Concept
Free probability
Related concepts (4)
Wigner semicircle distribution
The Wigner semicircle distribution, named after the physicist Eugene Wigner, is the probability distribution on [−R, R] whose probability density function f is a scaled semicircle (i.e., a semi-ellipse) centered at (0, 0): for −R ≤ x ≤ R, and f(x) = 0 if |x| > R. The parameter R is commonly referred to as the "radius" parameter of the distribution. The Wigner distribution also coincides with a scaled beta distribution. That is, if Y is a beta-distributed random variable with parameters α = β = 3/2, then the random variable X = 2RY – R exhibits a Wigner semicircle distribution with radius R.
Free independence
In the mathematical theory of free probability, the notion of free independence was introduced by Dan Voiculescu. The definition of free independence is parallel to the classical definition of independence, except that the role of Cartesian products of measure spaces (corresponding to tensor products of their function algebras) is played by the notion of a free product of (non-commutative) probability spaces.
Noncrossing partition
In combinatorial mathematics, the topic of noncrossing partitions has assumed some importance because of (among other things) its application to the theory of free probability. The number of noncrossing partitions of a set of n elements is the nth Catalan number. The number of noncrossing partitions of an n-element set with k blocks is found in the Narayana number triangle. A partition of a set S is a set of non-empty, pairwise disjoint subsets of S, called "parts" or "blocks", whose union is all of S.
Cumulant
In probability theory and statistics, the cumulants κn of a probability distribution are a set of quantities that provide an alternative to the moments of the distribution. Any two probability distributions whose moments are identical will have identical cumulants as well, and vice versa. The first cumulant is the mean, the second cumulant is the variance, and the third cumulant is the same as the third central moment. But fourth and higher-order cumulants are not equal to central moments.