Half Independence and half cumulants

Bose, Arup ; Hazra, Rajat ; Saha, Koushik (2011) Half Independence and half cumulants Electronic Communications in Probability, 16 . pp. 405-422. ISSN 1083-589X

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Official URL: http://doi.org/10.1214/ECP.v16-1651

Related URL: http://dx.doi.org/10.1214/ECP.v16-1651


The notion of half independence arises in random matrices and quantum groups. This notion is available only for elements of a noncommutative probability space and assumes the existence of all moments. We relate half independence to a certain class of partitions and use it to define an appropriate cumulant generating function and a transform which is closely related to the characteristic function. This leads to a definition of half independent convolution of arbitrary probability measures which is compatible with the distribution of the sum of half independent elements of a noncommutative probability space. We also establish the central limit theorem for half independent convolution of measures with the limit being symmetrized Rayleigh. Cramer's theorem is also established in this set up.

Item Type:Article
Source:Copyright of this article belongs to Institute of Mathematical Statistics.
Keywords:C ∗ Probability Space; Central Limit Theorem; Cramer's Theorem; Cumulant; Free Algebras; Free Independence; Half Commutativity; Half Independence; Noncommutative Probability Spaces; Rayleigh Distribution; Reverse Circulant Matrix; Semicircular Law.
ID Code:121168
Deposited On:12 Jul 2021 08:40
Last Modified:12 Jul 2021 08:40

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