Free Cumulants Research Articles

Simple Maps, Hurwitz Numbers, and Topological Recursion

We introduce the notion of fully simple maps, which are maps with non self-intersecting disjoint boundaries. In contrast, maps where such a restriction is not imposed are called ordinary. We study in detail the combinatorics of fully simple maps with topology of a disk or a cylinder. We show that the generating series of simple disks is given by the functional inversion of the generating series of ordinary disks. We also obtain an elegant formula for cylinders. These relations reproduce the relation between moments and (higher order) free cumulants established by Collins et al. [22], and implement the symplectic transformation x leftrightarrow y on the spectral curve in the context of topological recursion. We conjecture that the generating series of fully simple maps are computed by the topological recursion after exchange of x and y. We propose an argument to prove this statement conditionally to a mild version of the symplectic invariance for the 1-hermitian matrix model, which is believed to be true but has not been proved yet. Our conjecture can be considered as a combinatorial interpretation of the property of symplectic invariance of the topological recursion. Our argument relies on an (unconditional) matrix model interpretation of fully simple maps, via the formal hermitian matrix model with external field. We also deduce a universal relation between generating series of fully simple maps and of ordinary maps, which involves double monotone Hurwitz numbers. In particular, (ordinary) maps without internal faces—which are generated by the Gaussian Unitary Ensemble—and with boundary perimeters (lambda _1,ldots ,lambda _n) are strictly monotone double Hurwitz numbers with ramifications lambda above infty and (2,ldots ,2) above 0. Combining with a recent result of Dubrovin et al. [24], this implies an ELSV-like formula for these Hurwitz numbers.

The free tangent law

Nevanlinna-Herglotz functions play a fundamental role for the study of infinitely divisible distributions in free probability [11]. In the present paper we study the role of the tangent function, which is a fundamental Herglotz-Nevanlinna function [28,23,54], and related functions in free probability. To be specific, we show that the functiontan⁡z1−xtan⁡z of Carlitz and Scoville [17, (1.6)] describes the limit distribution of sums of free commutators and anticommutators and thus the free cumulants are given by the Euler zigzag numbers.

The joint distribution of the marginals of multipartite random quantum states

We study the joint distribution of the set of all marginals of a random Wishart matrix acting on a tensor product Hilbert space. We compute the limiting free mixed cumulants of the marginals, and we show that in the balanced asymptotical regime, the marginals are asymptotically free. We connect the matrix integrals relevant to the study of operators on tensor product spaces with the corresponding classes of combinatorial maps, for which we develop the combinatorial machinery necessary for the asymptotic study. Finally, we present some applications to the theory of random quantum states in quantum information theory.

Stochastic aspects of the unitary dual group

In this note, we study the asymptotic properties of the ⁎-distribution of traces of some matrices, with respect to the free Haar trace on the unitary dual group. The considered matrices are powers of the unitary matrix generating the Brown algebra. We proceed in two steps, first computing the free cumulants of any R-cyclic family, then characterizing the asymptotic ⁎-distributions of the traces of powers of the generating matrix, thanks to these free cumulants. In particular, we obtain that these traces are asymptotic ⁎-free circular variables.

Asymptotic distributions of Wishart type products of random matrices

We study asymptotic distributions of large dimensional random matrices of the form $BB^{*}$, where $B$ is a product of $p$ rectangular random matrices, using free probability and combinatorics of colored labeled noncrossing partitions. These matrices are taken from the set of off-diagonal blocks of the family $\mathcal{Y}$ of independent Hermitian random matrices which are asymptotically free, asymptotically free against the family of deterministic diagonal matrices, and whose norms are uniformly bounded almost surely. This class includes unitarily invariant Hermitian random matrices with limit distributions given by compactly supported probability measures $\nu$ on the real line. We express the limit moments in terms of colored labeled noncrossing pair partitions, to which we assign weights depending on even free cumulants of $\nu$ and on asymptotic dimensions of blocks (Gaussianization). For products of $p$ independent blocks, we show that the limit moments are linear combinations of a new family of polynomials called generalized multivariate Fuss-Narayana polynomials. In turn, the product of two blocks of the same matrix leads to an example with rescaled Raney numbers.

Multidimensional compound Poisson distributions in free probability

Inspired by 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 their free cumulants. It is proved that for a sequence of random variables, the following three statements are equivalent: (1) the distribution of the sequence is multidimensional free infinitely divisible; (2) the sequence is the limit in distribution of a sequence of triangular trays of families of random variables; (3) the sequence has the same distribution as that of $$\left\{ {a_1^{\left( i \right)}:i = 1,2 \ldots } \right\}$$ of a multidimensional free Levy process $$\left\{ {\left\{ {a_t^{\left( i \right)}:i = 1,2 \ldots } \right\}:t \geqslant 0} \right\}$$ . Under certain technical assumption, this is the case if and only if the sequence is the limit in distribution of a sequence of sequences of random variables having multidimensional compound free Poisson distributions.

A Spin Analogue of Kerov Polynomials

Kerov polynomials describe normalized irreducible characters of the symmetric groups in terms of the free cumulants associated with Young diagrams. We suggest well-suited counterparts of the Kerov polynomials in spin (or projective) representation settings. We show that spin analogues of irreducible characters are polynomials in even free cumulants associated with double diagrams of strict partitions. Moreover, we present a conjecture for the positivity of their coefficients.

Log-correlated random-energy models with extensive free-energy fluctuations: Pathologies caused by rare events as signatures of phase transitions.

We address systematically an apparent nonphysical behavior of the free-energy moment generating function for several instances of the logarithmically correlated models: the fractional Brownian motion with Hurst index H=0 (fBm0) (and its bridge version), a one-dimensional model appearing in decaying Burgers turbulence with log-correlated initial conditions and, finally, the two-dimensional log-correlated random-energy model (logREM) introduced in Cao etal. [Phys. Rev. Lett. 118, 090601 (2017)PRLTAO0031-900710.1103/PhysRevLett.118.090601] based on the two-dimensional Gaussian free field with background charges and directly related to the Liouville field theory. All these models share anomalously large fluctuations of the associated free energy, with a variance proportional to the log of the system size. We argue that a seemingly nonphysical vanishing of the moment generating function for some values of parameters is related to the termination point transition (i.e., prefreezing). We study the associated universal log corrections in the frozen phase, both for logREMs and for the standard REM, filling a gap in the literature. For the above mentioned integrable instances of logREMs, we predict the nontrivial free-energy cumulants describing non-Gaussian fluctuations on the top of the Gaussian with extensive variance. Some of the predictions are tested numerically.

Monotone, free, and boolean cumulants: A shuffle algebra approach

The theory of cumulants is revisited in the “Rota way”, that is, by following a combinatorial Hopf algebra approach. Monotone, free, and boolean cumulants are considered as infinitesimal characters over a particular combinatorial Hopf algebra. The latter is neither commutative nor cocommutative, and has an underlying unshuffle bialgebra structure which gives rise to a shuffle product on its graded dual. The moment-cumulant relations are encoded in terms of shuffle and half-shuffle exponentials. It is then shown how to express concisely monotone, free, and boolean cumulants in terms of each other using the pre-Lie Magnus expansion together with shuffle and half-shuffle logarithms.

Cumulants for finite free convolution

In this paper we define cumulants for finite free convolution. We give a moment-cumulant formula and show that these cumulants satisfy desired properties: they are additive with respect to finite free convolution and they approach free cumulants as the dimension goes to infinity.

K-divisible random variables in free probability

We introduce and study the notion of k-divisible elements in a non-commutative probability space. A k-divisible element is a (non-commutative) random variable whose n-th moment vanishes whenever n is not divisible by k.First, we consider the combinatorial convolution ⁎ in the lattices NC of non-crossing partitions and NCk of k-divisible non-crossing partitions and show that convolving k times with the zeta function in NC is equivalent to convolving once with the zeta function in NCk. Furthermore, when x is k-divisible, we derive a formula for the free cumulants of xk in terms of the free cumulants of x, involving k-divisible non-crossing partitions.Second, we prove that if a and s are free and s is k-divisible then sps and a are free, where p is any polynomial (on a and s) of degree k−2 on s. Moreover, we define a notion of R-diagonal k-tuples and prove similar results.Next, we show that free multiplicative convolution between a measure concentrated in the positive real line and a probability measure with k-symmetry is well defined. Analytic tools to calculate this convolution are developed.Finally, we concentrate on free additive powers of k-symmetric distributions and prove that μ⊞t is a well defined k-symmetric probability measure, for all t>1. We derive central limit theorems and Poisson type ones. More generally, we consider freely infinitely divisible measures and prove that free infinite divisibility is maintained under the mapping μ→μk. We conclude by focusing on (k-symmetric) free stable distributions, for which we prove a reproducing property generalizing the ones known for one sided and real symmetric free stable laws.

Lagrange inversion formula, Laguerre polynomials and the free unitary Brownian motion

This paper is devoted to the computations of some relevant quantities associated with the free unitary Brownian motion. Using the Lagrange inversion formula, we first derive an explicit expression for its alternating star cumulants of even lengths and relate them to those having odd lengths by means of a summation formula for the free cumulants with product as entries. Next, we use again this formula together with a generating series for Laguerre polynomials in order to compute the Taylor coefficients of the reciprocal of the $R$-transform of the free Jacobi process associated with a single projection of rank $1/2$ and those of the $S$-transform as well. This generating series lead also to the Taylor expansions of the Schur function of the spectral distribution of the free unitary Brownian motion and of its first iterate.

Sample variance in free probability

Let X1,X2,…,Xn denote i.i.d. centered standard normal random variables, then the law of the sample variance Qn=∑i=1n(Xi−X‾)2 is the χ2-distribution with n−1 degrees of freedom. It is an open problem in classical probability to characterize all distributions with this property and in particular, whether it characterizes the normal law. In this paper we present a solution of the free analogue of this question and show that the only distributions, whose free sample variance is distributed according to a free χ2-distribution, are the semicircle law and more generally so-called odd laws, by which we mean laws with vanishing higher order even cumulants. In the way of proof we derive an explicit formula for the free cumulants of Qn which shows that indeed the odd cumulants do not contribute and which exhibits an interesting connection to the concept of R-cyclicity.

Free cumulants, Schröder trees, and operads

The functional equation defining the free cumulants in free probability is lifted successively to the noncommutative Faà di Bruno algebra, and then to the group of a free operad over Schröder trees. This leads to new combinatorial expressions, which remain valid for operator-valued free probability. Specializations of these expressions give back Speicher's formula in terms of noncrossing partitions, and its interpretation in terms of characters due to Ebrahimi-Fard and Patras.

Simply Generated Non-Crossing Partitions

We introduce and study the model of simply generated non-crossing partitions, which are, roughly speaking, chosen at random according to a sequence of weights. This framework encompasses the particular case of uniform non-crossing partitions with constraints on their block sizes. Our main tool is a bijection between non-crossing partitions and plane trees, which maps such simply generated non-crossing partitions into simply generated trees so that blocks of sizekare in correspondence with vertices of out-degreek. This allows us to obtain limit theorems concerning the block structure of simply generated non-crossing partitions. We apply our results in free probability by giving a simple formula relating the maximum of the support of a compactly supported probability measure on the real line in terms of its free cumulants.

Singular Values Distribution of Squares of Elliptic Random Matrices and Type B Narayana Polynomials

We consider Gaussian elliptic random matrices X of a size $$N \times N$$ with parameter $$\rho $$ , i.e., matrices whose pairs of entries $$(X_{ij}, X_{ji})$$ are mutually independent Gaussian vectors with $$\mathbb {E}\,X_{ij} = 0$$ , $$\mathbb {E}\,X^2_{ij} = 1$$ and $$\mathbb {E}\,X_{ij} X_{ji} = \rho $$ . We are interested in the asymptotic distribution of eigenvalues of the matrix $$W =\frac{1}{N^2} X^2 X^{*2}$$ . We show that this distribution is determined by its moments, and we provide a recurrence relation for these moments. We prove that the (symmetrized) asymptotic distribution is determined by its free cumulants, which are Narayana polynomials of type B: $$\begin{aligned} c_{2n} = \sum _{k=0}^n {\left( {\begin{array}{c}n k\end{array}}\right) }^2 \rho ^{2k}. \end{aligned}$$

The Splitting Process in Free Probability Theory

Free cumulants were introduced by Speicher as a proper analog of classical cumulants in Voiculescu's theory of free probability. The relation between free moments and free cumulants is usually described in terms of Möbius calculus over the lattice of non-crossing partitions. In this work, we explore another approach to free cumulants and to their combinatorial study using a combinatorial Hopf algebra structure on the linear span of non-crossing partitions. The generating series of free moments is seen as a character on this Hopf algebra. It is characterized by solving a linear fixed-point equation that relates it to the generating series of free cumulants. These phenomena are explained through a process similar to (though different from) the arborification process familiar in the theory of dynamical systems, and originating in Cayley's work.

Relations between cumulants in noncommutative probability

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.

Star-cumulants of free unitary Brownian motion

We study joint free cumulants of ut and ut⁎, where ut is a free unitary Brownian motion at time t. We determine explicitly some special families of such cumulants. On the other hand, for a general joint cumulant of ut and ut⁎, we “calculate the derivative” for t→∞, when ut approaches a Haar unitary. In connection to the latter calculation we put into evidence an “infinitesimal determining sequence” which naturally accompanies an arbitrary R-diagonal element in a tracial ⁎-probability space.

Cumulants, free cumulants and half-shuffles.

Free cumulants were introduced as the proper analogue of classical cumulants in the theory of free probability. There is a mix of similarities and differences, when one considers the two families of cumulants. Whereas the combinatorics of classical cumulants is well expressed in terms of set partitions, that of free cumulants is described and often introduced in terms of non-crossing set partitions. The formal series approach to classical and free cumulants also largely differs. The purpose of this study is to put forward a different approach to these phenomena. Namely, we show that cumulants, whether classical or free, can be understood in terms of the algebra and combinatorics underlying commutative as well as non-commutative (half-)shuffles and (half-) unshuffles. As a corollary, cumulants and free cumulants can be characterized through linear fixed point equations. We study the exponential solutions of these linear fixed point equations, which display well the commutative, respectively non-commutative, character of classical and free cumulants.