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arXiv · 1601.06779

Non-Commutative Stochastic Independence and Cumulants

Sarah Manzel·Michael Schürmann
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Abstract

In a central 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 central lemma, we can prove the existence of cumulants and of "cumulant Lie-algebras" for a wide class of independences. These include the five independences (tensor, free, Boolean, monotone, anti-monotone) appearing in N. Murakis classification, c-free independence of M. Bozejko and R. Speicher, the indented product of T. Hasebe and the bi-free independence of D. Voiculescu. We show that the non-commutative independence can be reconstructed from its cumulants and cumulant Lie algebras.

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Sarah Manzel, Michael Schürmann. 2016-02-25. Non-Commutative Stochastic Independence and Cumulants. https://arxiv.org/abs/1601.06779

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