Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Noncrossing partition
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
==Role in free probability theory== The lattice of noncrossing partitions plays the same role in defining [[Cumulant#Free cumulants|free cumulants]] in [[free probability]] theory that is played by the lattice of ''all'' partitions in defining joint cumulants in classical [[probability theory]]. To be more precise, let <math>(\mathcal{A},\phi)</math> be a [[non-commutative probability space]] (See [[free probability]] for terminology.), <math>a\in\mathcal{A}</math> a [[non-commutative random variable]] with free cumulants <math>(k_n)_{n\in\mathbb{N}}</math>. Then :<math>\phi(a^n) = \sum_{\pi\in\text{NC}(n)} \prod_{j} k_j^{N_j(\pi)}</math> where <math>N_j(\pi)</math> denotes the number of blocks of length <math> j</math> in the non-crossing partition <math>\pi</math>. That is, the moments of a non-commutative random variable can be expressed as a sum of free cumulants over the sum non-crossing partitions. This is the free analogue of the [[Cumulant#Cumulants and set-partitions|moment-cumulant formula]] in classical probability. See also [[Wigner semicircle distribution]].
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)