Papers
arxiv:2605.01887

Properties of tensorial free cumulants

Published on May 3
Authors:
,

Abstract

Tensorial free cumulants and freeness concepts are systematically studied through asymptotic analysis of random tensor models with various invariance groups, linking different theoretical approaches and extending results to arbitrary fluctuation orders while providing concrete examples via Gaussian distributions with non-trivial covariances.

AI-generated summary

In the past two years, several points of view have been proposed to address the question of the generalization of the theory of free probability to random tensors with different invariances, and it is unclear at this point whether they lead to the same notions of tensorial free cumulants and freeness. One way to approach this problem, developed by Collins, Gurau and the second named author for local unitary invariant random tensors, relies on finite size quantities involving averages over the invariance group, and whose asymptotics naturally possess the properties expected for tensorial generalizations of free cumulants of arbitrary orders. At this point, this approach has only been carried out for certain distributions, and for a subset of the moments that define such theories, and a more systematic and exhaustive study is lacking. This is the program initiated in this paper: we link this approach to the one proposed by Nechita and Park; extend a number of their results as well as those of the aforementioned paper to arbitrary orders of fluctuations, thereby generalizing higher order free cumulants; push further the study of distributions with larger invariance groups; detail the link with the asymptotics of the free-energies of the tensor HCIZ and BGW integrals; and provide formulae for tensorial free cumulants of products of tensors. Another important question is that of the definition of concrete distributions whose tensorial free-cumulants take non-trivial values. We compute the tensorial free cumulants for Gaussian random tensors with non-trivial covariances, and show that they provide such examples.

Community

Sign up or log in to comment

Get this paper in your agent:

hf papers read 2605.01887
Don't have the latest CLI?
curl -LsSf https://hf.co/cli/install.sh | bash

Models citing this paper 0

No model linking this paper

Cite arxiv.org/abs/2605.01887 in a model README.md to link it from this page.

Datasets citing this paper 0

No dataset linking this paper

Cite arxiv.org/abs/2605.01887 in a dataset README.md to link it from this page.

Spaces citing this paper 0

No Space linking this paper

Cite arxiv.org/abs/2605.01887 in a Space README.md to link it from this page.

Collections including this paper 0

No Collection including this paper

Add this paper to a collection to link it from this page.