A continuous semigroup of notions of independence between the classical and the free one

DOI10.1214/10-AOP573MaRDI QIDQ533743zbMATHFDO

Authors Florent Benaych-Georges, Thierry Lévy

Publication date 6 May 2011

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0811.2335

zbMATH Keywords

independenceconvolutionrandom matricesfree probabilitycumulantsunitary Brownian motion

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54)

Abstract: In this paper, we investigate a continuous family of notions of independence which interpolates between the classical and free ones for non-commutative random variables. These notions are related to the liberation process introduced by D. Voiculescu. To each notion of independence correspond new convolutions of probability measures, for which we establish formulae and of which we compute simple examples. We prove that there exists no reasonable analogue of classical and free cumulants associated to these notions of independence.

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Cited in

(14)

• Z_n-graded independence
• Random right eigenvalues of Gaussian quaternionic matrices
• Star-cumulants of free unitary Brownian motion
• Half independence and half cumulants
• Liberation of projections
• Relating moments of self-adjoint polynomials in two orthogonal projections
• Traffic distributions and independence: permutation invariant random matrices and the three notions of independence
• Nonlinear free L\'evy--Khinchine formula and conformal mapping
• Freeness over the diagonal for large random matrices
• Central limit theorems for the Brownian motion on large unitary groups
• Inverse of the flow and moments of the free Jacobi process associated with one projection
• Mixtures of classical and free independence
• scientific article; zbMATH DE number 1786675 (Why is no real title available?)
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