Moments, Hankel determinants, orthogonal polynomials, Motzkin paths, and continued fractions

Previously we described all finite-dimensional random algebras with faithful states. In this post we will describe states on the infinite-dimensional -algebra . Along the way we will run into and connect some beautiful and classical mathematical objects.

A special case of part of the following discussion can be found in an old post on the Catalan numbers.

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Noncommutative probability

The traditional mathematical axiomatization of probability, due to Kolmogorov, begins with a probability space and constructs random variables as certain functions . But start doing any probability and it becomes clear that the space is de-emphasized as much as possible; the real focus of probability theory is on the algebra of random variables. It would be nice to have an approach to probability theory that reflects this.

Moreover, in the traditional approach, random variables necessarily commute. However, in quantum mechanics, the random variables are self-adjoint operators on a Hilbert space , and these do not commute in general. For the purposes of doing quantum probability, it is therefore also natural to look for an approach to probability theory that begins with an algebra, not necessarily commutative, which encompasses both the classical and quantum cases.

Happily, noncommutative probability provides such an approach. Terence Tao’s notes on free probability develop a version of noncommutative probability approach geared towards applications to random matrices, but today I would like to take a more leisurely and somewhat scattered route geared towards getting a general feel for what this formalism is capable of talking about.

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