic Formalism. We introduce a transfer operator, where the equivalence relation (which defines the groupoid) plays the role of the dynamics and the corresponding transverse function plays the role of the {\it a priori} probability. We also introduce the concept of invariant transverse probability and of entropy for an invariant transverse probability, as we…
We investigate questions related to the notion of traffics introduced by the author C. Male as a noncommutative probability space with numerous additional operations and equipped with the notion of traffic independence. We prove that any sequence of unitarily invariant random matrices that converges in noncommutative distribution converges in distribution of traffics whenever it fulfills some factorization property. We provide an explicit description of the limit which allows to recover and extend some applications (on the freeness from the transposed ensembles by Mingo and Popa and the freene…
Let $γ$ be the curve generating a Schramm--Loewner Evolution (SLE) process, with parameter $κ\geq0$. We prove that, with probability one, the Hausdorff dimension of $γ$ is equal to $\operatorname {Min}(2,1+κ/8)$.
These notes are intended as an introduction to noncommutative (quantum) filtering theory. An introduction to quantum probability theory is given, focusing on the spectral theorem and the conditional expectation as the least squares estimate, and culminating in the construction of Wiener and Poisson processes on the Fock space. Next we describe the Hudson-Parthasarathy quantum Ito calculus and its use in the modelling of physical systems. Finally, we use a reference probability method to obtain quantum filtering equations, in the Belavkin-Zakai (unnormalized) form, for several system-observatio…
This paper contributes to the current studies on regularity properties of noncommutative distributions in free probability theory. More precisely, we consider evaluations of selfadjoint noncommutative polynomials in noncommutative random variables that have finite non-microstates free Fisher information, highlighting the special case of Lipschitz conjugate variables. For the first time in this generality, it is shown that the analytic distributions of those evaluations have Hölder continuous cumulative distribution functions with an explicit Hölder exponent that depends only on the degree of t…
Multiple Schramm-Loewner Evolutions (SLE) are conformally invariant random processes of several curves, whose construction by growth processes relies on partition functions: Möbius covariant solutions to a system of second order partial differential equations. In this article, we use a quantum group technique to construct a distinguished basis of solutions, which conjecturally correspond to the extremal points of the convex set of probability measures of multiple SLEs.
It is shown that if a Markov map $T$ on a noncommutative probability space $\mathcal{M}$ has a spectral gap on $L_2(\mathcal{M})$, then it also has one on $L_p(\mathcal{M})$ for $1<p<\infty$. For fixed $p$, the converse also holds if $T$ is factorizable. These results are also new for classical probability spaces.
In noncommutative probability theory independence can be based on free products instead of tensor products. This yields a highly noncommutative theory: free probability . Here we show that the classical Shannon's entropy power inequality has a counterpart for the free analogue of entropy . The free entropy (introduced recently by the second named author), consistently with Boltzmann's formula $S=k\log W$, was defined via volumes of matricial microstates. Proving the free entropy power inequality naturally becomes a geometric question. Restricting the Minkowski sum of two sets means to specify …
Which combinatorial sequences correspond to moments of probability measures on the real line? We present a generating function, in the form of a continued fraction, for a fourteen-parameter family of such sequences and interpret these in terms of combinatorial statistics on the symmetric groups. Special cases include several classical and noncommutative probability laws, along with a substantial subset of the orthogonalizing measures in the q-Askey scheme, now given a new combinatorial interpretation in terms of elementary permutation statistics. This framework further captures a variety of in…
