R-cyclic families of matrices in free probability (Q1604549)
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R-cyclic families of matrices in free probability (English)
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4 July 2002
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In this paper the authors propose the concept of \(R\)-cyclic family of matrices with entries in a noncommutative probability space \(({\mathcal A}, \varphi)\). There required is only the condition that the cyclic noncrossing cumulants of the entries of the matrices are allowed to be nonzero. The motivation of introducing the \(R\)-cyclic concept consists, in fact, in finding an \textit{effective} method for computing the distribution of the matrix, by starting from the joint distribution of its entries. Here ``effective'' means a natural question to ask for what kind of matrices one can generalize the nice facts known about matrices of free circular/semicircular elements. The definitions of \(R\)-cyclic concept is in terms of the joint \(R\)-transform of the entries of the matrix, where the \(R\)-transform is the free probabilistic counterpart for the characteristic function of the joint distribution. The authors show that the above-mentioned problem can be treated by using a convolution-type formula \[ R_A(z) = \frac{1}{d} ( f \star H_d) \underbrace{(z, \dots, z)}_{d} \eqno{(1)} \] where \(R_A\) is the \(R\)-transform of \(A\), \(H_d\) is a certain universal series in \(d\) indeterminates, and \(\star\) is a convolution-type operation (introduced by A. Nica and R. Speicher [Am. J. Math. 118, No. 4, 799--837 (1996; Zbl 0856.46035)]) that plays an important role in combinatorial free probability. The formula (1) can be extended to the case of an \(R\)-cyclic family of matrices. Lastly the characterization of \(R\)-cyclicity as freeness with amalgamation is discussed. Let \(A_1, \dots, A_s\) be an \(R\)-cyclic family of \(d \times d\) matrices over \(({\mathcal A}, \varphi)\), let \({\mathcal D} \subset M_d({\mathcal A})\) denote the algebra of scalar diagonal matrices, and let \({\mathcal C}\) be the subalgebra of \(M_d({\mathcal A})\) generated by \(\{ A_1, \dots, A_s \}\) \(\cup\) \({\mathcal D}\). As a matter of fact, they prove that the family \(A_1, \dots, A_s\) is \(R\)-cyclic if and only if \({\mathcal C}\) is free from \(M_d({\mathbb C})\) with amalgamation over \({\mathcal D}\). This paper is due to a series of papers written by the authors themselves [Avd. Math. 141, No. 2, 282--321 (1999; Zbl 0929.46052); Pac. J. Math. 187, No. 2, 333--347 (1999; Zbl 0958.46035); Can. J. Math. 53, No. 2, 355--381 (2001; Zbl 0990.46040)].
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R-cyclic family
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convolution type formula
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amalgamation
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noncommutative probability space
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convolution-type formula
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