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Motzkin path decompositions of functionals in noncommutative probability (2004.00898v2)

Published 2 Apr 2020 in math.OA, math.FA, and math.PR

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 $\Phi$ are naturally described in terms of Motzkin paths identified with reduced Motzkin words. Using this fact, we demonstrate that the mixed moments of free random variables with respect to the free product of normalized linear functionals are sums of the mixed moments of order $n$ of the orthogonal replicas of these variables with respect to $\Phi$ with summation extending over the set of reduced Motzkin words of lenght $n$. 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 ${\rm NC}(n)$ into sublattices $\mathcal{M}(w)$ of partitions which are monotonically adapted to colors in the word $w$. 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.

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