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Michael Anshelevich

Publications and source records attributed to Michael Anshelevich.

At least 37 records · Page 2Linked to original sources
arXiv2011

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↗
arXiv2011

Quantum Free Yang-Mills on the Plane

We construct a free-probability quantum Yang-Mills theory on the two dimensional plane, determine the Wilson loop expectation values, and show that this theory is the $N=\infty$ limit of U(N) quantum Yang-Mills theory on the plane.

math.OA↗
arXiv2010

Two-state free Brownian motions

In a two-state free probability space $(A, ϕ, ψ)$, we define an algebraic two-state free Brownian motion to be a process with two-state freely independent increments whose two-state free cumulant generating function is quadratic. Note that a priori, the distribution of the process with respect to the second state $ψ$ is arbitrary. We show, however, that if $A$ is a von Neumann algebra, the states $ϕ, ψ$ are normal, and $ϕ$ is faithful, then there is only a one-parameter family of such processes. Moreover, with the exception of the actual free Brownian motion (corresponding to $ϕ= ψ$), these processes only exist for finite time.

math.OA↗
arXiv2009

Bochner-Pearson-type characterization of the free Meixner class

The operator $L_μ: f \mapsto \int \frac{f(x) - f(y)}{x - y} dμ(y)$ is, for a compactly supported measure $μ$ with an $L^3$ density, a closed, densely defined operator on $L^2(μ)$. We show that the operator $Q = p L_μ^2 - q L_μ$ has polynomial eigenfunctions if and only if $μ$ is a free Meixner distribution. The only time $Q$ has orthogonal polynomial eigenfunctions is if $μ$ is a semicircular distribution. More generally, the only time the operator $p (L_νL_μ) - q L_μ$ has orthogonal polynomial eigenfunctions is when $μ$ and $ν$ are related by a Jacobi shift.

math.CO↗
arXiv2009

Appell polynomials and their relatives III. Conditionally free theory

We extend to the multivariate non-commutative context the descriptions of a "once-stripped" probability measure in terms of Jacobi parameters, orthogonal polynomials, and the moment generating function. The corresponding map Phi on states was introduced previously by Belinschi and Nica. We then relate these constructions to the c-free probability theory, which is a version of free probability for algebras with two states, introduced by Bozejko, Leinert, and Speicher. This theory includes as two extreme cases the free and Boolean probability theories. The main objects in the paper are the analogs of the Appell polynomial families in the two state context. They arise as fixed points of the transformation which takes a polynomial family to the associated polynomial family (in several variables), and their orthogonality is also related to the map Phi above. In addition, we prove recursions, generating functions, and factorization and martingale properties for these polynomials, and describe the c-free version of the Kailath-Segall polynomials, their combinatorics, and Hilbert space representations.

math.OA↗
arXiv2008

Product-type non-commutative polynomial states

In math/0702157, arXiv:0712.4185, we investigated monic multivariate non-commutative orthogonal polynomials, their recursions, states of orthogonality, and corresponding continued fraction expansions. In this note, we collect a number of examples, demonstrating what these general results look like for the most important states on non-commutative polynomials, namely for various product states. In particular, we introduce a notion of a product-type state on polynomials, which covers all the non-commutative universal products and excludes some other familiar non-commutative products, and which guarantees a number of nice properties for the corresponding polynomials.

math.OA↗
arXiv2008

Free evolution on algebras with two states

The key result in the paper concerns two transformations, Phi(rho, psi) and B_t(psi) on states on the algebra of non-commutative polynomials, or equivalently on joint distributions of d-tuples of non-commuting operators. These transformations are related to free probability: Phi intertwines the action of B_t and the free convolution with the semigroup {rho_t}. The maps {B_t} were introduced by Belinschi and Nica as a semigroup of transformations such that B_1 is the bijection between infinitely divisible distributions in the Boolean and free probability theories. They proved the intertwining property above for a single-variable version of the map Phi and the particular case of the free heat semigroup. The more general two-variable map Phi comes, not from free probability, but from the theory of two-state algebras, also called the conditionally free probability theory, introduced by Bozejko, Leinert, and Speicher. Orthogonality of the c-free versions of the Appell polynomials, investigated in arXiv:0803.4279, is closely related to the single-variable map Phi. On the other hand, more general free Meixner families behave well under all the transformations above, and provide clues to their general behavior. Besides the evolution equation, other results include the positivity of the map Phi and descriptions of its fixed points and range.

math.OA↗
arXiv2007

Appell polynomials and their relatives II. Boolean theory

The Appell-type polynomial family corresponding to the simplest non-commutative derivative operator turns out to be connected with the Boolean probability theory, the simplest of the three universal non-commutative probability theories (the other two being free and tensor/classical probability). The basic properties of the Boolean Appell polynomials are described. In particular, their generating function turns out to have a resolvent-type form, just like the generating function for the free Sheffer polynomials. It follows that the Meixner (that is, Sheffer plus orthogonal) polynomial classes, in the Boolean and free theory, coincide. This is true even in the multivariate case. A number of applications of this fact are described, to the Belinschi-Nica and Bercovici-Pata maps, conditional freeness, and the Laha-Lukacs type characterization. A number of properties which hold for the Meixner class in the free and classical cases turn out to hold in general in the Boolean theory. Examples include the behavior of the Jacobi coefficients under convolution, the relationship between the Jacobi coefficients and cumulants, and an operator model for cumulants. Along the way, we obtain a multivariate version of the Stieltjes continued fraction expansion for the moment generating function of an arbitrary state with monic orthogonal polynomials.

math.OA↗
arXiv2007

Free Meixner states

Free Meixner states are a class of functionals on non-commutative polynomials introduced in math.CO/0410482. They are characterized by a resolvent-type form for the generating function of their orthogonal polynomials, by a recursion relation for those polynomials, or by a second-order non-commutative differential equation satisfied by their free cumulant functional. In this paper, we construct an operator model for free Meixner states. By combinatorial methods, we also derive an operator model for their free cumulant functionals. This, in turn, allows us to construct a number of examples. Many of these examples are shown to be trivial, in the sense of being free products of functionals which depend on only a single variable, or rotations of such free products. On the other hand, the multinomial distribution is a free Meixner state and is not a product. Neither is a large class of tracial free Meixner states which are analogous to the simple quadratic exponential families in statistics.

math.CO↗
arXiv2007

Monic non-commutative orthogonal polynomials

Among all states on the algebra of non-commutative polynomials, we characterize the ones that have monic orthogonal polynomials. The characterizations involve recursion relations, Hankel-type determinants, and a representation as a joint distribution of operators on a Fock space.

math.CO↗
arXiv2006

Orthogonal polynomials with a resolvent-type generating function

The subject of this paper are polynomials in multiple non-commuting variables. For polynomials of this type orthogonal with respect to a state, we prove a Favard-type recursion relation. On the other hand, free Sheffer polynomials are a polynomial family in non-commuting variables with a resolvent-type generating function. Among such families, we describe the ones that are orthogonal. Their recursion relations have a more special form; the best way to describe them is in terms of the free cumulant generating function of the state of orthogonality, which turns out to satisfy a type of second-order difference equation. If the difference equation is in fact first order, and the state is tracial, we show that the state is necessarily a rotation of a free product state. We also describe interesting examples of non-tracial infinitely divisible states with orthogonal free Sheffer polynomials.

math.CO↗
arXiv2005

Zimmermann Type Cancellation in the Free Faa di Bruno Algebra

The N-variable Hopf algebra introduced by Brouder, Fabretti, and Krattenaler (BFK) in the context of non-commutative Lagrange inversion can be identified with the inverse of the incidence algebra of N-colored interval partitions. The (BFK) antipode and its reflection determine the (generally distinct) left and right inverses of power series with non-commuting coefficients and N non-commuting variables. As in the case of the Faa di Bruno Hopf algebra, there is an analogue of the Zimmermann cancellation formula. The summands of the (BFK) antipode can indexed by the depth first ordering of vertices on contracted planar trees, and the same applies to the interval partition antipode. Both can also be indexed by the breadth first ordering of vertices in the non-order contractible planar trees in which precisely one non-degenerate vertex occurs on each level.

math.CO↗
arXiv2005

Linearization coefficients for orthogonal polynomials using stochastic processes

Given a basis for a polynomial ring, the coefficients in the expansion of a product of some of its elements in terms of this basis are called linearization coefficients. These coefficients have combinatorial significance for many classical families of orthogonal polynomials. Starting with a stochastic process and using the stochastic measures machinery introduced by Rota and Wallstrom, we calculate and give an interpretation of linearization coefficients for a number of polynomial families. The processes involved may have independent, freely independent or q-independent increments. The use of noncommutative stochastic processes extends the range of applications significantly, allowing us to treat Hermite, Charlier, Chebyshev, free Charlier and Rogers and continuous big q-Hermite polynomials. We also show that the q-Poisson process is a Markov process.

math.CO↗
arXiv2004

Appell polynomials and their relatives

This paper summarizes some known results about Appell polynomials and investigates their various analogs. The primary of these are the free Appell polynomials. In the multivariate case, they can be considered as natural analogs of the Appell polynomials among polynomials in non-commuting variables. They also fit well into the framework of free probability. For the free Appell polynomials, a number of combinatorial and "diagram" formulas are proven, such as the formulas for their linearization coefficients. An explicit formula for their generating function is obtained. These polynomials are also martingales for free Levy processes. For more general free Sheffer families, a necessary condition for pseudo-orthogonality is given. Another family investigated are the Kailath-Segall polynomials. These are multivariate polynomials, which share with the Appell polynomials nice combinatorial properties, but are always orthogonal. Their origins lie in the Fock space representations, or in the theory of multiple stochastic integrals. Diagram formulas are proven for these polynomials as well, even in the q-deformed case.

math.CO↗
arXiv2004

q-Levy processes

We continue the investigation of the Levy processes on a q-deformed full Fock space started in a previous paper. First, we show that the vacuum vector is cyclic and separating for the algebra generated by such a process. Next, we describe a chaotic representation property in terms of multiple integrals with respect to diagonal measures, in the style of Nualart and Schoutens. We define stochastic integration with respect to these processes, and calculate their combinatorial stochastic measures. Finally, we show that they generate infinite von Neumann algebras.

math.OA↗
arXiv2001

Free martingale polynomials

In this paper we investigate the properties of the free Sheffer systems, which are certain families of martingale polynomials with respect to the free Levy processes. First, we classify such families that consist of orthogonal polynomials; these are the free analogs of the Meixner systems. Next, we show that the fluctuations around free convolution semigroups have as principal directions the polynomials whose derivatives are martingale polynomials. Finally, we indicate how Rota's finite operator calculus can be modified for the free context.

math.CO↗
arXiv2001

Free stochastic measures via noncrossing partitions II

We show that for stochastic measures with freely independent increments, the partition-dependent stochastic measures of math.OA/9903084 can be expressed purely in terms of the higher stochastic measures and the higher diagonal measures of the original.

math.OA↗