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Noncommutative Probability and Multiplicative Cascades

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

Various aspects of standard model particle physics might be explained by a suitably rich algebra acting on itself, as suggested by Furey (2015). The present paper develops the asymptotics of large causal tree diagrams that combine freely independent elements in such an algebra. The Marčenko–Pastur law and Wigner’s semicircle law are shown to emerge as limits of normalized sum-over-paths of nonnegative elements assigned to the edges of causal trees. These results are established in the setting of non-commutative probability. Trees with classically independent positive edge weights (random multiplicative cascades) were originally proposed by Mandelbrot as a model displaying the fractal features of turbulence. The novelty of the present work is the use of noncommutative (free) probability to allow the edge weights to take values in an algebra. An application to theoretical neuroscience is also discussed.

Original languageEnglish
Pages (from-to)256-263
JournalStatistical Science
Volume36
Issue number2
Online published19 Apr 2021
DOIs
Publication statusPublished - May 2021
Externally publishedYes

Bibliographical note

Publisher Copyright:
© 2021. Institute of Mathematical Statistics

Funding

The author thanks Ivan Corwin and Sunder Sethuraman for helpful discussions concerning multiplicative cascades, and he also thanks Cohl Furey for many helpful discussions on causal trees in physics.

Research Keywords

  • Mandelbrot cascade
  • martingale convergence
  • Marčenko–Pastur law
  • random matrices
  • Wigner’s semicircle law

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