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Alexandru Nica

Publications and source records attributed to Alexandru Nica.

At least 19 recordsLinked to original sources

On the Brown measure of $x + i y$, with $x,y$ selfadjoint and $y$ free Poisson

Let $x,y$ be freely independent selfadjoint elements in a $W^{*}$-probability space, where $y$ has free Poisson distribution of parameter $p$. We pursue a methodology for computing the Brown measure of $x + i y$, which relies on the matrix-valued subordination function $Ω$ of the hermitization of $x + i y$, and on the fact that $Ω$ has an explicitly described left inverse $H$. Our main point is that the Brown measure of $x + i y$ becomes more approachable when it is reparametrized via a certain change of variable $h : \mathcal{D} \to \mathcal{M}$, with $\mathcal{D}, \mathcal{M}$ open subsets of $\mathbb{C}$, where $\\mathcal{D}$ and $h$ are defined in terms of the aforementioned left inverse $H$, and $\mathrm{cl} \,(\mathcal{M})$ contains the support of the absolutely continuous part of Brown measure. More precisely, we find (with some conditions on the distribution of $x$) the following formula: \[ f(s + i \, t) =\frac{1}{2 π}\left[\frac{1}{t}\left(\frac{\partial α}{\partial s} +\frac{\partial β}{\partial t}\right)-\frac{1}{t}-\fracβ{t^2}\right], \ \ s + i \, t \in \mathcal{M}, \] where $f$ is the density of the absolutely continuous part of the Brown measure and the functions $α, β: \mathcal{M} \to \mathbb{R}$ are the real and respectively the imaginary part of $h^{-1}$. We show that if $x$ has an atom $α$ with $μ_x(α)>p$, then the Brown measure of $x+iy$ has an atom of mass $μ_x(α)-p$ at the same point $α$. Moreover we prove that if $α_1,\ldots,α_k$ is the list of atoms of $x$ with mass bigger than $p$, then the Brown measure of $x+iy$ is supported on $\mathrm{cl}(\mathcal{M})\cup\{α_1,\ldots,α_k\}$.

math.OA

Statistics on monotonically ordered non-crossing partitions

We study some combinatorial statistics defined on the set $NC^{(mton)}(n)$ of monotonically ordered non-crossing partitions of {1,...,n}, and on the set $NC_2^{(mton)}(2n)$ of monotonically ordered non-crossing pair-partitions of {1,...,2n}. Unlike in the analogous results known for unordered non-crossing partitions, the computations of expectations and variances for natural block-counting statistics on $NC^{(mton)}(n)$ and for the expectation of the area statistic on $NC_2^{(mton)}(2n)$ turn out to yield a logarithmic regime. An important role in our study is played by a nice tree structure on the disjoint union of the $NC^{(mton)}(n)$'s, which we use to streamline our arguments. As an illustration of how these ideas can be applied to calculations of cumulants in monotone probability, we discuss some combinatorial aspects of the monotonic Poisson process.

math.CO

Free denoising via overlap measures and c-freeness techniques

We study the problem of free denoising. For free selfadjoint random variables $a,b$, where we interpret $a$ as a signal and $b$ as noise, we find $E(a|a+b)$. To that end, we study a probability measure $μ^{( \mathrm{ov} )}_{a,a+b}$ on $\mathbb{R}^2$ which we call the overlap measure. We show that $μ^{( \mathrm{ov} )}_{a,a+b}$ is absolutely continuous with respect to the product measure $μ_a\times μ_{a+b}$. The Radon-Nikodym derivative gives direct access to $E(a|a+b)$. We show that analogous results hold in the case of multiplicative noise when $a,b$ are positive and the aim is to find $E(a|a^{1/2}ba^{1/2})$. In a parallel development we show that, for a general selfadjoint expression $P(a,b)$ made with $a$ and $b$, finding $E(a|P(a,b))$ is equivalent to finding the distribution of $P(a,b)$ in a certain two-state probability space $(\mathcal{A},φ,χ)$, where $a,b$ are c-free with respect to $(φ,χ)$ in the sense of Bożejko-Leinert-Speicher. We discuss how free denoising (which is set in the framework of an abstract $W^{*}$-probability space) relates to the notion of ''matrix denoising'' previously discussed in the random matrix literature.

math.OA

Multiplicative and semi-multiplicative functions on non-crossing partitions, and relations to cumulants

We consider the group $(\mathcal{G},*)$ of unitized multiplicative functions in the incidence algebra of non-crossing partitions, where ``$*$'' denotes the convolution operation. We introduce a larger group $(\widetilde{\mathcal{G}},*)$ of unitized functions from the same incidence algebra, which satisfy a weaker condition of being ``semi-multiplicative''. The natural action of $\widetilde{\mathcal{G}}$ on sequences of multilinear functionals of a non-commutative probability space captures the combinatorics of transitions between moments and some brands of cumulants that are studied in the non-commutative probability literature. We use the framework of $\widetilde{\mathcal{G}}$ in order to explain why the multiplication of free random variables can be very nicely described in terms of Boolean cumulants and more generally in terms of $t$-Boolean cumulants, a one-parameter interpolation between free and Boolean cumulants arising from work of Bozejko and Wysoczanski. It is known that the group $\mathcal{G}$ can be naturally identified as the group of characters of the Hopf algebra Sym of symmetric functions. We show that $\widetilde{\mathcal{G}}$ can also be identified as group of characters of a Hopf algebra $\mathcal{T}$, which is an incidence Hopf algebra in the sense of Schmitt. Moreover, the inclusion of $\mathcal{G}$ into $\widetilde{\mathcal{G}}$ turns out to be the dual of a natural bialgebra homomorphism from $\mathcal{T}$ onto Sym.

math.CO

A central limit theorem for star-generators of $S_{\infty}$, which relates to traceless CCR-GUE matrices

We prove a limit theorem concerning the sequence of star-generators of $S_{\infty}$, where the expectation functional is provided by a character of $S_{\infty}$ with weights $(w_1, \ldots , w_d, 0,0, \ldots )$ in the Thoma classification. The limit law turns out to be the law of a "traceless CCR-GUE" matrix, an analogue of the traceless GUE where the off-diagonal entries $g_{i,j}$ satisfy the commutation relation $g_{i,j}g_{j,i} = g_{j,i}g_{i,j} + (w_j - w_i)$. The special case $w_1 = \cdots = w_d = 1/d$ yields the law of a bona fide traceless GUE matrix, and we retrieve a result of Köstler and Nica from 2021, which in turn extended a result of Biane from 1995.

math.PR

Asymptotics for a Class of Meandric Systems, via the Hasse Diagram of NC(n)

We consider closed meandric systems, and their equivalent description in terms of the Hasse diagrams of the lattices of non-crossing partitions $NC(n)$. In this equivalent description, the number of components of a random meandric system of order $n$ translates into the distance between two partitions in $NC(n)$. We focus on a class of couples $(π,ρ)\in NC(n)^2$ -- namely the ones where $π$ is conditioned to be an interval partition -- for which it turns out to be tractable to study distances in the Hasse diagram. As a consequence, we observe a non-trivial class of meanders (i.e. connected meandric systems), which we call "meanders with shallow top", and which can be explicitly enumerated. Moreover, the expected number of components for a random "meandric system with shallow top", is asymptotically $(9n+28)/27$. Our calculations concerning expected number of components are related to the idea of taking the derivative at $t=1$ in a semigroup for the operation $\boxplus$ of free probability (but the underlying considerations are presented in a self-contained way, and can be followed without assuming a free probability background). Let $c_{n}'$ denote the expected number of components of a general, unconditioned, meandric system of order $n$. A variation of the methods used in the shallow-top case allows us to prove that $\mathrm{lim\ inf}_{n\to\infty}c_{n}'/n\geq0.17$. We also note that, by a direct elementary argument, one has $\mathrm{lim\ sup}_{n\to\infty}c_{n}'/n\leq0.5$. These bounds support the conjecture that $c_{n}'$ follows a regime of "constant times $n$" (where numerical experiments suggest that the constant should be $\approx0.23$).

math.CO

A central limit theorem for star-generators of $S_{\infty}$, which relates to the law of a GUE matrix

It is well-known that, on a purely algebraic level, a simplified algebraic version of the Central Limit Theorem (CLT) can be proved in the framework of a noncommutative probability space, under the hypotheses that the sequence of non-commutative random variables we consider is exchangeable and obeys a certain vanishing condition of some of its joint moments. In this approach (which covers versions for both the classical CLT and the CLT of free probability), the determination of the resulting limit law has to be addressed on a case-by-case basis. In this paper we discuss an instance of the above theorem which takes place in the framework of the group algebra of the infinite symmetric group $S_{\infty}$: the exchangeable sequence that is considered consists of the star-generators of $S_{\infty}$, and the expectation functional used on the group algebra of $S_{\infty}$ depends in a natural way on a parameter $d$, which is a positive integer. We identify precisely the limit distribution $μ_d$ for this special instance of exchangeable CLT, via a connection that $μ_d$ turns out to have with the average empirical eigenvalue distribution of a random GUE matrix of size $d \times d$. Moreover, we put into evidence a multi-variate version of this result which follows from the observation that, on the level of calculations with pair-partitions, the (non-centred) star-generators are related to a (centred) exchangeable sequence of GUE matrices with independent entries

math.PR

A construction which relates c-freeness to infinitesimal freeness

We consider two extensions of free probability that have been studied in the research literature, and are based on the notions of c-freeness and respectively of infinitesimal freeness for noncommutative random variables. In a 2012 paper, Belinschi and Shlyakhtenko pointed out a connection between these two frameworks, at the level of their operations of 1-dimensional free additive convolution. Motivated by that, we propose a construction which produces a multi-variate version of the Belinschi-Shlyakhtenko result, together with a result concerning free products of multi-variate noncommutative distributions. Our arguments are based on the combinatorics of the specific types of cumulants used in c-free and in infinitesimal free probability. They work in a rather general setting, where the initial data consists of a vector space $V$ given together with a linear map $Δ: V \to V \otimes V$. In this setting, all the needed brands of cumulants live in the guise of families of multilinear functionals on $V$, and our main result concerns a certain transformation $Δ^{*}$ on such families of multilinear functionals.

math.OA

An operator that relates to semi-meander polynomials via a two-sided q-Wick formula

We consider the sequence $( Q_n )_{n=1}^{\infty}$ of semi-meander polynomials which are used in the enumeration of semi-meandric systems (a family of diagrams related to the classical stamp-folding problem). We show that for a fixed natural number $d$, the sequence $( Q_n (d) )_{n=1}^{\infty}$ appears as sequence of moments for a compactly supported probability measure $ν_d$ on the real line. More generally, we consider a two-variable generalization $Q_n (t,u)$ of $Q_n(t)$, which is related to a natural concept of "self-intersecting meandric system"; the second variable of $Q_n (t,u)$ keeps track of the crossings of such a system (and one has, in particular, that $Q_n (t,0)$ is the original semi-meander polynomial $Q_n (t)$). We prove that for a fixed natural number $d$ and a fixed real number $q$ with $|q| < 1$, the sequence $( Q_n (d,q) )_{n=1}^{\infty}$ appears as sequence of moments for a compactly supported probability measure $ν_{d:q}$ on the real line. The measure $ν_{d;q}$ is found as scalar spectral measure for an operator $T_{d;q}$ constructed by using left and right creation/annihilation operators on a $q$-deformation of the full Fock space introduced by Bozejko and Speicher. The relevant calculations of moments for $T_{d;q}$ are made by using a two-sided version of a (previously studied in the one-sided case) $q$-Wick formula, which involves the number of crossings of a pair-partition.

math.OA

Eta-diagonal distributions and infinite divisibility for R-diagonals

The class of R-diagonal *-distributions is fairly well understood in free probability. In this class, we consider the concept of infinite divisibility with respect to the operation $\boxplus$ of free additive convolution. We exploit the relation between free probability and the parallel (and simpler) world of Boolean probability. It is natural to introduce the concept of an eta-diagonal distribution that is the Boolean counterpart of an R-diagonal distribution. We establish a number of properties of eta-diagonal distributions, then we examine the canonical bijection relating eta-diagonal distributions to infinitely divisible R-diagonal ones. The overall result is a parametrization of an arbitrary $\boxplus$-infinitely divisible R-diagonal distribution that can arise in a C*-probability space, by a pair of compactly supported Borel probability measures on $[ 0, \infty )$. Among the applications of this parametrization, we prove that the set of $\boxplus$-infinitely divisible R-diagonal distributions is closed under the operation $\boxtimes$ of free multiplicative convolution.

math.OA

Double-ended queues and joint moments of left-right canonical operators on full Fock space

We follow the guiding line offered by canonical operators on the full Fock space, in order to identify what kind of cumulant functionals should be considered for the concept of bi-free independence introduced in the recent work of Voiculescu. By following this guiding line we arrive to consider, for a general noncommutative probability space (A, phi), a family of "(l,r)-cumulant functionals" which enlarges the family of free cumulant functionals of the space. In the motivating case of canonical operators on the full Fock space we find a simple formula for a relevant family of (l,r)-cumulants of a (2d)-tuple (A_1, ..., A_d, B_1, ..., B_d), with A_1, ... , A_d canonical operators on the left and B_1, ... , B_d canonical operators on the right. This extends a known one-sided formula for free cumulants of A_1, ..., A_d, which establishes a basic operator model for the R-transform of free probability.

math.OA

Free probability aspect of irreducible meander systems, and some related observations about meanders

We consider the concept of irreducible meandric system introduced by Lando and Zvonkin. We place this concept in the lattice framework of NC(n). As a consequence, we show that the even generating function for irreducible meandric systems is the R-transform of XY, where X and Y are classically (commuting) independent random variables, and each of X,Y has centred semicircular distribution of variance 1. Following this point of view, we make some observations about the symmetric linear functional on polynomials which has R-transform given by the even generating function for meanders.

math.OA

Star-cumulants of free unitary Brownian motion

We study joint free cumulants of u_t and u_t^{*}, where u_t is a free unitary Brownian motion at time t. We determine explicitly some special families of such cumulants. On the other hand, for a general joint cumulant of u_t and u_t^{*}, we "calculate the derivative" for t going to infinity, when u_t approaches a Haar unitary. In connection to the latter calculation we put into evidence an "infinitesimal determining sequence" which naturally accompanies an arbitrary R-diagonal element in a tracial *-probability space.

math.OA

Convolution powers in the operator-valued framework

We consider the framework of an operator-valued noncommutative probability space over a unital C*-algebra B. We show how for a B-valued distribution μone can define convolution powers with respect to free additive convolution and with respect to Boolean convolution, where the exponent considered in the power is a suitably chosen linear map ηfrom B to B, instead of being a non-negative real number. More precisely, the Boolean convolution power is defined whenever ηis completely positive, while the free additive convolution power is defined whenever η- 1 is completely positive (where 1 stands for the identity map on B). In connection to these convolution powers we define an evolution semigroup related to the Boolean Bercovici-Pata bijection. We prove several properties of this semigroup, including its connection to the B-valued free Brownian motion. We also obtain two results on the operator-valued analytic function theory related to the free additive convolution powers with exponent η. One of the results concerns analytic subordination for B-valued Cauchy-Stieltjes transforms. The other gives a B-valued version of the inviscid Burgers equation, which is satisfied by the Cauchy-Stieltjes transform of a B-valued free Brownian motion.

math.OA

Exactness of the Fock space representation of the q-commutation relations

We show that for all q in the interval (-1,1), the Fock representation of the q-commutation relations can be unitarily embedded into the Fock representation of the extended Cuntz algebra. In particular, this implies that the C*-algebra generated by the Fock representation of the q-commutation relations is exact. An immediate consequence is that the q-Gaussian von Neumann algebra is weakly exact for all q in the interval (-1,1).

math.OA

Infinitesimal non-crossing cumulants and free probability of type B

Free probabilistic considerations of type B first appeared in a paper by Biane, Goodman and Nica in 2003. Recently, connections between type B and infinitesimal free probability were put into evidence by Belinschi and Shlyakhtenko (arXiv:0903.2721). The interplay between "type B" and "infinitesimal" is also the object of the present paper. We study infinitesimal freeness for a family of unital subalgebras A_1, ..., A_k in an infinitesimal noncommutative probability space (A, phi, phi'), and we introduce a concept of infinitesimal non-crossing cumulant functionals for (A, phi, phi'), obtained by taking a formal derivative in the formula for usual non-crossing cumulants. We prove that the infinitesimal freeness of A_1, ... A_k is equivalent to a vanishing condition for mixed cumulants; this gives the infinitesimal counterpart for a theorem of Speicher from "usual" free probability. We show that the lattices of non-crossing partitions of type B appear in the combinatorial study of (A, phi, phi'), in the formulas for infinitesimal cumulants and when describing alternating products of infinitesimally free random variables. As an application of alternating free products, we observe the infinitesimal analogue for the well-known fact that freeness is preserved under compression with a free projection. As another application, we observe the infinitesimal analogue for a well-known procedure used to construct free families of free Poisson elements. Finally, we discuss situations when the freeness of A_1, ..., A_k in (A, phi) can be naturally upgraded to infinitesimal freeness in (A, phi, phi'), for a suitable choice of a "companion functional" phi'.

math.OA

Non-crossing linked partitions, the partial order << on NC(n), and the S-transform

The paper establishes a connection between two recent combinatorial developments in free probability: the non-crossing linked partitions introduced by Dykema in 2007 to study the S-transform, and the partial order << on NC(n) introduced by Belinschi and Nica in 2008 in order to study relations between free and Boolean probability. More precisely, one has a canonical bijection between NCL(n) (the set of all non-crossing linked partitions of {1, ..., n}) and the set {(p,q) | p,q in NC(n), p<<q}. As a consequence of this bijection, one gets an alternative description of Dykema's formula expressing the moments of a noncommutative random variable a in terms of the coefficients of the reciprocal S-transform 1/S_a. Moreover, due to the Boolean features of <<, this formula can be simplified to a form which resembles the moment-cumulant formula from c-free probability.

math.OA