Multilinear function series and transforms in free probability theory (Q854106)
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English | Multilinear function series and transforms in free probability theory |
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Multilinear function series and transforms in free probability theory (English)
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7 December 2006
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The algebra \(\text{Mul}[B]\) of formal multilinear function series over an algebra \(B\) and its quotient \(\text{SymMul}[[ B ]]\) are constructed, as well as the corresponding operators of formal composition. The above algebraic constructions are useful for describing operations on free random variables. Note that freeness is a notion that applies to elements of noncommutative probability spaces, and is analogous to independence in classical probability theory. The author's main motivation for introducing the algebra of formal multilinear function series is to apply it to the unsymmetrized \(R\)-transform and unsymmetrized \(T\)-transform. In the setting of \(\text{Mul}[[B]]\), the unsymmetrized \(R\)- and \(T\)-transforms of random variables in \(B\)-valued noncommutative probability spaces are defined. These satisfy properties analogous to the usual \(R\)- and \(T\)-transforms (the latter being just the reciprocal of the \(S\)-transform), and describe not only the symmetric moments of a random variable but also all the moments. The partially ordered set of noncrossing linked partitions is introduced and is used to prove properties of the unsymmetrized \(T\)-transform. This paper uses techniques from the author's previous work [J.~Funct.\ Anal.\ 231, No.\,1, 90--110 (2006; Zbl 1100.46037)].
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free convolution
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multilinear function series
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R-transform
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S-transform
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T-transform
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noncrossing partitions
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noncrossing linked partitions
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