Polynomial convolutions and (nite) free probability

By Adam W. Marcus. 2021

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We introduce a nite version of free probability and show the link between recent results using polynomial convolutions and the traditional theory of free probability. One tool for accomplishing this is a seemingly new transformation that allows one to reduce computations in our new theory to computations using classically independent random variables. We then explore the idea of nite freeness and its implications. Lastly, we show applications of the new theory by deriving the nite versions of some well-known free distributions and then proving their associated limit laws directly. In the process, we gain a number of insights into the behavior of convolutions in traditional free probability that seem to get lost when the operators being convolved are no longer nite.

Subfields: Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/f007b7548dce1e807fbed3c5eb05cde3be5eed5d