Star-cumulants of free unitary Brownian motion

Nizar Demni, Mathieu Guay-Paquet, Alexandru Nica

Research output: Contribution to journalArticlepeer-review

Abstract

We study joint free cumulants of ut and ut∗, where ut 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 ut and ut∗, we "calculate the derivative" for t→∞, when ut 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.

Original languageEnglish (US)
Pages (from-to)1-45
Number of pages45
JournalAdvances in Applied Mathematics
Volume69
DOIs
StatePublished - Aug 1 2015

Keywords

  • Free cumulants
  • Free probability
  • Free unitary Brownian motion
  • Infinitesimal determining sequence
  • Non-crossing partitions
  • R-diagonal element

ASJC Scopus subject areas

  • Applied Mathematics

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