On the anti-commutator of two free random variables
Daniel Perales

TL;DR
This paper derives a combinatorial formula for the free cumulants of the anti-commutator of two free random variables, linking graph theory and non-crossing partitions to analyze their distribution.
Contribution
It introduces a new formula expressing cumulants of the anti-commutator in terms of free cumulants, using bipartite graphs and non-crossing partitions, and explores its implications for free probability distributions.
Findings
Provides a formula for cumulants of $ab+ba$ in terms of free cumulants of $a$ and $b$
Connects the enumeration of certain partitions to the distribution of free Poisson variables
Suggests a graph-theoretic generalization for quadratic forms in free variables
Abstract
Let denote the sequence of free cumulants of a random variable in a non-commutative probability space . Based on some considerations on bipartite graphs, we provide a formula to compute the cumulants in terms of and , where and are freely independent. Our formula expresses the -th free cumulant of as a sum indexed by partitions in the set of non-crossing partitions of the form \[ \sigma=\{B_1,B_3,\dots, B_{2n-1},E_1,\dots,E_r\}, \quad \text{with }r\geq 0, \] such that for and even for . Therefore, by studying the sets we obtain new results regarding the distribution of . For instance, the size is closely related to the…
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Taxonomy
TopicsAdvanced Combinatorial Mathematics · Random Matrices and Applications · Bayesian Methods and Mixture Models
