Higher Order Infinitesimal Freeness

被引:6
作者
Fevrier, Maxime [1 ]
机构
[1] Inst Math Toulouse, Equipe Stat & Probabil, F-31062 Toulouse 09, France
关键词
free probability (of type B); infinitesimal freeness; infinitesimal non-crossing cumulants; non-crossing partitions; NON-CROSSING PARTITIONS; MULTIPLICATIVE FUNCTIONS; RANDOM-VARIABLES; TRANSFORM;
D O I
10.1512/iumj.2012.61.4497
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We define higher order infinitesimal noncommutative probability space and infinitesimal non-crossing cumulant functionals. In this framework, we generalize to higher order the notion of infinitesimal freeness, via a vanishing of mixed cumulants condition. We also introduce and study some non-crossing partitions related to this notion. Finally, as an application, we show how to compute the successive derivatives of the free convolution of two time-indexed families of distributions from their individual derivatives.
引用
收藏
页码:249 / 295
页数:47
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