Ilwoo Cho
In this paper, we will use the graph W*-probability technique to re-compute the moments and cumulants of the operator which is the N-free sum of semicircular elements. This computation is well-known, but I used the graph probability technique to resolve them. By considering this idea, we will consider the embedding of the free group factor L(F_N) into a graph W*-algebra.
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In the paper, we discuss orthogonal polynomials in free probability theory. Especially, we prove an analogue of of Szego's limit theorem in free probability theory.
In this paper, we observevd the amalgamated free probability of direct product of noncommutative probability spaces. We defined the amalgamated R-transforms, amalgamated moment series and the amalgamated boxed convolution. They maks us to do the amalgamated R-transform calculus, like the scalar-valued case.
This talk is organized as follows: First we explain some basic concepts in non-commutative probability theory in the frame of operator algebras. In Section 2, we discuss related topics in von Neumann algebras. Sections 3 and 4 contain some of the key ideas and results in free probability theory. Last section states some of the important applications of free probability theory.
The Kummer distribution in free probability, and its characterizations
该研究聚焦自由概率领域，引入Kummer分布的类似物，借助自由乘法卷积从属关系与布尔累积量，基于自由性及条件矩假设完成自由Kummer与自由Poisson分布的刻画。
Bi-Free Probability Theory and Reflection Positivity
该研究指出双自由积构造满足反射正性，建立了双自由概率理论与反射正性之间的关联。
In this paper, we will construct the graph free product of noncommutative probability space. This is the attempt to explain and observe the combinatorial-object-depending probabilistic structure.
We study the Matsumoto-Yor property in free probability. We prove three characterizations of free-GIG and free Poisson distributions by freeness properties together with some assumptions about conditional moments. Our main tools are subordination and Boolean cumulants. In particular, we establish a new connection between additive subordination function and Boolean cumulants.
We prove a multidimensional Poisson limit theorem in free probability, and define joint free Poisson distributions in a non-commutative probability space. We define (compound) free Poisson process explicitly, similar to the definitions of (compound) Poisson processes in classical probability. We proved that the sum of finitely many freely independent compound free Poisson processes is a compound free Poisson processes. We give a step by step procedure for constructing a (compound) free Poisson process. A Karhunen-Loeve expansion theorem for centered free Poisson processes is proved. We general…
A combinatorial approach to free probability theory has been developped by Roland Speicher, based on the notion of noncrossing cumulants, a free analogue of the classical theory of cumulants in probability theory. We review this theory, and explain the connections between free probability theory and random matrices. We relate noncrossing cumulants to classical cumulants and also to characters of large symmetric groups. Finally we give applications to the asymptotics of representations of symmetric groups, specifically to the Littlewood-Richardson rule.
We define a free probability analogue of the Wasserstein metric, which extends the classical one. In dimension one, we prove that the square of the Wasserstein distance to the semi-circle distribution is majorized by a modified free entropy quantity.
This is the graduate thesis of Michael Hartglass at UC Berkeley. A multicolored variant of the Guionnet-Jones-Shlyakhtenko construction is explored.
We use free probability techniques to compute borders of spectra of non hermitian operators in finite von Neumann algebras which arise as `free sums' of `simple' operators. To this end, the resolvent is analyzed with the aid of the Haagerup inequality. Concrete examples coming from reduced C*-algebras of free product groups and leading to systems of polynomial equations illustrate the approach.
These notes are from a 4-lecture mini-course taught by the author at the conference on von Neumann algebras as part of the ``Geometrie non commutative en mathematiques et physique'' month at CIRM in 2004.
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.
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.
Inspired by R. Speicher's multidimensional free central limit theorem and semicircle families, we prove an infinite dimensional compound Poisson limit theorem in free probability, and define infinite dimensional compound free Poisson distributions in a non-commutative probability space. Infinite dimensional free infinitely divisible distributions are defined and characterized in terms of its free cumulants. It is proved that for a distribution of a sequence of random variables, the following statements are equivalent. (1) The distribution is multidimensional free infinitely divisible. (2) The …
The Wigner's theorem, which is one of the cornerstones of the mathematical formulation of quantum mechanics, asserts that every symmetry of quantum system is unitary or anti-unitary. This classical result was first given by Wigner in 1931. Thereafter it has been proved and generalized in various ways by many authors. Recently, G. P. Gehér extended Wigner's and Molnár's theorems and characterized the transformations on the Grassmann space of all rank-$n$ projections which preserve the transition probability. The aim of this paper is to provide a new approach to describe the general form of the …
We use here a recent idea of studying functions of free random variables using Boolean cumulants. We develop idea of explicit calculations of conditional expectation using Boolean cumulants. We demonstrate Boolean cumulants approach allows to calculate explicitly some conditional expectations of functions in free random variables. We present how Boolean cumulants together with subordination simplify proofs of some results which are known in research literature.
Using a family of graded algebra structures on a planar algebra and a family of traces coming from random matrix theory, we obtain a tower of non-commutative probability spaces, naturally associated to a given planar algebra. The associated von Neumann algebras are II$_{1}$ factors whose inclusions realize the given planar algebra as a system of higher relative commutants. We thus give an alternative proof to a result of Popa that every planar algebra can be realized by a subfactor.
In this paper we determine the distributional behavior of sums of free (in the sense of Voiculescu) identically distributed, infinitesimal random variables. The theory is shown to parallel the classical theory of independent random variables, though the limit laws are usually quite different. Our work subsumes all previously known instances of weak convergence of sums of free, identically distributed random variables. In particular, we determine the domains of attraction of stable distributions in the free theory. These freely stable distributions are studied in detail in the appendix, where t…
Based on a new analytical approach to the definition of additive free convolution on probability measures on the real line we prove free analogs of limit theorems for sums for non-identically distributed random variables in classical Probability Theory.
We study the Matsumoto-Yor property in free probability. We prove that the limiting empirical eigenvalue distribution of the GIG matrices and the Marchenko-Pastur distribution have the free Matsumoto-Yor property. Finally we characterize these distributions by a regression properties in free probability.
Compact quantum metric spaces from free probability
研究由自由概率产生的算子代数上的量子度量空间结构，通过长度函数和Lip-范数定义度量，并利用半群正则化和自由传输将性质从q-高斯分布推广到凸势的自由Gibbs律。
In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are determined. These distributions are characterized by their bi-freely infinite divisibility, and moreover, a transfer principle is established for limit theorems in classical probability theory and Voiculescu's bi-free probability theory. Complete descriptions of bi-free stability and fullness of planar probability distributions are also set down. All these results…
A theory of singular values for finite free probability
本文提出适用于矩形矩阵的有限自由概率理论，将其转化为多项式奇异值操作，证明其能复制自由概率变换并渐近收敛，同时在新框架下显式化大数定律与中心极限定理。
We extend Voiculescu's approach to analytic subordination through the coalgebra of the free difference quotient to non-coassociative derivation-comultiplications appearing in free probability theory. We obtain new proofs of Voiculescu's analytic subordination results for freely Markovian triples, and for multiplication of unitaries which are free with amalgamation.
We show that any freely selfdecomposable probability law is unimodal. This is the free probabilistic analog of Yamazato's result in [Ann. Probab. 6 (1978), 523-531].
In this paper, a connection between bi-free probability and the theory of non-commutative stochastic processes is examined. Specifically it is demonstrated that the transition operators for non-commutative stochastic processes can be modelled using technology from bi-free probability. Several important examples are recovered with this approach and new formula are obtained for processes with free increments. The benefits of this approach are also discussed.
In this paper, we will consider the free probabilistic information about compressed random variables in a graph W*-Probability space. Recall the diagonal compressed random variables in a graph W*-probability space. In particular, we can see that the free moments and cumulants of the fixed compressed random variable of a random variable x are exactly same as the diagonal compressed part of x.
We consider a notion of bi-freeness for systems of non-commutative random variables with two faces, one of left variables and another of right variables. This includes bi-free convolution operations, bi-free cumulants and the bi-free central limit.
We show the existence of noncommutative random variables with finite free entropy but which do not generate a free group factor.
In this paper, we examine how various notions of independence in non-commutative probability theory arise in bi-free probability. We exhibit how Boolean and monotone independence occur from bi-free pairs of faces and establish a Kac/Loeve Theorem for bi-free independence. In addition, we prove that bi-freeness is preserved under tensoring with matrices. Finally, via combinatorial arguments, we construct partial $R$-transforms in two settings relating the moments and cumulants of a left-right pair of operators.
We prove a family of new identities fulfilled by multinomial coefficients, which were conjectured by Dykema and Haagerup. Our method bases on a study of the, so-called, triangular operator T by the means of the free probability theory.
The concept of freeness was introduced by Voiculescu in the context of operator algebras. Later it was observed that it is also relevant for large random matrices. We will show how the combination of various free probability results with a linearization trick allows to address successfully the problem of determining the asymptotic eigenvalue distribution of general selfadjoint polynomials in independent random matrices.
For the free probability analogue of Euclidean space endowed with the Gaussian measure we apply the approach of Arnold to derive Euler equations for a Lie algebra of non-commutative vector fields which preserve a certain trace. We extend the equations to vector fields satisfying non-commutative smoothness requirements. We introduce a cyclic vorticity and show that it satisfies a vorticity equation and that it produces a family of conserved quantities.
We show that finite rank perturbations of certain random matrices fit in the framework of infinitesimal (type B) asymptotic freeness. This can be used to explain the appearance of free harmonic analysis (such as subordination functions appearing in additive free convolution) in computations of outlier eigenvalues in spectra of such matrices.
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.
A post-group theoretic perspective on the operator-valued S-transform in free probability
本文从后群论视角研究算子值自由概率中Voiculescu S变换的代数结构，证明其扭曲因子分解性质可引出后群、交叉态射及前后李代数。
Long-range dependence in time series may yield non-central limit theorems. We show that there are analogous time series in free probability with limits represented by multiple Wigner integrals, where Hermite processes are replaced by non-commutative Tchebycheff processes. This includes the non-commutative fractional Brownian motion and the non-commutative Rosenblatt process.
A quantitative "fourth moment theorem" is provided for any self-adjoint element in a homogeneous Wigner chaos: the Wasserstein distance is controlled by the distance from the fourth moment to two. The proof uses the free counterpart of the Stein discrepancy. On the way, the free analogue of the WSH inequality is established.
We introduce a finite version of free probability and show the link between recent results using polynomial convolutions and the traditional theory of free probability. One tool for accomplishing this is a seemingly new transformation that allows one to reduce computations in our new theory to computations using classically independent random variables. We then explore the idea of finite freeness and its implications. Lastly, we show applications of the new theory by deriving the finite versions of some well-known free distributions and then proving their associated limit laws directly. In the…
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.
Construction of product $*$-probability spaces via free cumulants
本文以混合自由累积量消失作为自由性定义，利用自由累积量而非矩来构造 *-概率空间的自由乘积。
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…
Free probability theory was created by Dan Voiculescu around 1985, motivated by his efforts to understand special classes of von Neumann algebras. His discovery in 1991 that also random matrices satisfy asymptotically the freeness relation transformed the theory dramatically. Not only did this yield spectacular results about the structure of operator algebras, but it also brought new concepts and tools into the realm of random matrix theory. In the following we will give, mostly from the random matrix point of view, a survey on some of the basic ideas and results of free probability theory.
This paper develops a theory for completely random measures in the framework of free probability. A general existence result for free completely random measures is established, and in analogy to the classical work of Kingman it is proved that such random measures can be decomposed into the sum of a purely atomic part and a (freely) infinitely divisible part. The latter part (termed a free Lévy basis) is studied in detail in terms of the free Lévy-Khintchine representation and a theory parallel to the classical work of Rajput and Rosinski is developed. Finally a Lévy-Itô type decomposition for …
In this paper, we extend the notion of non-microstate free entropy to the bi-free setting. Using a diagrammatic approach involving bi-non-crossing diagrams, bi-free difference quotients are constructed as analogues of the free partial derivations. Adjoints of bi-free difference quotients are discussed and used to define bi-free conjugate variables. Notions of bi-free Fisher information and non-microstate entropy are defined and properties of free entropy are extended to the bi-free setting.
We compute the generating series for the simplest class of bi-free cumulants, beyond free cumulants, the two-bands bi-free cumulants of a pair of a left and a right variable. We also consider two-faced systems with a commutation condition implying that two-bands moments, that is expectation values of the product of a monomial of left and a monomial of right variables determine the other moments. Examples include hyponormal operators, dual systems in free entropy theory and bi-partite systems.
We consider (self-adjoint) families of infinite matrices of noncommutative random variables such that the joint distribution of their entries is invariant under conjugation by a free quantum group. For the free orthogonal and hyperoctahedral groups, we obtain complete characterizations of the invariant families in terms of an operator-valued $R$-cyclicity condition. This is a surprising contrast with the Aldous-Hoover characterization of jointly exchangeable arrays.
We study several model-theoretic aspects of W$^*$-probability spaces, that is, $σ$-finite von Neumann algebras equipped with a faithful normal state. We first study the existentially closed W$^*$-spaces and prove several structural results about such spaces, including that they are type III$_1$ factors that tensorially absorb the Araki-Woods factor $R_\infty$. We also study the existentially closed objects in the restricted class of W$^*$-probability spaces with Kirchberg's QWEP property, proving that $R_\infty$ itself is such an existentially closed space in this class. Our results about exis…
We interpret the Central Limit Theorem as a fixed point theorem for a certain operator, and consider the problem of linearizing this operator. In classical as well as in free probability theory, we consider two methods giving such a linearization, and interpret the result as a weak form of the CLT. In the classical case the analysis involves dilation operators; in the free case more general composition operators appear.
Free probability of type B prime
本文提出 B′型自由概率框架，刻画带扰动独立酉不变随机矩阵的大尺寸极限，并将其用于主子式以定义多元逆 Markov–Krein 变换。
We prove that the free additive convolution of two Borel probability measures supported on the real line can have a component that is singular continuous with respect to the Lebesgue measure on the real line only if one of the two measures is a point mass. The density of the absolutely continuous part with respect to the Lebesgue measure is shown to be analytic wherever positive and finite. The atoms of the free additive convolution of Borel probability measures on the real line have been described by Bercovici and Voiculescu in a previous paper.
We use free probability techniques for computing spectra and Brown measures of some non hermitian operators in finite von Neumann algebras. Examples include u_n+u_oo where u_n and u_oo are the generators of Z_n and Z respectively, in the free product group Z_n*Z, or elliptic elements, of the form S_a+iS_b where S_a and S_b are free semi-circular elements of variance a and b. We give some pictorial evidence for connections with spectra of random matrices.
In this paper, we focus on studying central limit theorems for functionals of some specific stationary random processes. In classical probability theory, it is well-known that for non-linear functionals of stationary Gaussian sequences, we can get a central-limit result via Hermite polynomials and the diagram formula for cumulants. In this paper, the main result is an analogous central limit theorem, in a free probability setting, for real-valued functionals of a stationary semicircular sequence with long-range dependence, namely the correlation function of the underlying time series tends to …
We introduce two 2-variables transforms: the partial bi-free S-transform and the partial bi-free T-transform. These transforms are the analogues for the bi-multiplicative and respectively for the additive-multiplicative bi-free convolution of the 2-variables partial bi-free R-transform in our previous paper in this series.
Self-normalized Sums in Free Probability Theory
该研究在自由概率论框架下证明自由自伴随机变量的自归一化和弱收敛于Wigner半圆律，给出了有界和无界情形下的Kolmogorov距离收敛速度，建立了经典自归一化极限定理的自由版本。
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 notion of a $*$-law or $*$-distribution in free probability is also known as the quantifier-free type in Farah, Hart, and Sherman's model theoretic framework for tracial von Neumann algebras. However, the full type can also be considered an analog of a classical probability distribution (indeed, Ben Yaacov showed that in the classical setting, atomless probability spaces admit quantifier elimination and hence there is no difference between the full type and the quantifier-free type). We therefore develop a notion of Voiculescu's free microstates entropy for a full type, and we show that if…
Let $μ$ be a probability measure on the real line. In this paper we prove that there exists a decomposition $μ= μ_{0} \boxplus μ_{1} \boxplus \... \boxplus μ_{n} \boxplus \...$ such that $μ_{0}$ is infinitely divisible and $μ_{i}$ is indecomposable for $i \geq 1$. Additionally, we prove that the family of all $\boxplus$-divisors of a measure $μ$ is compact up to translation. Analogous results are also proven in the case of multiplicative convolution.
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