Noncommutative Probability Theory Research Articles

Algebraic groups in non-commutative probability theory revisited

Algebraic groups in non-commutative probability theory revisited

Some Limiting Laws in Non-Commutative Probability

In this article, we provide some new limiting laws related to the free multiplicative law of large numbers and involving free and Boolean additive convolutions. Some examples of these limiting laws are presented within the framework of non-commutative probability theory.

Navigating the realm of noncommutative probability: Historical perspectives and future directionsstorical perspectives and future directions

This review article provides a comprehensive overview of the fascinating field of noncommutative probability theory, tracing its evolution from its inception in the early 1980s by Romanian-American mathematician Dan Voiculescu to its current state of prominence in mathematics. Through a meticulous examination of seminal works and recent advancements, we explore the key concepts, methodologies, and significant developments in this field, emphasizing the combinatorial aspects of noncommutative probability spaces, including non-crossing partitions and linked partitions. This exploration encompasses various aspects, including analytical methods, operator algebras, random matrices, and combinatorial structures. Additionally, it concludes with the current understanding and potential directions for future research.

Shifted Substitution in Non-Commutative Multivariate Power Series with a View Toward Free Probability

We study a particular group law on formal power series in non-commuting variables induced by their interpretation as linear forms on a suitable graded connected word Hopf algebra. This group law is left-linear and is therefore associated to a pre-Lie structure on formal power series. We study these structures and show how they can be used to recast in a group theoretic form various identities and transformations on formal power series that have been central in the context of non-commutative probability theory, in particular in Voiculescu's theory of free probability.

Fertilitopes

We introduce tools from discrete convexity theory and polyhedral geometry into the theory of West’s stack-sorting map s. Associated to each permutation pi is a particular set mathcal V(pi ) of integer compositions that appears in a formula for the fertility of pi , which is defined to be |s^{-1}(pi )|. These compositions also feature prominently in more general formulas involving families of colored binary plane trees called troupes and in a formula that converts from free to classical cumulants in noncommutative probability theory. We show that mathcal V(pi ) is a transversal discrete polymatroid when it is nonempty. We define the fertilitope of pi to be the convex hull of mathcal V(pi ), and we prove a surprisingly simple characterization of fertilitopes as nestohedra arising from full binary plane trees. Using known facts about nestohedra, we provide a procedure for describing the structure of the fertilitope of pi directly from pi using Bousquet-Mélou’s notion of the canonical tree of pi . As a byproduct, we obtain a new combinatorial cumulant conversion formula in terms of generalizations of canonical trees that we call quasicanonical trees. We also apply our results on fertilitopes to study combinatorial properties of the stack-sorting map. In particular, we show that the set of fertility numbers has density 1, and we determine all infertility numbers of size at most 126. Finally, we reformulate the conjecture that sum _{sigma in s^{-1}(pi )}x^{textrm{des}(sigma )+1} is always real-rooted in terms of nestohedra, and we propose natural ways in which this new version of the conjecture could be extended.

Non-commutative stochastic processes with independent increments

This paper is on the research of Wilhelm von Waldenfels in the mathematical field of quantum (or non-commutative) probability theory. Wilhelm von Waldenfels certainly was one of the pioneers of this field. His idea was to work with moments and to replace polynomials in commuting variables by free algebras which play the role of algebras of polynomials in non-commuting quantities. Before he contributed to quantum probability he already worked with free algebras and free Lie algebras. One can imagine that this helped to create his own special algebraic method which proved to be so very fruitful. He came from physics. His PhD thesis, supervised by Heinz König, was in probability theory, in the more modern and more algebraic branch of probability theory on groups. Maybe the three, physics, abstract algebra and probability, must have been the best prerequisites to become a pioneer, even one of the founders, of quantum probability. We concentrate on a small part of the scientific work of Wilhelm von Waldenfels. The aspects of physics are practically not mentioned at all. There is nothing on his results in classical probability on groups (Waldenfels operators). This is an attempt to show how the concepts of non-commutative notions of independence and of Lévy processes on structures like Hopf algebras developed from the ideas of Wilhelm von Waldenfels.

A shuffle algebra point of view on operator-valued probability theory

We extend the shuffle algebra perspective on scalar-valued non-commutative probability theory to the operator-valued case. Given an operator-valued probability space with an algebra B acting on it (on the left and on the right), we associate operators in the operad of multilinear maps on B to the operator-valued distribution and free cumulants of a random variable. These operators define a representation of a PRO of non-crossing partitions. Using concepts from higher category theory, specifically 2-monoidal categories, we define a notion of unshuffle Hopf algebra on an underlying PRO. We introduce a PRO of words insertions and show that both the latter and the PRO of non-crossing partitions are unshuffle Hopf algebras. The two relate by mean of a map of unshuffle bialgebra (in a 2-monoidal sense) which we call the splitting map. Ultimately, we obtain a left half-shuffle fixed point equation corresponding to free moment-cumulant relations in a shuffle algebra of bicollection homomorphisms on the PRO of words insertions. Right half-shuffle and shuffle laws are interpreted in the framework of boolean and monotone non-commutative probability theory, respectively.

Всегда в моей памяти…

The article publishes memories of a mentor, an outstanding mathematician, academician Tashmukhamad Alievich Sarimsakov, who for many years conducted scientific activities at the Tashkent State University and was engaged in scientific development of “Theory of semi fields and its applications in probability theory”. He always supported new directions in science and gave his students the freedom to choose the direction of research, and then he himself connected to these studies, feeling their promise. At one time, the academician put forward the idea of creating a non-commutative analogue of semi fields for an axiomatic description of the algebra of random variables in non-commutative quantum probability theory. Sarimsakov also wrote several scientific monographs, one of them «Introduction to Quantum Probability Theory», which was highly appreciated by specialists. Several of his monographs and textbooks in the field of operator algebra were republished with additions, and he prepared a number of high-class specialists.

A survey on the effects of free and boolean convolutions on Cauchy-Stieltjes Kernel families

In the setting of noncommutative probability theory and in analogy with the theory of natural exponential families (NEFs), a theory of Cauchy-Stieltjes Kernel (CSK) families has been recently introduced. It is based on the Cauchy-Stieltjes kernel (1−θx)−1. In this paper, after presenting some basic concepts on NEFs and CSK families and pointing out some similarities and differences between the two families, we review the present state and developments regarding the effects of free and boolean convolutions powers on CSK families.

On Independence of Events in Noncommutative Probability Theory

On Independence of Events in Noncommutative Probability Theory

Wick polynomials in noncommutative probability: a group-theoretical approach

AbstractWick polynomials and Wick products are studied in the context of noncommutative probability theory. It is shown that free, Boolean, and conditionally free Wick polynomials can be defined and related through the action of the group of characters over a particular Hopf algebra. These results generalize our previous developments of a Hopf-algebraic approach to cumulants and Wick products in classical probability theory.

Additive Processes on the Unit Circle and Loewner Chains

Abstract This paper defines the notion of generators for a class of decreasing radial Loewner chains that are only continuous with respect to time. For this purpose, “Loewner’s integral equation”, which generalizes Loewner’s differential equation, is defined and analyzed. The definition of generators is motivated by the Lévy–Khintchine representation for additive processes on the unit circle. Actually, we can and do introduce a homeomorphism between the above class of Loewner chains and the set of the distributions of increments of additive processes equipped with suitable topologies. On the other hand, from the viewpoint of non-commutative probability theory, the above generators also induce bijections with some other objects: in particular, monotone convolution hemigroups and free convolution hemigroups. Finally, the generators of Loewner chains constructed from free convolution hemigroups via subordination are computed.

Cumulant–Cumulant Relations in Free Probability Theory from Magnus’ Expansion

Relations between moments and cumulants play a central role in both classical and non-commutative probability theory. The latter allows for several distinct families of cumulants corresponding to different types of independences: free, Boolean and monotone. Relations among those cumulants have been studied recently. In this work, we focus on the problem of expressing with a closed formula multivariate monotone cumulants in terms of free and Boolean cumulants. In the process, we introduce various constructions and statistics on non-crossing partitions. Our approach is based on a pre-Lie algebra structure on cumulant functionals. Relations among cumulants are described in terms of the pre-Lie Magnus expansion combined with results on the continuous Baker–Campbell–Hausdorff formula due to A. Murua.

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 Grassmann algebra. 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 Grassmann algebra over the base field. We also consider the infinitesimal analog of the Boolean Bercovici--Pata map.

Shuffle group laws: applications in free probability

Commutative shuffle products are known to be intimately related to universal formulas for products, exponentials and logarithms in group theory as well as in the theory of free Lie algebras, such as, for instance, the Baker-Campbell-Hausdorff formula or the analytic expression of a Lie group law in exponential coordinates in the neighbourhood of the identity. Non-commutative shuffle products happen to have similar properties with respect to pre-Lie algebras. However, the situation is more complex since in the non-commutative framework three exponential-type maps and corresponding logarithms are naturally defined. This results in several new formal group laws together with new operations - for example a new notion of adjoint action particularly well fitted to the new theory. These developments are largely motivated by various constructions in non-commutative probability theory. The second part of the article is devoted to exploring and deepening this perspective. We illustrate our approach by revisiting universal products from a group-theoretical viewpoint, including additive convolution in monotone, free and boolean probability, as well as the Bercovici-Pata bijection and subordination products.

Traffic distributions of random band matrices

We study random band matrices within the framework of traffic probability, an operadic non-commutative probability theory introduced by Male based on graph operations. As a starting point, we revisit the familiar case of the permutation invariant Wigner matrices and compare the situation to the general case in the absence of this invariance. Here, we find a departure from the usual free probabilistic universality of the joint distribution of independent Wigner matrices. We then show how the traffic space of Wigner matrices completely realizes the traffic central limit theorem. We further prove general Markov-type concentration inequalities for the joint traffic distribution of independent Wigner matrices. We then extend our analysis to random band matrices, as studied by Bogachev, Molchanov, and Pastur, and investigate the extent to which the joint traffic distribution of independent copies of these matrices deviates from the Wigner case.

The chordal Loewner equation and monotone probability theory

In Ref. 5, O. Bauer interpreted the chordal Loewner equation in terms of noncommutative probability theory. We follow this perspective and identify the chordal Loewner equations as the non-autonomous versions of evolution equations for semigroups in monotone and anti-monotone probability theory. We also look at the corresponding equation for free probability theory.

Quantum mechanics over sets: a pedagogical model with non-commutative finite probability theory as its quantum probability calculus

This paper shows how the classical finite probability theory (with equiprobable outcomes) can be reinterpreted and recast as the quantum probability calculus of a pedagogical or toy model of quantum mechanics over sets (QM/sets). There have been several previous attempts to develop a quantum-like model with the base field of $${\mathbb {C}} $$ replaced by $${\mathbb {Z}}_{2}$$ . Since there are no inner products on vector spaces over finite fields, the problem is to define the Dirac brackets and the probability calculus. The previous attempts all required the brackets to take values in $${\mathbb {Z}}_{2}$$ . But the usual QM brackets $$\left\langle \psi |\varphi \right\rangle $$ give the “overlap” between states $$\psi $$ and $$\varphi $$ , so for subsets $$S,T\subseteq U$$ , the natural definition is $$\left\langle S|T\right\rangle =\left| S\cap T\right| $$ (taking values in the natural numbers). This allows QM/sets to be developed with a full probability calculus that turns out to be a non-commutative extension of classical Laplace-Boole finite probability theory. The pedagogical model is illustrated by giving simple treatments of the indeterminacy principle, the double-slit experiment, Bell’s Theorem, and identical particles in QM/Sets. A more technical appendix explains the mathematics behind carrying some vector space structures between QM over $${\mathbb {C}} $$ and QM/Sets over $${\mathbb {Z}}_{2}$$ .

Johnson–Schechtman and Khintchine inequalities in noncommutative probability theory

Johnson–Schechtman and Khintchine inequalities in noncommutative probability theory

Probability structures in subspace lattice approach to foundations of quantum theory

Noncommutative measure and probability theory develops parallel to classical probability theory. In our paper, we summarize recent results on the structure of subspaces affiliated with von Neumann algebras and noncommutative measures defined on them. We show the interplay of ideas from classical and noncommutative measure theories based on general inner product spaces and bring new examples in this area.