Free Infinite Divisibility Research Articles

Relations between infinitesimal non-commutative cumulants

Boolean, free and monotone cumulants as well as relations among them, have proven to be important in the study of non-commutative probability theory. Quite notably, Boolean cumulants were successfully used to study free infinite divisibility via the Boolean Bercovici-Pata bijection. On the other hand, in recent years the concept of infinitesimal non-commutative probability has been developed, together with the notion of infinitesimal cumulants which can be useful in the context of combinatorial questions. In this paper, we show that the known relations among free, Boolean and monotone cumulants still hold in the infinitesimal framework. Our approach is based on the use of algebra of Grassmann numbers. Formulas involving infinitesimal cumulants can be obtained by applying a formal derivation to known formulas. The relations between the various types of cumulants turn out to be captured via the shuffle algebra approach to moment-cumulant relations in non-commutative probability theory. In this formulation, (free, Boolean and monotone) cumulants are represented as elements of the Lie algebra of infinitesimal characters over a particular combinatorial Hopf algebra. The latter consists of the graded connected double tensor algebra defined over a non-commutative probability space and is neither commutative nor cocommutative. In this note it is shown how the shuffle algebra approach naturally extends to the notion of infinitesimal non-commutative probability space. The basic step consists in replacing the base field as target space of linear Hopf algebra maps by the algebra of Grassmann numbers defined over the base field. We also consider the infinitesimal analog of the Boolean Bercovici-Pata map.

Sums of commutators in free probability

We study the linear span of commutators of free random variables and show that these are the only quadratic forms which satisfy the following equivalent properties:•preservation free infinite divisibility,•free and strong cancellation of odd cumulants,•symmetric distribution for any free family. The main combinatorial tool is an involution on non-crossing partitions.

Free Self-decomposability and Unimodality of the Fuss–Catalan Distributions

We study properties of the Fuss-Catalan distributions $\mu(p,r)$, $p\geq1$, $0<r\leq p$: free infinite divisibility, free self-decomposability, free regularity and unimodality. We show that the Fuss-Catalan distribution $\mu(p,r)$ is freely self-decomposable if and only if $1 \leq p=r \leq 2$.

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.

Classical and free infinite divisibility for Boolean stable laws

We completely determine the free infinite divisibility for the Boolean stable law which is parametrized by a stability index $\alpha$ and an asymmetry coefficient $\rho$. We prove that the Boolean stable law is freely infinitely divisible if and only if one of the following conditions holds: $0<\alpha\leq\frac{1}{2}$; $\frac{1}{2}<\alpha\leq\frac{2}{3}$ and $2-\frac{1}{\alpha}\leq\rho \leq \frac{1}{\alpha}-1$; $\alpha=1,~\rho=\frac{1}{2}$. Positive Boolean stable laws corresponding to $\rho =1$ and $\alpha \leq \frac{1}{2}$ have completely monotonic densities and they are both freely and classically infinitely divisible. We also show that continuous Boolean convolutions of positive Boolean stable laws with different stability indices are also freely and classically infinitely divisible. Boolean stable laws, free stable laws and continuous Boolean convolutions of positive Boolean stable laws are non-trivial examples whose free divisibility indicators are infinity. We also find that the free multiplicative convolution of Boolean stable laws is again a Boolean stable law.

Free infinite divisibility for beta distributions and related ones

We prove that many of beta, beta prime, gamma, inverse gamma, Student t- and ultraspherical distributions are freely infinitely divisible, but some of them are not. The latter negative result follows from a local property of probability density functions. Moreover, we show that the Gaussian, ultraspherical and many of Student t-distributions have free divisibility indicator 1.

On a class of explicit Cauchy–Stieltjes transforms related to monotone stable and free Poisson laws

We consider a class of probability measures $\mu_{s,r}^{\alpha}$ which have explicit Cauchy–Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases. Also, we identify $\mu_{s,2}^{\alpha}$ as a free compound Poisson law with Lévy measure a monotone $\alpha$-stable law. This implies the free infinite divisibility of $\mu_{s,2}^{\alpha}$. Moreover, when symmetric or positive, $\mu_{s,2}^{\alpha}$ has a representation as the free multiplication of a free Poisson law and a monotone $\alpha$-stable law. We also investigate the free infinite divisibility of $\mu_{s,r}^{\alpha}$ for $r\neq2$. Special cases include the beta distributions $B(1-\frac{1}{r},1+\frac{1}{r})$ which are freely infinitely divisible if and only if $1\leq r\leq2$.

FREE INFINITE DIVISIBILITY FOR ULTRASPHERICALS

We prove that the integral powers of the semicircular distribution are freely infinitely divisible. As a byproduct we get another proof of the free infinite divisibility of the classical Gaussian distribution.

Limit Theorems for Additive Conditionally Free Convolution

AbstractIn this paper we determine the limiting distributional behavior for sums of infinitesimal conditionally free random variables. We show that the weak convergence of classical convolution and that of conditionally free convolution are equivalent for measures in an infinitesimal triangular array, where the measures may have unbounded support. Moreover, we use these limit theorems to study the conditionally free infinite divisibility. These results are obtained by complex analytic methods without reference to the combinatorics of c-free convolution.

The normal distribution is ⊞-infinitely divisible

We prove that the classical normal distribution is infinitely divisible with respect to the free additive convolution. We study the Voiculescu transform first by giving a survey of its combinatorial implications and then analytically, including a proof of free infinite divisibility. In fact we prove that a sub-family of Askey–Wimp–Kerov distributions are freely infinitely divisible, of which the normal distribution is a special case. At the time of this writing this is only the third example known to us of a nontrivial distribution that is infinitely divisible with respect to both classical and free convolution, the others being the Cauchy distribution and the free 1/2-stable distribution.

Free Infinite Divisibility of Free Multiplicative Mixtures of the Wigner Distribution

Let I * and I ⊞ be the classes of all classical infinitely divisible distributions and free infinitely divisible distributions, respectively, and let Λ be the Bercovici–Pata bijection between I * and I ⊞ . The class type W of symmetric distributions in I ⊞ that can be represented as free multiplicative convolutions of the Wigner distribution is studied. A characterization of this class under the condition that the mixing distribution is 2-divisible with respect to free multiplicative convolution is given. A correspondence between symmetric distributions in I ⊞ and the free counterpart under Λ of the positive distributions in I * is established. It is shown that the class type W does not include all symmetric distributions in I ⊞ and that it does not coincide with the image under Λ of the mixtures of the Gaussian distribution in I *. Similar results for free multiplicative convolutions with the symmetric arcsine measure are obtained. Several well-known and new concrete examples are presented.

COMBINATORIAL RELATION BETWEEN FREE CUMULANTS AND JACOBI PARAMETERS

We find a formula which expresses free and conditionally free cumulants in terms of Jacobi parameters. This leads to some necessary conditions for free and conditionally free infinite divisibility. We also express conditionally free cumulants of two measures in terms of their free cumulants.