In this paper we collect a few results about exchangeability systems in which crossing cumulants vanish, which we call noncrossing exchangeability systems. The main result is a free version of De Finetti's theorem, characterising amalgamated free products as noncrossing exchangeability systems which satisfy a so-called weak singleton condition. The main tool in the proof is an $L^p$-inequality with uniformly bounded constants for i.i.d. sequences in noncrossing exchangeability systems.
Inspired by Lehner's results on exchangeability systems we define `weak conditional freeness' and `conditional freeness' for stationary processes in an operator algebraic framework of noncommutative probability. We show that these two properties are equivalent and thus the process embeds into a von Neumann algebraic amalgamated free product over the fixed point algebra of the stationary process.
We prove general de Finetti type theorems for classical and free independence. The de Finetti type theorems work for all non-easy quantum groups, which generalize a recent work of Banica, Curran and Speicher. We determine maximal distributional symmetries which means the corresponding de Finetti type theorem fails if a sequence of random variables satisfy more symmetry relations other than the maximal one. In addition, we define Boolean quantum semigroups in analogous to the easy quantum groups, by universal conditions on matrix coordinate generators and an orthogonal projection. Then, we show…
Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting.It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the formula says that cumulants are moments of a certain ``discrete Fourier transform'' of a random variable. This provides a simple unified method to understand the known examples of cumulants, like classical, free cumulants and various q-cumulants.
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…
We show that the classical de Finetti theorem has a canonical noncommutative counterpart if we strengthen `exchangeability' (i.e., invariance of the joint distribution of the random variables under the action of the permutation group) to invariance under the action of the quantum permutation group. More precisely, for an infinite sequence of noncommutative random variables, we prove that invariance of their joint distribution under quantum permutations is equivalent to the fact that the random variables are identically distributed and free with respect to the conditional expectation onto their…
We introduce a family of quantum semigroups and their natural coactions on noncommutative polynomials. We present three invariance conditions, associated with these coactions, for the joint distribution of sequences of selfadjoint noncommutative random variables. For one of the invariance conditions, we prove that the joint distribution of an infinite sequence of noncommutative random variables satisfies it is equivalent to the fact that the sequence of the random variables are identically distributed and boolean independent with respect to the conditional expectation onto its tail algebra. Th…
We continue the investigation of noncommutative cumulants. In this paper various characterizations of noncommutative Gaussian random variables are proved.
We express classical, free, Boolean and monotone cumulants in terms of each other, using combinatorics of heaps, pyramids, Tutte polynomials and permutations. We completely determine the coefficients of these formulas with the exception of the formula for classical cumulants in terms of monotone cumulants whose coefficients are only partially computed.
Fock space constructions give rise to natural exchangeable families and are thus well suited for cumulant calculations. In this paper we develop some general formulas and compute cumulants for generalized Toeplitz operators, notably for q-Fock spaces, previously considered by M. Anshelevich and A. Nica, and Fock spaces for characters of the infinite symmetric group, which where constructed by Bozejko and Guta. An expression for cumulants in terms of the cycle-cover polynomials of certain directed graphs is obtained in this case.
We investigate possible generalizations of the de Finetti theorem to bi-free probability. We first introduce a twisted action of the quantum permutation groups corresponding to the combinatorics of bi-freeness. We then study properties of families of pairs of variables which are invariant under this action, both in the bi-noncommutative setting and in the usual noncommutative setting. We do not have a completely satisfying analogue of the de Finetti theorem, but we have partial results leading the way. We end with suggestions concerning the symmetries of a potential notion of n-freeness.
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 study sequences of noncommutative random variables which are invariant under "quantum transformations" coming from an orthogonal quantum group satisfying the "easiness" condition axiomatized in our previous paper. For 10 easy quantum groups, we obtain de Finetti type theorems characterizing the joint distribution of any infinite quantum invariant sequence. In particular, we give a new and unified proof of the classical results of de Finetti and Freedman for the easy groups S_n, O_n, which is based on the combinatorial theory of cumulants. We also recover the free de Finetti theorem of Köstl…
This is an introductory paper about our recent merge of a noncommutative de Finetti type result with representations of the infinite braid and symmetric group which allows to derive factorization properties from symmetries. We explain some of the main ideas of this approach and work out a constructive procedure to use in applications. Finally we illustrate the method by applying it to the theory of group characters.
We introduce and study noncommutative extensions of the Fourier transform and its logarithm to the algebra of functions on the free semigroup FS(2) on two generators with the convolution multiplication. These extensions are new types of moment and cumulant generating functions, respectively, the latter corresponding to the cumulants which are additive under the so-called filtered convolution on the free *-algebra on two generators. This algebra plays the role of a ``noncommutative plane'' built on the ``classical real line'' and the ``boolean real line''. The restrictions of the cumulant gener…
We provide an operator algebraic proof of a classical theorem of Thoma which characterizes the extremal characters of the infinite symmetric group $\mathbb{S}_\infty$. Our methods are based on noncommutative conditional independence emerging from exchangeability and we reinterpret Thoma's theorem as a noncommutative de Finetti type result. Our approach is, in parts, inspired by Jones' subfactor theory and by Okounkov's spectral proof of Thoma's theorem, and we link them by inferring spectral properties from certain commuting squares.
We prove a free analogue of Brillinger's formula (sometimes called "law of total cumulance") which expresses classical cumulants in terms of conditioned cumulants. As expected, the formula is obtained by replacing the lattice of set partitions by the lattice of noncrossing set partitions and using and an appropriate notion of noncommutative nested products. As an application we reprove a characterization of freeness due to Nica, Shlyakhtenko and Speicher by Möbius inversion techniques, without recourse to the Fock space model for free random variables.
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 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.
We consider two extensions of free probability that have been studied in the research literature, and are based on the notions of c-freeness and respectively of infinitesimal freeness for noncommutative random variables. In a 2012 paper, Belinschi and Shlyakhtenko pointed out a connection between these two frameworks, at the level of their operations of 1-dimensional free additive convolution. Motivated by that, we propose a construction which produces a multi-variate version of the Belinschi-Shlyakhtenko result, together with a result concerning free products of multi-variate noncommutative d…
We follow the guiding line offered by canonical operators on the full Fock space, in order to identify what kind of cumulant functionals should be considered for the concept of bi-free independence introduced in the recent work of Voiculescu. By following this guiding line we arrive to consider, for a general noncommutative probability space (A, phi), a family of "(l,r)-cumulant functionals" which enlarges the family of free cumulant functionals of the space. In the motivating case of canonical operators on the full Fock space we find a simple formula for a relevant family of (l,r)-cumulants o…
We extend the notion of quantum exchangeability, introduced by Köstler and Speicher in arXiv:0807.0677, to sequences (ρ_1,ρ_2,...c) of homomorphisms from an algebra C into a noncommutative probability space (A,ϕ), and prove a free de Finetti theorem: an infinite quantum exchangeable sequence (ρ_1,ρ_2,...c) is freely independent and identically distributed with respect to a conditional expectation. As a corollary we obtain a free analogue of the Hewitt Savage zero-one law. As in the classical case, the theorem fails for finite sequences. We give a characterization of finite quantum exchangeable…
Free probabilistic considerations of type B first appeared in a paper by Biane, Goodman and Nica in 2003. Recently, connections between type B and infinitesimal free probability were put into evidence by Belinschi and Shlyakhtenko (arXiv:0903.2721). The interplay between "type B" and "infinitesimal" is also the object of the present paper. We study infinitesimal freeness for a family of unital subalgebras A_1, ..., A_k in an infinitesimal noncommutative probability space (A, phi, phi'), and we introduce a concept of infinitesimal non-crossing cumulant functionals for (A, phi, phi'), obtained b…
In the algebraic theory of algebra-valued noncommutative probability spaces, for a unital algebra B, a mild reformulation of Speicher's noncrossing B-valued cumulants for random variables in these spaces is used to construct canonical random variables, acting on a Fock space over B, for arbitrary families of B-valued random variables. Also, a condition for traciality of a trace on B composed with the B-valued conditional expectation is given in terms of B-valued cumulants.
The paper establishes a connection between two recent combinatorial developments in free probability: the non-crossing linked partitions introduced by Dykema in 2007 to study the S-transform, and the partial order << on NC(n) introduced by Belinschi and Nica in 2008 in order to study relations between free and Boolean probability. More precisely, one has a canonical bijection between NCL(n) (the set of all non-crossing linked partitions of {1, ..., n}) and the set {(p,q) | p,q in NC(n), p<<q}. As a consequence of this bijection, one gets an alternative description of Dykema's formula expressin…
We introduce and study a new type of convolution of probability measures called the orthogonal convolution, which is related to the monotone convolution. Using this convolution, we derive alternating decompositions of the free additive convolution of compactly supported probability measures in free probability. These decompositions are directly related to alternating decompositions of the associated subordination functions. In particular, they allow us to compute free additive convolutions of compactly supported measures without using free cumulants or R-transforms. In simple cases, representa…
