Boolean cumulants and subordination in free probability. (English) Zbl 1537.46053
Summary: Subordination is the basis of the analytic approach to free additive and multiplicative convolution. We extend this approach to a more general setting and prove that the conditional expectation \(\mathbb{E}_\varphi\left[ (z - X - f (X) Y f^\ast (X))^{- 1} | X\right]\) for free random variables \(X,Y\) and a Borel function \(f\) is a resolvent again. This result allows the explicit calculation of the distribution of noncommutative polynomials of the form \(X+f(X)Y f^\ast(X)\). The main tool is a new combinatorial formula for conditional expectations in terms of Boolean cumulants and a corresponding analytic formula for conditional expectations of resolvents, generalizing subordination formulas for both additive and multiplicative free convolutions. In the final section, we illustrate the results with step by step explicit computations and an exposition of all necessary ingredients.
MSC:
| 46L54 | Free probability and free operator algebras |
| 60B20 | Random matrices (probabilistic aspects) |
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