On the anti-commutator of two free random variables
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arXiv
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| Format: | Preprint |
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2021
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| _version_ | 1866912694132539392 |
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| author | Perales, Daniel |
| author_facet | Perales, Daniel |
| contents | Let $(κ_n(a))_{n\geq 1}$ denote the sequence of free cumulants of a random variable $a$ in a non-commutative probability space $(\mathcal{A},φ)$. Based on some considerations on bipartite graphs, we provide a formula to compute the cumulants $(κ_n(ab+ba))_{n\geq 1}$ in terms of $(κ_n(a))_{n\geq 1}$ and $(κ_n(b))_{n\geq 1}$, where $a$ and $b$ are freely independent. Our formula expresses the $n$-th free cumulant of $ab+ba$ as a sum indexed by partitions in the set $\mathcal{Y}_{2n}$ of non-crossing partitions of the form
\[ σ=\{B_1,B_3,\dots, B_{2n-1},E_1,\dots,E_r\}, \quad \text{with }r\geq 0, \]
such that $i\in B_{i}$ for $i=1,3,\dots,2n-1$ and $|E_j|$ even for $j\leq r$. Therefore, by studying the sets $\mathcal{Y}_{2n}$ we obtain new results regarding the distribution of $ab+ba$. For instance, the size $|\mathcal{Y}_{2n}|$ is closely related to the case when $a,b$ 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 $k$ free random variables. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2101_09444 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | On the anti-commutator of two free random variables Perales, Daniel Operator Algebras Combinatorics Probability 46L54, 05A18 Let $(κ_n(a))_{n\geq 1}$ denote the sequence of free cumulants of a random variable $a$ in a non-commutative probability space $(\mathcal{A},φ)$. Based on some considerations on bipartite graphs, we provide a formula to compute the cumulants $(κ_n(ab+ba))_{n\geq 1}$ in terms of $(κ_n(a))_{n\geq 1}$ and $(κ_n(b))_{n\geq 1}$, where $a$ and $b$ are freely independent. Our formula expresses the $n$-th free cumulant of $ab+ba$ as a sum indexed by partitions in the set $\mathcal{Y}_{2n}$ of non-crossing partitions of the form \[ σ=\{B_1,B_3,\dots, B_{2n-1},E_1,\dots,E_r\}, \quad \text{with }r\geq 0, \] such that $i\in B_{i}$ for $i=1,3,\dots,2n-1$ and $|E_j|$ even for $j\leq r$. Therefore, by studying the sets $\mathcal{Y}_{2n}$ we obtain new results regarding the distribution of $ab+ba$. For instance, the size $|\mathcal{Y}_{2n}|$ is closely related to the case when $a,b$ 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 $k$ free random variables. |
| title | On the anti-commutator of two free random variables |
| topic | Operator Algebras Combinatorics Probability 46L54, 05A18 |
| url | https://arxiv.org/abs/2101.09444 |