Matricially free random variables

We show that the 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 concept which not only leads to a natural generalization of freeness, but also underlies other fundamental types of noncommutative independence, such as monotone independence and boolean independence. At the same time, the sums of matricially free random variables, called random pseudomatrices, are closely related to random matrices. The main results presented in this paper concern the standard and tracial central limit theorems for random pseudomatrices and the corresponding limit distributions which can be viewed as matricial semicircle laws.     

On the S-transform over a Banach algebra

The S-transform is shown to satisfy a specific twisted multiplicativity property for free random variables in a B-valued Banach noncommutative probability space, for an arbitrary unital complex Banach algebra B. Also, a new proof of the additivity of the R-transform in this setting is given.     

The characterizations of a semicircle law by the certain freeness in a C*-probability space

In usual probability theory, various characterizations of the Gaussian law have been obtained. For instance, independence of the sample mean and the sample variance of independently identically distributed random variables characterizes the Gaussian law and the property of remaining independent under rotations characterizes the Gaussian random variables. In this paper, we consider the free analogue of such a kind of characterizations replacing independence by freeness. We show that freeness of the certain pair of the linear form and the quadratic form in freely identically distributed noncommutative random variables, which covers the case for the sample mean and the sample variance, characterizes the semicircle law. Moreover we give the alternative proof for Nica's result that the property of remaining free under rotations characterizes a semicircular system. Our proof is more direct and straightforward one. Received: 12 February 1997 / Revised version: 16 June 1998     

A transference method in quantum probability

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 on noncommutative Khintchine/Rosenthal type inequalities and on noncommutative Lp embedding theory.     

Non-crossing cumulants of type B

We establish connections between the lattices of non-crossing partitions of type B introduced by V. Reiner, and the framework of the free probability theory of D. Voiculescu.

Lattices of non-crossing partitions (of type A, up to now) have played an important role in the combinatorics of free probability, primarily via the non-crossing cumulants of R. Speicher. Here we introduce the concept of non-crossing cumulant of type B; the inspiration for its definition is found by looking at an operation of ``restricted convolution of multiplicative functions', studied in parallel for functions on symmetric groups (in type A) and on hyperoctahedral groups (in type B).

The non-crossing cumulants of type B live in an appropriate framework of ``non-commutative probability space of type B', and are closely related to a type B analogue for the R-transform of Voiculescu (which is the free probabilistic counterpart of the Fourier transform). By starting from a condition of ``vanishing of mixed cumulants of type B', we obtain an analogue of type B for the concept of free independence for random variables in a non-commutative probability space.

     

A noncommutative extended de Finetti theorem

The extended de Finetti theorem characterizes exchangeable infinite sequences of random variables 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-Nardzewski, exchangeability turns out to be stronger than spreadability for infinite sequences of noncommutative random variables. Out of our investigations emerges noncommutative conditional independence in terms of a von Neumann algebraic structure closely related to Popa's notion of commuting squares and Kümmerer's generalized Bernoulli shifts. Our main result is applicable to classical probability, quantum probability, in particular free probability, braid group representations and Jones subfactors.     

Nonparametric tests of independence between random vectors

A nonparametric test of the mutual independence between many numerical random vectors is proposed. This test is based on a characterization of mutual independence defined from probabilities of half-spaces in a combinatorial formula of Möbius. As such, it is a natural generalization of tests of independence between univariate random variables using the empirical distribution function. If the number of vectors is p and there are n observations, the test is defined from a collection of processes R_n,A, where A is a subset of {1,…,p} of cardinality |A|>1, which are asymptotically independent and Gaussian. Without the assumption that each vector is one-dimensional with a continuous cumulative distribution function, any test of independence cannot be distribution free. The critical values of the proposed test are thus computed with the bootstrap which is shown to be consistent. Another similar test, with the same asymptotic properties, for the serial independence of a multivariate stationary sequence is also proposed. The proposed test works when some or all of the marginal distributions are singular with respect to Lebesgue measure. Moreover, in singular cases described in Section 4, the test inherits useful invariance properties from the general affine invariance property.     

Quantum invariant families of matrices in free probability

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.     

Rosenthal inequalities in noncommutative symmetric spaces

We give a direct proof of the ‘upper’ Khintchine inequality for a noncommutative symmetric (quasi-)Banach function space with nontrivial upper Boyd index. This settles an open question of C. Le Merdy and the fourth named author (Le Merdy and Sukochev, 2008 [24]). We apply this result to derive a version of Rosenthal?s theorem for sums of independent random variables in a noncommutative symmetric space. As a result we obtain a new proof of Rosenthal?s theorem for (Haagerup) Lp-spaces.     

Freeness of linear and quadratic forms in von Neumann algebras

We characterize the semicircular distribution by freeness of linear and quadratic forms in noncommutative random variables from tracial W^?-probability spaces with relaxed moment conditions.     

Stability of sums of weighted nonnegative random variables

A stability result for sums of weighted nonnegative random variables is established and then it is utilized to obtain, among other things, a slight generalization of the Borel-Cantelli lemma and to show that the work of Jamison, Orey, and Pruitt (Z. Wahrsch. Verw. Gebiete4 (1965), 40–44) on almost sure convergence of weighted averages of independent random variables remains valid if the assumption of independence on the random variables is replaced by pairwise independence.     

Precise asymptotics of weighted sequences and their applications

We study an asymptotic property of weighted sequences of nonnegative functions which extends and unifies previous results concerned with precise asymptotics. As applications, we prove precise asymptotics for partial sums of independent identically distributed classical, noncommutative and free random variables.

     

Applications of realizations (aka linearizations) to free probability

We show how the combination of new “linearization” ideas in free probability theory with the powerful “realization” machinery – developed over the last 50 years in fields including systems engineering and automata theory – allows solving the problem of determining the eigenvalue distribution (or even the Brown measure, in the non-selfadjoint case) of noncommutative rational functions of random matrices when their size tends to infinity. Along the way we extend evaluations of noncommutative rational expressions from matrices to stably finite algebras, e.g. type II₁ von Neumann algebras, with a precise control of the domains of the rational expressions.The paper provides sufficient background information, with the intention that it should be accessible both to functional analysts and to algebraists.     

Exact construction of noncommutative instantons

We discuss the Atiyah-Drinfeld-Hitchin-Manin (ADHM) construction of U(N) instantons in noncommutative (NC) space and give some exact instanton solutions for various noncommutative settings. We also present a new formula which is crucial to show an origin of the instanton number for U(1) and to prove the one-to-one correspondence between moduli spaces of the noncommutative instantons and the ADHM data.     

Asymptotic properties of random matrices and pseudomatrices

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 free’ whereas the corresponding symmetric random blocks are ‘asymptotically symmetrically matricially free’, where symmetric matricial freeness is obtained from matricial freeness by an operation of symmetrization. Finally, we show that row blocks of square, block-lower-triangular and block-diagonal pseudomatrices are asymptotically free, monotone independent and boolean independent, respectively.     

Convergence rates for weighted sums in noncommutative probability space

We study convergence rates for weighted sums of pairwise independent random variables in a noncommutative probability space of which the weights are in a von Neumann algebra. As applications, we first study convergence rates for weighted sums of random variables in the noncommutative Lorentz space, and second we study convergence rates for weighted sums of probability measures with respect to the free additive convolution.     

Gaussian conditional independence relations have no finite complete characterization

We show that there can be no finite list of conditional independence relations which can be used to deduce all conditional independence implications among Gaussian random variables. To do this, we construct, for each n>3 a family of n conditional independence statements on n random variables which together imply that , and such that no subset have this same implication. The proof relies on binomial primary decomposition.     

Noncommutative plurisubharmonic polynomials part I: Global assumptions

We consider symmetric polynomials, p, in the noncommutative (nc) free variables {x₁,x₂,…,xg}. We define the nc complex hessian of p as the second directional derivative (replacing xT by y)

     

Zero-one laws in finite W1-algebras

The authors study the notion of independence in the noncommutative analogue of a probability space, namely, a finite W¹-algebra with trace τ. Two definitions of independence, both generalizing the classical definition, are considered, and examples are given to illustrate that the definitions are inequivalent. For one of these notions of independence, the structure of a finite W¹-algebra generated by an independent family of subalgebras is determined. As a consequence, the authors obtain extensions of the Kolmogorov and Hewitt-Savage zero-one laws.     

Multilinear function series and transforms in free probability theory

The algebra Mul?B? of formal multilinear function series over an algebra B and its quotient SymMul?B? are introduced, as well as corresponding operations of formal composition. In the setting of Mul?B?, the unsymmetrized R- and T-transforms of random variables in B-valued noncommutative probability spaces are introduced. These satisfy properties analogous to the usual R- and T-transforms (the latter being just the reciprocal of the S-transform), but describe all moments of a random variable, not only the symmetric moments. The partially ordered set of noncrossing linked partitions is introduced and is used to prove properties of the unsymmetrized T-transform.