Relations between infinitesimal non-commutative cumulants

DOI10.25537/DM.2021V26.1145-1185MaRDI QIDQ2232373zbMATH OpenOpenAlexFDO

Authors Adrian Celestino, Daniel Perales, Kurusch Ebrahimi-Fard

Publication date 5 October 2021

Published in Documenta Mathematica (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1912.04931

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zbMATH Keywords

cumulant-cumulant relations Hopf algebra infinitesimal cumulants infinitesimal non-commutative probability theory

Mathematics Subject Classification ID

Hopf algebras and their applications (16T05) Connections of Hopf algebras with combinatorics (16T30) Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54)

Abstract: 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.

Review text

In the theory of free probabilities, Speicher's free cumulants play a central role. Other families of cumulants (boolean, monotone cumulants) can be defined, and all these families are related to moments by formulas implying various posets of partitions. In a series of papers, Ebrahimi-Fard and Patras proved that these cumulants-cumulants relations can be obtained by three exponential-like bijections between infinitesimal characters and characters of the combinatorial bitensorial Hopf algebra of words. This Hopf algebra has the extra structure of a half-shuffle algebra, allowing to cut its associative product into a left and a right part, insuring two complementary exponential maps using left and the right half-shuffle products. This half-shuffle approach is here extended to the theory infinitesimal free probabilities. These results are obtained by replacing characters and infinitesimal characters taking their values in \(\mathbb{C}\) by characters and infinitesimal characters taking their values in the algebra \(\mathbb{C}[h]/\langle h^2\rangle\) Grassmann numbers, allowing in some sense a formal derivation of the cumulants-cumulants relations. As an application, an analog of the Bercovici-Pata bijection is given for infinitesimal free probabilities.

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