Cumulants in noncommutative probability theory. IV: Noncrossing cumulants: de Finetti's theorem and \(L^{p}\)-inequalities (Q852611): Difference between revisions

De Finetti's theorem states that for any exchangeable sequence of random variables there exists a \(\sigma\)-algebra conditional on which the sequence is i.i.d., cf.\ \textit{P.\,Diaconis} and \textit{D.\,Freedman} [Ann.\ Probab.\ 8, No.\,4, 745--764 (1980; Zbl 0434.60034)]. There are many works on noncommutative versions of this type of theorem, all of which involve tensor product constructions or other commutativity conditions. However, there is no hope to obtain a general version of De Finetti's theorem without imposing additional conditions. The goal of the present paper is to find conditions under which a kind of most noncommutative version of De Finetti's theorem holds, namely, to show a characterization of exchangeability systems which can be written as an amalgamated free product. Based on the previous parts of this article series [Math.\ Z.\ 248, No.\,1, 67--100 (2004; Zbl 1089.46040); Probab.\ Theory Relat.\ Fields 127, No.\,3, 407--422 (2003; Zbl 1053.46042); Infin.\ Dimens.\ Anal.\ Quantum Probab.\ Relat.\ Top.\ 8, No.\,3, 407--437 (2005; Zbl 1091.46042)], the author proves a free noncommutative analog of De Finetti's theorem, that is to say, he shows that any noncrossing exchangeability system with a faithful state satisfying the weak singleton condition can be embedded into a free product with amalgamation over a certain sub-algebra such that the interchangeable algebras remain interchangeable with respect to the operator-valued expectation. Vanishing of crossing cumulants can be verified by checking a certain weak freeness condition and whether the weak singleton condition is satisfied, e.g., when the state is tracial. The main technical tool for the proof is a noncommutative \(L^p\)-inequality for i.i.d.\ sums of centered noncommutative random variables in noncrossing exchangeability systems. As for the heretofore studied variants of De Finetti's theorem, the reader is referred to \textit{R.\,L.\,Hud\-son} [Found.\ Phys.\ 11, 805--808 (1981)], \textit{D.\,Petz} [Probab.\ Theory Relat.\ Fields 85, No.\,1, 65--72 (1990; Zbl 0669.46034)], \textit{L.\,Accardi} and \textit{Y.\,G.\,Lu} [Ann.\ Probab.\ 21, No.\,3, 1478--1493 (1993; Zbl 0778.60003)].