Cumulants for finite free convolution

DOI10.1016/J.JCTA.2017.11.012MaRDI QIDQ1689044zbMATH OpenOpenAlexFDO

Authors Octavio Arizmendi, Daniel Perales

Publication date 12 January 2018

Published in Journal of Combinatorial Theory. Series A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1611.06598

zbMATH Keywords

random matricesfree probabilitycharacteristic polynomialscumulantsfinite free convolution

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: 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.

Recommendations

• Finite free cumulants: Multiplicative convolutions, genus expansion and infinitesimal distributions
• Free cumulants of some probability measures
• Convolution and limit theorems for conditionally free random variables
• Limit theorems for free multiplicative convolutions
• Publication:4944573
• Combinatorics of free cumulants
• Cumulant-moment relation in free probability theory
• Free convolution and the random sum of matrices

Cites work

• scientific article; zbMATH DE number 1001445 (Why is no real title available?)
• scientific article; zbMATH DE number 3983158 (Why is no real title available?)
• scientific article; zbMATH DE number 4002828 (Why is no real title available?)
• Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
• Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
• Free cumulants and enumeration of connected partitions
• Lectures on the Combinatorics of Free Probability
• Limit laws for random matrices and free products
• Multiplicative functions on the lattice of non-crossing partitions and free convolution
• On the asymptotic distribution of block-modified random matrices
• On the foundations of combinatorial theory I. Theory of M�bius Functions
• On the multiplication of free N -tuples of noncommutative random variables
• Operator-valued free multiplicative convolution: analytic subordination theory and applications to random matrix theory
• Rectangular random matrices, related convolution
• Strong asymptotic freeness for Wigner and Wishart matrices
• Superconvergence to the central limit and failure of the Cramér theorem for free random variables

Cited in

(12)

• On the free convolution with a semi-circular distribution
• Finite free cumulants: Multiplicative convolutions, genus expansion and infinitesimal distributions
• Stable laws and domains of attraction in free probability theory
• Cumulant-moment relation in free probability theory
• A rectangular additive convolution for polynomials
• THE NUMBER OF PURE CONVOLUTIONS ARISING FROM CONDITIONALLY FREE CONVOLUTION
• \(\Delta\)-cumulants in terms of moments
• Finite free convolutions of polynomials
• Computing moments of free additive convolution of measures
• Finite free convolutions via Weingarten calculus
• Cumulants and convolutions via Abel polynomials
• Matrix addition and the Dunkl transform at high temperature

This page was built for publication: Cumulants for finite free convolution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1689044)