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Multilinear function series and transforms in free probability theory

Ken Dykema
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Abstract

The algebra Mul[[B]] of formal multilinear function series over an algebra B and its quotient SymMul[[B]] are introduced, as well as corresponding operations of formal composition. In the setting of Mul[[B]], the unsymmetrized R- and T-transforms of random variables in B-valued noncommutative probability spaces are introduced. These satisfy properties analogous to the usual R- and T-transforms, (the latter being just the reciprocal of the S-transform), but describe all moments of a random variable, not only the symmetric moments. The partially ordered set of noncrossing linked partitions is introduced and is used to prove properties of the unsymmetrized T-transform.

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Ken Dykema. 2005-06-05. Multilinear function series and transforms in free probability theory. https://arxiv.org/abs/math/0504361

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