NONCOMMUTATIVE BROWNIAN MOTIONS ASSOCIATED WITH KESTEN DISTRIBUTIONS AND RELATED POISSON PROCESSES

DOI10.1142/S0219025708003154zbMATH Open1165.46032arXiv0709.4334MaRDI QIDQ3548307FDOQ3548307

Authors: Romuald Lenczewski, Rafał Sałapata 

Publication date: 11 December 2008

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Abstract: We introduce and study a noncommutative two-parameter family of noncommutative Brownian motions in the free Fock space. They are associated with Kesten laws and give a continuous interpolation between Brownian motions in free probability and monotone probability. The combinatorics of our model is based on ordered non-crossing partitions, in which to each such partition $P$ we assign a weight depending on the numbers of disorders and orders in $P$ related to the natural partial order on the set of blocks of $P$ implemented by the relation of being inner or outer. In particular, we obtain a simple relation between Delaney's numbers (related to inner blocks in non-crossing partitions) and generalized Euler's numbers (related to orders and disorders in ordered non-crossing partitions). An important feature of our interpolation is that the mixed moments of the corresponding creation and annihilation processes also reproduce their monotone and free counterparts, which does not take place in other interpolations. The same combinatorics is used to construct an interpolation between free and monotone Poisson processes.

Full work available at URL: https://arxiv.org/abs/0709.4334

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zbMATH Keywords

Poisson processFock spacefree independencemonotone independencefree Brownian motionKesten lawsmonotone Brownian motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54)

Cites Work

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Cited In (8)

• New characterization of two-state normal distribution
• Conditionally monotone independence I: Independence, additive convolutions and related convolutions
• The monotone cumulants
• V-monotone independence
• Matricially free random variables
• Noncommutative Brownian motion
• Discontinuity of Fourier transforms of Poissonian type countably additive measures
• Matricial \(R\)-transform

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