Operator-valued distributions. I. Characterizations of freeness

By Alexandru Nica, D. Shlyakhtenko, Roland Speicher. 2001

77 citations recorded by the source corpus.

Let $M$ be a $B$-probability space. Assume that $B$ itself is a $D$-probability space; then $M$ can be viewed as $D$-probability space as well. Let $X$ be in $M$. We look at the question of relating the properties of $X$ as $B$-valued random variable to its properties as $D$-valued random variable. We characterize freeness of $X$ from $B$ with amalgamation over $D$: (a) in terms of a certain factorization condition linking the $B$-valued and $D$-valued cumulants of $X$, and (b) for $D$ finite-dimensional, in terms of linking the $B$-valued and the $D$-valued Fisher information of $X$. We give an application to random matrices. For the second characterization we derive a new operator-valued description of the conjugate variable and introduce an operator-valued version of the liberation gradient.

Subfields: Algebra and Number Theory, Discrete Mathematics and Combinatorics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ebd4e2ddc7ab4ad3c0936b49786944ca42a116b1

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In Discrete Mathematics and Combinatorics

  1. Sergio Verdú
  2. Antonia Maria Tulino

In Statistics and Probability

  1. Angel E. Lozano
  2. Sergio Verdú
  3. Antonia Maria Tulino
  4. Joel A. Tropp
  5. Iain M. Johnstone
  6. Sondipon Adhikari
  7. Ying-Chang Liang
  8. Yonghong Zeng

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