Functional relations for higher-order free cumulants

TL;DR

This paper establishes functional relations between higher-order free cumulants and moments, extending free probability theory to better understand topological expansions in matrix ensembles.

Contribution

It solves a fifteen-year open problem by deriving functional relations for higher-order free cumulants and introduces an extended free probability framework for all-order topological expansions.

Findings

Derived functional relations for higher-order free cumulants and moments.

Applied formulas to compute correlation functions of spiked GUE matrices.

Extended free probability theory to include all-order topological expansion.

Abstract

We establish the functional relations between generating series of higher-order free cumulants and moments in higher-order free probability, solving an open problem posed fifteen years ago by Collins, Mingo, \'Sniady and Speicher. We propose an extension of free probability theory, which governs the all-order topological expansion in unitarily invariant matrix ensembles, with a corresponding notion of free cumulants and give as well their relation to moments via functional relations. Our approach is based on the study of a master transformation involving double monotone Hurwitz numbers via semi-infinite wedge techniques, building on the recent advances of the last-named author with Bychkov, Dunin-Barkowski and Kazarian. We illustrate our formulas by computing the first few decaying terms of the correlation functions of an ensemble of spiked GUE matrices, going beyond the law of large numbers and the central limit theorem.