Affiliation:
1. Katedra Matematyki, Politechnika Wrocławska, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland
Abstract
We study the decomposition of free random variables in terms of their orthogonal replicas from a new perspective. First, we show that the mixed moments of orthogonal replicas with respect to the normalized linear functional [Formula: see text] are naturally described in terms of Motzkin paths identified with reduced Motzkin words [Formula: see text]. Using this fact, we demonstrate that the mixed moments of order [Formula: see text] of free random variables with respect to the free product of normalized linear functionals are sums of the mixed moments of the orthogonal replicas of these variables with respect to [Formula: see text] with summation extending over [Formula: see text], the set of reduced Motzkin paths of length [Formula: see text]. One of the applications of this formula is a decomposition formula for mixed moments of free random variables in terms of their boolean cumulants which corresponds to the decomposition of the lattice [Formula: see text] into sublattices [Formula: see text] of partitions which are monotonically adapted to colors in [Formula: see text]. The linear functionals defined by the mixed moments of orthogonal replicas and indexed by reduced Motzkin words play the role of a generating set of the space of product functionals in which the boolean product corresponds to constant Motzkin paths and the free product corresponds to all Motzkin paths.
Publisher
World Scientific Pub Co Pte Ltd
Subject
Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics