On the anti-commutator of two free random variables
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Abstract: Let denote the sequence of free cumulants of a random variable in a non-commutative probability space . Based on some considerations on bipartite graphs, we provide a formula to compute the cumulants in terms of and , where and are freely independent. Our formula expresses the -th free cumulant of as a sum indexed by partitions in the set of non-crossing partitions of the form [ sigma={B_1,B_3,dots, B_{2n-1},E_1,dots,E_r}, quad ext{with }rgeq 0, ] such that for and even for . Therefore, by studying the sets we obtain new results regarding the distribution of . For instance, the size is closely related to the case when are free Poisson random variables of parameter 1. Our formula can also be expressed in terms of cacti graphs. This graph theoretic approach suggests a natural generalization that allows us to study quadratic forms in free random variables.
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Cites work
- Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
- Applications of realizations (aka linearizations) to free probability
- Free Random Variables
- Lectures on the Combinatorics of Free Probability
- Multiplicative functions on the lattice of non-crossing partitions and free convolution
- On the asymptotic distribution of the commutator and anticommutator of random matrices
- Sample variance in free probability
- Sums of commutators in free probability
- The free tangent law
- Using Boolean cumulants to study multiplication and anti-commutators of free random variables
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