Mathematics – Operator Algebras
Scientific paper
2006-06-18
Doc. Math. 12 (2007), 1-70 (electronic)
Mathematics
Operator Algebras
81 pages, 2 figures
Scientific paper
We extend the relation between random matrices and free probability theory from the level of expectations to the level of all correlation functions (which are classical cumulants of traces of products of the matrices). We introduce the notion of "higher order freeness" and develop a theory of corresponding free cumulants. We show that two independent random matrix ensembles are free of arbitrary order if one of them is unitarily invariant. We prove R-transform formulas for second order freeness. Much of the presented theory relies on a detailed study of the properties of "partitioned permutations".
Collins Benoit
Mingo James A.
Sniady Piotr
Speicher Roland
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