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Non-commutative stochastic independence and cumulants.

Authors :
Manzel, Sarah
Schürmann, Michael
Source :
Infinite Dimensional Analysis, Quantum Probability & Related Topics. Jun2017, Vol. 20 Issue 2, p-1. 38p.
Publication Year :
2017

Abstract

In a fundamental lemma we characterize 'generating functions' of certain functors on the category of algebraic non-commutative probability spaces. Special families of such generating functions correspond to 'unital, associative universal products' on this category, which again define a notion of non-commutative stochastic independence. Using the fundamental lemma, we prove the existence of cumulants and of 'cumulant Lie algebras' for all independences coming from a unital, associative universal product. These include the five independences (tensor, free, Boolean, monotone, anti-monotone) appearing in Muraki's classification, c-free independence of Bożejko and Speicher, the indented product of Hasebe and the bi-free independence of Voiculescu. We show how the non-commutative independence can be reconstructed from its cumulants and cumulant Lie algebras. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02190257
Volume :
20
Issue :
2
Database :
Academic Search Index
Journal :
Infinite Dimensional Analysis, Quantum Probability & Related Topics
Publication Type :
Academic Journal
Accession number :
123558648
Full Text :
https://doi.org/10.1142/S0219025717500102