A permutation model for free random variables and its classical analogue

DOI10.2140/PJM.2009.242.33zbMATH Open1178.46063arXiv0801.4229OpenAlexW3100651947MaRDI QIDQ2270626FDOQ2270626

Ion Nechita, Florent Benaych-Georges

Publication date: 28 July 2009

Published in: Pacific Journal of Mathematics (Search for Journal in Brave)

Abstract: In this paper, we generalize a permutation model for free random variables which was first proposed by Biane in cite{biane}. We also construct its classical probability analogue, by replacing the group of permutations with the group of subsets of a finite set endowed with the symmetric difference operation. These constructions provide new discrete approximations of the respective free and classical Wiener chaos. As a consequence, we obtain explicit examples of non random matrices which are asymptotically free or independent. The moments and the free (resp. classical) cumulants of the limiting distributions are expressed in terms of a special subset of (noncrossing) pairings. At the end of the paper we present some combinatorial applications of our results.

Full work available at URL: https://arxiv.org/abs/0801.4229

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zbMATH Keywords

free probabilitylimit theoremstochastic measurecombinatorics of partitions

Mathematics Subject Classification ID

Permutations, words, matrices (05A05) Central limit and other weak theorems (60F05) Partitions of sets (05A18) Free probability and free operator algebras (46L54)

Cited In (4)

• Permutation-invariance in Komlós type theorem for non-negative random variables
• Curvature measures for nonlinear regression models using continuous designs with applications to optimal experimental design
• A noncrossing basis for noncommutative invariants of \(SL(2, \mathbb C)\)
• Title not available (Why is that?)

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