Starting from elementary considerations about independence and Markov processes in classical probability we arrive at the new concept of conditional monotone independence (or operator-valued monotone independence). With the help of product systems of Hilbert modules we show that monotone conditional independence arises naturally in dilation theory.
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…
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 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…
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 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.
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…
The paper gives an operator algebras model for the conditional monotone independence, introduced by T. Hasebe. The construction is used to prove an embedding result for the N. Muraki's monotone product of C*-algebras. Also, the formulas from the definition of conditional monotone independence are used to define the monotone product of maps which is shown to preserve complete positivity, a similar to the results from the case of free products.
We introduce the notion of operator-valued infinitesimal (OVI) independence for the Boolean and monotone cases. Then show that OVI Boolean (resp. monotone) independence is equivalent to the operator-valued Boolean (resp. monotone) independence over an algebra of $2\times 2$ upper triangular matrices. Moreover, we derive formulas to obtain the OVI Boolean (resp. monotone) additive convolution by reducing it to the operator-valued case. We also define OVI Boolean and monotone cumulants and study its basic properties. Moreover, for each notion of OVI independence, we construct the corresponding O…
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 $N$-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…
In the case of monotone independence, the transparent understanding of the mechanism to validate the central limit theorem (CLT) has been lacking, in sharp contrast to commutative, free and Boolean cases. We have succeeded in clarifying it by making use of simple combinatorial structure of peakless pair partitions.
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.
We show how to reduce free independence to tensor independence in the strong sense. We construct a suitable unital *-algebra of closed operators `affiliated' with a given unital *-algebra and call the associated closure `monotone'. Then we prove that monotone closed operators of the form $$ X'= \sum_{k=1}^{\infty}X(k)\bar{\otimes} p_{k}, X''=\sum_{k=1}^{\infty} p_{k}\bar{\otimes}X(k) $$ are free with respect to a tensor product state, where $X(k)$ are tensor independent copies of a random variable $X$ and $(p_{k})$ is a sequence of orthogonal projections. For unital free *-algebras, we constru…
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 investigate tensor products of random matrices, and show that independence of entries leads asymptotically to $\varepsilon$-free independence, a mixture of classical and free independence studied by Młotkowski and by Speicher and Wysoczański. The particular $\varepsilon$ arising is prescribed by the tensor product structure chosen, and conversely, we show that with suitable choices an arbitrary $\varepsilon$ may be realized in this way. As a result we obtain a new proof that $\mathcal{R}^ω$-embeddability is preserved under graph products of von Neumann algebras, along with an explicit recip…
Voiculescu's freeness emerges in computing the asymptotic of spectra of polynomials on $N\times N$ random matrices with eigenspaces in generic positions: they are randomly rotated with a uniform unitary random matrix $U_N$. In this article we elaborate on the previous point by proposing a random matrix model, which we name the Vortex model, where $U_N$ has the law of a uniform unitary random matrix conditioned to leave invariant one deterministic vector $v_N$. In the limit $N \to +\infty$, we show that $N\times N$ matrices randomly rotated by the matrix $U_N$ are asymptotically conditionally f…
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…
It has been shown by Voiculescu and Biane that the analytic subordination property holds for free additive and multiplicative convolutions. In this paper, we present an operatorial approach to subordination for free multiplicative convolutions. This study is based on the concepts of `freeness with subordination', or `s-free independence', and `orthogonal independence', introduced recently in the context of free additive convolutions. In particular, we introduce and study the associated multiplicative convolutions and construct related operators, called `subordination operators' and `subordinat…
We introduce a notion of mean cohomological independence dimension for actions of discrete amenable groups on compact metrizable spaces, as a variant of mean dimension, and use it to obtain lower bounds for the radius of comparison of the associated crossed product C*-algebras. Our general theory gives the following for the minimal subshifts constructed by Dou in 2017. Let G be a countable amenable group, let Z be a polyhedron, and let T be Dou's subshift of Z^G (which also depends on a density parameter). Then the radius of comparison of the crossed product is greater than r (1/2) mdim (T) - …