Boolean cumulants and subordination in free probability

DOI10.1142/S2010326321500362MaRDI QIDQ6063722zbMATH OpenOpenAlexFDO

Authors Franz Lehner, Kamil Szpojankowski

Publication date 8 November 2023

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.11442

zbMATH Keywords

Boolean cumulantsconditional expectationfree probabilitysubordination

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Random matrices (probabilistic aspects) (60B20)

Abstract: We study subordination of free convolutions. We prove that for free random variables $X,Y$ and a Borel function $f$ the conditional expectation $E_{v}arphileft[(z-X-f(X)Y{f}^{\ast }(X){)}^{-1}|Xight]$, is a resolvent again. This result allows explicit calculation of the distribution of $X+f(X)Y{f}^{\ast }(X)$. The main tool is a formula for conditional expectations in terms of Boolean cumulant transforms, generalizing subordination formulas for free additive and multiplicative convolutions.

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