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# Untitled Document

LIMIT THEOREMS FOR THE HIERARCHY OF FREENESS

Uwe Franz and Romuald Lenczewski 111 This work is supported by KBN (grant No. 2PO3A 05415).

Institut de Recherche Mathématique Avancée,

Universit$`\stackrel{´}{\mathrm{e}}`$ Louis Pasteur,

Rue René Descartes,

F-67084 Strasbourg Cedex, France

e-mail franz@math.u-strasbg.fr

Hugo Steinhaus Center for Stochastic Methods,

Institute of Mathematics,

Technical University of Wroclaw,

Wybrze$`\dot{\mathrm{z}}`$e Wyspianskiego 27

50-370 Wroclaw, Poland

e-mail lenczew@im.pwr.wroc.pl

## Abstract

The central limit theorem, the invariance principle and the Poisson limit theorem for the hierarchy of freeness are studied. We show that for given $`m\mathrm{I}\mathrm{N}`$ the limit laws can be expressed in terms of non-crossing partitions of depth smaller or equal to $`m`$. For $`𝒜=𝖨\mathrm{C}[x]`$, we solve the associated moment problems and find explicitly the discrete limit measures.

1. Introduction

The notion of the hierarchy of freeness was introduced in \[Len97\] in the context of a unification of the main types of non-commutative independence (tensor, free, and Boolean, see the axiomatic approach in \[Sch94,Sch95\]). The main idea of the construction presented in \[Len97\] was to approximate the free product of states \[Voi85\] through a sequence of products called $`m`$-free products, $`m\mathrm{I}\mathrm{N}`$, using only tensor independence. In this way one obtains a hierarchy of products as well as a hierarchy of non-commutative probability spaces, of which the latter was called in \[Len97\] the hierarchy of freeness.

In the hierarchy of $`m`$-free products the two extremes are given by the Boolean product which corresponds to the first order approximation $`m=1`$ and the free product, obtained for $`m=\mathrm{}`$. Thus the hierarchy fills the “gap” between the Boolean product and the free product. Its another important feature is that it equips the combinatorics of non-crossing partitions with a hierarchic structure induced by their depths. Recall that the combinatorics of the Boolean product is based on the so-called interval partitions and that of the free product – on all non-crossing partitions. By studying convolution-type limit theorems in this paper, we establish a connection between the combinatorics of the $`m`$-free product (or, rather of the $`m`$-free convolution) and non-crossing partitions of depth $`d(P)m`$. Thus the hierarchy also fills the “gap” between the combinatorics of interval partitions and that of all non-crossing partitions. Let us add that the hierarchy of freeness lends itself easily to certain generalizations, and in fact was introduced in \[Len97\] in the context of the conditionally free product \[BLS96\] of states. Other generalizations were indicated in \[FLS98\].

In this work we study the convolution-type central limit theorems, the invariance principles and Poisson’s limit theorems for $`m`$-free products, calling those theorems $`m`$-free limit theorems. Let us only note that we do not use the $`m`$-free convolutions in our notations. Nevertheless, all theorems can be phrased using $`m`$-free convolutions introduced in \[Len97\]. It is well known that in the central limit theorem for free independence \[Voi85\] only non-crossing pair partitions give rise to the limit Wigner semi-circle law \[Spe90\]. In our case we show that in the $`m`$-free central limit theorem only non-crossing pair partitions of depth less than or equal to $`m`$ appear in the combinatorial form of the limit law for each $`m\mathrm{I}\mathrm{N}`$. For the special case of the algebra of polynomials in one variable $`𝖨\mathrm{C}[x]`$, we introduce a hierarchy of Cauchy transforms of the limit laws which enables us to recover the corresponding hierarchy of discrete measures on the real line which approximate the Wigner measure. A similar approach is used for $`m`$-free Poisson’s limit theorems.

Section 2 is of preliminary character and contains all needed facts on the hierarchy of freeness. In Section 3 we prove the central limit theorem for the hierarchy of freeness (Theorem 3.5). Note that our approach is based on the tensor product construction developed in \[Len97\] and as such gives a new (and probably the most explicit) proof of the free central limit theorem. In Section 4, the corresponding invariance principle is stated (Theorem 4.1) and a hierarchy of $`m`$-free Brownian motions is introduced. In Section 5, we restrict ourselves to $`𝖨\mathrm{C}[x]`$ and study the hierarchy of measures corresponding to the central limit laws. We show that they are discrete measures that approximate weakly the Wigner measure. Poisson’s limit theorem for the hierarchy of freeness is proved in Section 6 and the associated moment problems are solved.

2. The Hierarchy of Freeness

This section is of preliminary character and contains all needed facts on the hierarchy of freeness. For more details, see \[Len97\] and \[FLS98\].

Let $`(𝒜_l)_{lI}`$ be a family of unital \*-algebras and let $`(\varphi _l)_{lI}`$ be the corresponding family of states. We assume that $`𝒜_l=𝒜_l^0\mathrm{𝟏}_l`$, where $`𝒜_l^0`$ is a \*-subalgebra of $`𝒜_l`$, and in the free product $`_{lI}𝒜_l`$ we identify units. Extend each $`𝒜_l`$ to $`\stackrel{~}{𝒜}_l=𝒜_l𝖨\mathrm{C}(t_l)`$, where $`𝖨\mathrm{C}(t_l)`$ is the unital \*-algebra generated by the projection $`t_l`$. Make $`\stackrel{~}{𝒜}_l`$ into a \*-algebra in the canonical fashion. Finally, denote by $`(\stackrel{~}{\varphi }_l)_{lI}`$ the Boolean extensions of $`(\stackrel{~}{\varphi }_l)_{lI}`$, i.e. states on $`(\stackrel{~}{𝒜}_l)_{lI}`$ given by $`\stackrel{~}{\varphi }_l(\mathrm{𝟏}_l)=1`$ and

$$\stackrel{~}{\varphi _l}(t_l^ra^{(1)}t_l\mathrm{}t_la^{(p)}t_l^s)=\varphi _l(a^{(1)})\mathrm{}\varphi _l(a^{(p)})$$

for $`a^{(1)},\mathrm{},a^{(p)}𝒜_l^0`$, $`r,s\{0,1\}`$. For details, see \[FLS98\].

Consider the quantum probability space $`(,\stackrel{~}{\mathrm{\Phi }})`$, where

$$=\underset{lI}{}\stackrel{~}{𝒜}_l^{\mathrm{}},\stackrel{~}{\mathrm{\Phi }}=\underset{lI}{}\stackrel{~}{\varphi }_l^{\mathrm{}},$$

and the tensor products are understood as in \[FLS98\], with canonical involutions on $`_{lI}𝒜_l`$ and $``$. This is the quantum probability space in which one can embed the hierarchy of freeness defined in \[Len97\] (see again \[FLS98\]). Since we have two tensor products here (over $`I`$ and then over $`\mathrm{I}\mathrm{N}`$ for each $`lI`$), we will label tensor sites by $`(l,k)`$, $`lI`$, $`k\mathrm{I}\mathrm{N}`$ and we will refer to $`l`$ and $`k`$ as the outer and inner site, respectively.

In the definition of these embeddings the following notations will be used. For $`lI,n\mathrm{I}\mathrm{N}`$, let

$$i_n^{(l)}:\stackrel{~}{𝒜}_l\stackrel{~}{𝒜}_l^{\mathrm{}}$$

be the linear mapping given by

$$i_n^{(l)}(a)=\mathrm{𝟏}_l^{(n1)}a\mathrm{𝟏}_l^{\mathrm{}},$$

for $`a\stackrel{~}{𝒜}_l`$. For notational convenience we put $`i_0^{(l)}(a)=0`$. Further, we denote by

$$t_{[k}^{(l)}=\mathrm{𝟏}_l^{(k1)}t_l^{\mathrm{}}$$

a projection in $`\stackrel{~}{𝒜}_l^{\mathrm{}}`$ which is built from projections $`t_l`$ at all sites $`k`$, $`k1`$, and we put for convenience $`t_{[0}^{(l)}=0`$.

We define the linear mappings

$$\gamma _k^{(l)}:𝒜_l^0,\gamma _k^{(l)}(a)=i_k^{(l)}(a)\underset{rl}{}t_{[k}^{(r)},$$

$$\widehat{\gamma }_k^{(l)}:𝒜_l^0,\widehat{\gamma }_k^{(l)}(a)=i_k^{(l)}(a)\underset{rl}{}t_{[k1}^{(r)},$$

where $`k\mathrm{I}\mathrm{N}`$, $`lI`$. Note that since $`i_0^{(l)}(t)=0`$, we have $`\widehat{\gamma }_1^{(l)}(a)=0`$. In other words, $`\gamma _k^{(l)}(a)`$ puts $`a𝒜_l^0`$ at site $`(l,k)`$ and projections $`t_r`$ at sites $`(r,s)`$ for all $`rl`$ and $`sk`$. In turn, $`\widehat{\gamma }_k^{(l)}(a)`$ puts $`a`$ at site $`(l,k)`$ and projections $`t_r`$ at sites $`(r,s)`$ for all $`rl`$ and $`sk1`$.

It was shown in \[FLS98\] that the mappings

$$j_l^{(m)}:𝒜_l^0,$$

$$j_l^{(m)}=\underset{k=1}{\overset{m}{}}j_{l,k}\underset{k=1}{\overset{m}{}}(\gamma _k^{(l)}\widehat{\gamma }_k^{(l)}),$$

where $`lI`$, $`m\mathrm{I}\mathrm{N}`$, are \*-homomorphisms. Using them, we can define for each $`m\mathrm{I}\mathrm{N}`$ the \*-homomorphism

$$j^{(m)}:_{lI}𝒜_l$$

as the linear extension of $`j^{(m)}(\mathrm{𝟏})=_{lI}\mathrm{𝟏}_l^{\mathrm{}}`$ and

$$j^{(m)}(a_1\mathrm{}a_n)=j_{l_1}^{(m)}(a_1)\mathrm{}j_{l_n}^{(m)}(a_n),$$

where $`a_i𝒜_{l_i}^0`$, $`l_iI`$, $`i=1,\mathrm{},n`$.

Definition 2.1 The sequence of quantum probability spaces $`(𝒜^{(m)},\mathrm{\Phi }^{(m)})_{m\mathrm{I}\mathrm{N}}`$, where $`𝒜^{(m)}=j^{(m)}(_{lI}𝒜_l)`$ and $`\mathrm{\Phi }^{(m)}`$ is the restriction of $`\stackrel{~}{\mathrm{\Phi }}`$ to $`𝒜^{(m)}`$, is called the hierarchy of freeness. The state $`\stackrel{~}{\mathrm{\Phi }}^{(m)}`$ is called the $`m`$-free product state and $`j^{(m)}(a)`$, $`a𝒜_l^0`$ are called the $`m`$-free random variables.

Remark. Note that $`\stackrel{~}{\mathrm{\Phi }}j^{(m)}`$ defines a state on $`_{lI}𝒜_l`$.

The GNS construction for the hierarchy of freeness \[FLS98\] will also be useful here. Thus, let ($`_l,\pi _l,\mathrm{\Omega }_l`$) be the GNS triple associated with the pair ($`𝒜_l,\varphi _l`$), i.e. $`_l`$ is a pre-Hilbert space, $`\pi _l`$ is a \*-representation of $`𝒜_l`$ and $`\mathrm{\Omega }_l`$ is a cyclic vector, such that $`\varphi _l(x)=\mathrm{\Omega }_l,\pi _l(x)\mathrm{\Omega }_l`$ for any $`x𝒜_l`$. We start from the infinite tensor product pre-Hilbert space

$$^{}=\underset{lI}{}_l^{\mathrm{}}$$

with respect to the vector $`\mathrm{\Omega }=_{lI}\mathrm{\Omega }_l^{\mathrm{}}`$ and denote by

$$\mathrm{\Gamma }_k^{(l)}:𝒜_l^0(^{}),\widehat{\mathrm{\Gamma }}_k^{(l)}:𝒜_l^0(^{})$$

the \*-homomorphisms corresponding to $`\gamma _k^{(l)}`$, $`\widehat{\gamma }_k^{(l)}`$, i.e.

$$\mathrm{\Gamma }_k^{(l)}(a)=i_k^{(l)}(\pi _l(a))\underset{jl}{}P_{[k}^{(j)},$$

$$\widehat{\mathrm{\Gamma }}_k^{(l)}(a)=i_k^{(l)}(\pi _l(a))\underset{jl}{}P_{[k1}^{(j)}$$

for $`a𝒜_l^0`$, where $`P_{[k}^{(j)}=\mathrm{Id}^{(k1)}(P^{(j)})^{\mathrm{}}`$, $`P^{(j)}`$ is the projection onto the vacuum $`\mathrm{\Omega }_j`$ in $`_j`$, and $`P_{[0}=0`$. Then the GNS representation $`\pi ^m`$ of $`(_{lI}𝒜_l,\mathrm{\Phi }j^{(m)})`$ is given by $`\pi ^m(\mathrm{𝟏})=_{lI}\mathrm{Id}_l^{\mathrm{}}`$ and $`\pi ^m=_{lI}\pi _l^m`$ on $`_{lI}𝒜_l^0`$, where

$$\pi _l^m(a)=\underset{k=1}{\overset{m}{}}(\mathrm{\Gamma }_k^{(l)}(a)\widehat{\mathrm{\Gamma }}_k^{(l)}(a))$$

for $`a𝒜_l^0`$. For each $`m\mathrm{I}\mathrm{N}`$ the cyclic vector is $`\mathrm{\Omega }`$ and the carrier space of $`\pi ^m`$ is $`^m=\pi ^m(_{lI}𝒜_l)\mathrm{\Omega }.`$

We need to take a closer look at the correlations

$$\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1}^{(m)}(a_1)\mathrm{}j_{l_n}^{(m)}(a_n)\right)=\underset{1m_1,\mathrm{},m_nm}{}\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1,m_1}(a_1)\mathrm{}j_{l_n,m_n}(a_n)\right)$$

for any tuple $`(l_1,\mathrm{},l_n)`$, $`a_i𝒜_{l_i}^0`$, $`i=1,\mathrm{},n`$. Equivalently, we can write

$$\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1}^{(m)}(a_1)\mathrm{}j_{l_n}^{(m)}(a_n)\right)=\stackrel{~}{\mathrm{\Phi }}j^{(m)}(a_1\mathrm{},a_n).$$

Before we derive some results which are specific to the central limit theorem and use the assumption on the zero mean, we prove a “pyramid formula”(slightly more general than the one in \[Len97\] which always allows us to reduce the summation in the above sum to a “pyramid”. We also give a new proof, using the GNS construction.

Proposition 2.2 The following formula holds:

$$\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1}^{(m)}(a_1)\mathrm{}j_{l_n}^{(m)}(a_n)\right)=\underset{(m_1,\mathrm{},m_n)\mathrm{{\rm Y}}_n^m}{}\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1,m_1}(a_1)\mathrm{}j_{l_n,m_n}(a_n)\right),$$

where $`\mathrm{{\rm Y}}_n^m=\{(p_1,\mathrm{},p_n)|1p_k,p_{nk}km,1kn/2\}`$ and $`km=\mathrm{min}\{k,m\}`$.
Proof. Using the GNS construction, we obtain

$$\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1}^{(m)}(a_1)\mathrm{}j_{l_n}^{(m)}(a_n)\right)=\mathrm{\Omega },\pi ^m(a_1)\mathrm{},\pi ^m(a_n)\mathrm{\Omega }$$

and thus, in order to prove the proposition, it is enough to show that if $`(m_1,\mathrm{},m_n)\mathrm{{\rm Y}}_n^m`$, then

$$\mathrm{\Omega },(\mathrm{\Gamma }_{m_1}^{(l_1)}(a_1)\widehat{\mathrm{\Gamma }}_{m_1}^{(l_1)}(a_1))\mathrm{}(\mathrm{\Gamma }_{m_n}^{(l_n)}(a_n)\widehat{\mathrm{\Gamma }}_{m_n}^{(l_n)}(a_n))\mathrm{\Omega }=0.$$

Introduce the filtration

$$_{0]}^{}_{1]}^{}\mathrm{}_{k]}^{}\mathrm{}$$

of subspaces of $`^{}`$ given by $`_{0]}=𝖨\mathrm{C}\mathrm{\Omega }`$ and

$$_{k]}^{}=\mathrm{Lin}\{\underset{lI}{}(x_{l,1}\mathrm{}x_{l,k}\mathrm{\Omega }_l^{\mathrm{}})\}.$$

Note that if $`k>1`$, then $`\mathrm{\Gamma }_k^{(l)}(a)`$ agrees with $`\widehat{\mathrm{\Gamma }}_k^{(l)}(a)`$ on $`_{k2]}`$. Moreover,

$$\left(\mathrm{\Gamma }_k^{(l)}(a)\widehat{\mathrm{\Gamma }}_k^{(l)}(a)\right)_{k1]}^{}_{k]}^{},$$

for any $`k1`$. These two facts imply that we have

$$(\mathrm{\Gamma }_{m_1}^{(l_1)}(a_1)\widehat{\mathrm{\Gamma }}_{m_1}^{(l_1)}(a_1))\mathrm{}(\mathrm{\Gamma }_{m_n}^{(l_n)}(a_n)\widehat{\mathrm{\Gamma }}_{m_n}^{(l_n)}(a_n))\mathrm{\Omega }=0$$

if $`(m_1,\mathrm{},m_n)\mathrm{\Theta }_n^m`$, where

$$\mathrm{\Theta }_n^m=\{(p_1,\mathrm{},p_n)|1p_i(ni+1)m\}.$$

We can repeat this argument for the adjoints and obtain a mirror reflection of this condition ($`(m_n,\mathrm{},m_1)\mathrm{\Theta }_n^m`$), which finally leads to

$$\mathrm{\Omega },(\mathrm{\Gamma }_{m_1}^{(l_1)}(a_1)\widehat{\mathrm{\Gamma }}_{m_1}^{(l_1)}(a_1))\mathrm{}(\mathrm{\Gamma }_{m_n}^{(l_n)}(a_n)\widehat{\mathrm{\Gamma }}_{m_n}^{(l_n)}(a_n))\mathrm{\Omega }=0$$

if $`(m_1,\mathrm{},m_n)\mathrm{{\rm Y}}_n^m`$. $`\mathrm{}`$

Proposition 2.3. If $`𝒜_l=𝒜`$, $`\varphi _l=\varphi `$, $`lI`$, then the correlations of $`m`$-free random variables are invariant under permutations $`\pi `$ of $`\mathrm{I}\mathrm{N}`$, i.e.

$$\stackrel{~}{\mathrm{\Phi }}\left(j_{\pi (l_1)}^{(m)}(a_1)\mathrm{}j_{\pi (l_n)}^{(m)}(a_n)\right)=\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1}^{(m)}(a_1)\mathrm{}j_{l_n}^{(m)}(a_n)\right).$$

Moreover, if $`\{l_1,\mathrm{},l_r\}\{l_{r+1},\mathrm{},l_n\}=\mathrm{}`$, then

$$\stackrel{~}{\mathrm{\Phi }}(j_{l_1}^{(m)}(a_1)\mathrm{}j_{l_n}^{(m)}(a_n))=\stackrel{~}{\mathrm{\Phi }}(j_{l_1}^{(m)}(a_1)\mathrm{}j_{l_r}^{(m)}(a_r))\stackrel{~}{\mathrm{\Phi }}(j_{l_{r+1}}^{(m)}(a_{r+1})\mathrm{}j_{l_n}^{(m)}(a_n)).$$

Proof. From the properties of the tensor product and the fact that $`\varphi _l=\varphi `$ for all $`lI`$, we obtain

$$\stackrel{~}{\mathrm{\Phi }}\left(\gamma _{k_1}^{\mathrm{}(\pi (l_1))}(a_1)\mathrm{}\gamma _{k_n}^{\mathrm{}(\pi (l_n))}(a_n)\right)=\stackrel{~}{\mathrm{\Phi }}\left(\gamma _{k_1}^{\mathrm{}(l_1)}(a_1)\mathrm{}\gamma _{k_n}^{\mathrm{}(l_n)}(a_n)\right)$$

for any $`1k_1,\mathrm{},k_nm`$, where $`\gamma _k^{\mathrm{}(l)}(a)=\gamma _k^{(l)}(a),\widehat{\gamma }_k^{(l)}(a)`$. From this follows the first part of the proposition. The second part is obvious. $`\mathrm{}`$

3. A Central Limit Theorem

In this section we prove the central limit theorem for the sums of $`m`$-free independent random variables. We show that in the limit only the non-crossing pair partitions $`P`$ of depth $`d(P)m`$ give a nonvanishing contribution.

Definition 3.1. A pair partition $`P=\{P_1,\mathrm{}P_k\}`$, where $`P_j=\{\alpha (j),\beta (j)\}`$, $`j=1,\mathrm{},k`$, of the set $`\{1,\mathrm{},2k\}`$ is crossing if there exist $`1p,qk`$ such that $`\alpha (p)<\alpha (q)<\beta (p)<\beta (q)`$. If $`P`$ is not a crossing partition, then it is called non-crossing. If $`P`$ is non-crossing, then by $`d(P)`$ we denote its depth, i.e. the maximal of all integers $`d`$, for which there exist $`1s_1,\mathrm{},s_dk`$ such that $`\alpha (s_1)<\mathrm{}<\alpha (s_d)`$ and $`\beta (s_1)>\mathrm{}>\beta (s_d)`$. We will denote the set of all non-crossing pair partitions $`P`$ of depth $`d(P)m`$ of the set $`\{1,\mathrm{},n\}`$ by $`NC_n^{\mathrm{pair}}(m)`$.

Remark. If we link each $`\alpha (l)`$ with $`\beta (l)`$ in a pair-partition $`P`$ by “bridges”, then a pair partition is non-crossing if and only if it is possible to draw these bridges without intersections. The depth $`d(P)`$ of $`P`$ is then the maximal number of bridges that pass over the same “gap”.

Note that with each tuple $`(l_1,\mathrm{},l_n)`$, $`l_1,\mathrm{},l_nI`$, we can associate a partition $`P`$ of $`\{1,\mathrm{},n\}`$. This can be done as follows. Let $`K=\{k_1,\mathrm{},k_r\}=\{l_1,\mathrm{},l_n\}`$ with $`k_1<k_2<\mathrm{}<k_r`$ and put

$$P_i=\{p|k_p=i\}.$$

Then we will say that the partition $`P`$ is associated with the tuple $`(l_1,\mathrm{},l_n)`$.

Lemma 3.2. Assume that the partition $`P`$ associated with the tuple $`(l_1,\mathrm{},l_n)`$, where $`n=2k`$, is a non-crossing pair-partition of depth $`d(P)>m`$. If $`\varphi (a_i)=0`$ for $`i=1,\mathrm{},n`$, then

$$\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1}^{(m)}(a_1)\mathrm{}j_{l_n}^{(m)}(a_n)\right)=0$$

Proof. First of all note that each site can be occupied by at most two elements since $`P`$ is a pair-partition. Assume that $`d(P)>m`$. Each $`j_{l_r}^{(m)}(a_r)`$, $`1rn`$ is a sum of $`m`$ terms in which $`a_r`$ appears at $`m`$ different sites, namely $`(l_r,u)`$, $`1um`$. Since $`P`$ is a pair-partition and thus a given $`a_r`$ has only one “partner”, say $`a_s`$ at site $`(l_s,w)`$ with $`l_s=l_r=l`$, the only way to avoid “singletons” (first-order moments) is for each pair to occupy the same inner site, i.e. $`u=w`$. Now, we have at least $`d(P)`$ pairs to occupy at most $`m`$ different inner sites. Since $`d(P)>m`$, at least one inner site, say $`u`$, must be occupied by two pairs, say $`(a_r,a_s)`$ and $`(a_p,a_q)`$, $`l_r=l_s=l`$, $`l_p=l_q=l^{}`$. Now, since $`P`$ is non-crossing, we must have $`r<p<q<s`$ or $`p<r<s<q`$. In the first case, at site $`(l,u)`$ we obtain

$$\mathrm{}a_rt\mathrm{}ta_s\mathrm{}$$

since $`j_{l^{},u}(a_p)`$ and $`j_{l^{},u}(a_q)`$ put a projection $`t`$ at all sites $`(b,c)`$, $`bl^{}`$ and $`cu`$. Thus $`a_r`$ and $`a_s`$ are separated by $`t`$ which produces first moments, therefore gives zero by our zero mean assumption. The second case is analogous. $`\mathrm{}`$

Lemma 3.3. Assume that the partition $`P`$ associated with the tuple $`(l_1,\mathrm{},l_n)`$, where $`n=2k`$, is a non-crossing pair-partition of depth $`d(P)m`$. If $`\varphi (a_i)=0`$ for $`i=1,\mathrm{},n`$, then

$$\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1}^{(m)}(a_1)\mathrm{}j_{l_n}^{(m)}(a_n)\right)=\underset{i=1}{\overset{k}{}}\varphi (a_{P_i})$$

where $`a_J=_{lJ}a_l`$ for any $`J\{1,\mathrm{},n\}`$, with the product taken in the natural order.
Proof. The proof will proceed by induction. Clearly, the case $`m=1`$ boils down to considering interval pair-partitions (only they can be of depth $`d(P)1`$), i.e. take $`P=\{\{i_1,i_2\},\mathrm{},\{i_{2k1},i_{2k}\}\}`$. Then

$$\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1}^{(1)}(a_1)\mathrm{}j_{l_{2k}}^{(1)}(a_{2k})\right)=\varphi (a_1a_2)\mathrm{}\varphi (a_{2k1}a_{2k}).$$

Assume now that

$$\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1}^{(m1)}(a_1)\mathrm{}j_{l_n}^{(m1)}(a_{2k})\right)=\underset{i=1}{\overset{k}{}}\varphi (a_{P_i})$$

for $`d(P)m1`$ and any $`k`$. We will show that the same property holds for $`j^{(m)}`$ and non-crossing partitions of depth $`d(P)m`$.

The proof of that fact will be carried out by induction with respect to $`k`$. If $`k=1`$, then we clearly have

$$\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1}^{(m)}(a_1)j_{l_2}^{(m)}(a_2)\right)=\varphi (a_1a_2).$$

Assume that

$$\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1}^{(m)}(a_1)\mathrm{}j_{l_{2k2}}^{(m)}(a_{2k2})\right)=\underset{i=1}{\overset{k1}{}}\varphi (a_{S_i})$$

for any tuple $`(l_1,\mathrm{},l_{2k2})`$, where $`S`$ is the partition associated with it and $`d(S)m`$. Now, when considering $`\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1}^{(m)}(a_1)\mathrm{}j_{l_{2k}}^{(m)}(a_{2k})\right)`$, it is enough to consider the case when $`l_1=l_{2k}`$ since otherwise $`P`$ would separate into subpartitions and the correlation would factorize by Proposition 2.3, thus we could apply the inductive assumption with respect to $`k`$. By Proposition 2.2,

$$\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1}^{(m)}(a_1)\mathrm{}j_{l_{2k}}^{(m)}(a_{2k})\right)=\underset{(m_1,\mathrm{},m_{2k})\mathrm{{\rm Y}}_{2k}^m}{}\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1,m_1}(a_1)\mathrm{}j_{l_{2k},m_{2k}}(a_{2k})\right).$$

Keeping in mind that $`j_{l_i,m_i}(a_i)=\gamma _{m_i}^{(l_i)}(a)\widehat{\gamma }_{m_i}^{(l_i)}(a)`$, $`1i2k`$, we can see that the only way to avoid a separation of $`a_1`$ from $`a_{2k}`$ (which would produce two singletons and thus give zero contribution) is to take into account in the above sum only those tuples $`(m_1,\mathrm{},m_{2k})\mathrm{{\rm Y}}_{2k}^m`$, for which $`m_2,\mathrm{},m_{2k1}1`$ (i.e. in particular, $`m_2=m_{2k1}=2`$), and moreover, assume that the products start with $`\gamma _2^{(l_2)}(a_2)`$ and end with $`\gamma _2^{(l_{2k1})}(a_{2k1})`$. Then, at site $`(l_1,1)`$ we get $`a_1a_{2k}`$ and at $`(l_p,1)`$, $`p\{2,\mathrm{},k\}`$, we get either the projection $`t`$ or the unit $`\mathrm{𝟏}`$ and $`\stackrel{~}{\varphi }`$ sends them to $`1`$. Therefore, we obtain

$$\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1}^{(m)}(a_1)\mathrm{}j_{l_{2k}}^{(m)}(a_{2k})\right)=\varphi (a_1a_{2k})\stackrel{~}{\mathrm{\Phi }}(j^{(m1)}(a_2)\mathrm{}j^{(m1)}(a_{2k1}))$$

$$=\varphi (a_1a_{2k})\underset{i=1}{\overset{k1}{}}\varphi (a_{P_i^{}})=\underset{i=1}{\overset{k}{}}\varphi (a_{P_i})$$

by the inductive assumption with respect to $`m`$, where

$$P=\{P_1,\mathrm{},P_k\},P^{}=\{P_2,\mathrm{},P_k\}$$

and $`P_1=\{1,2k\}`$. $`\mathrm{}`$

Lemma 3.4. Assume that the partition $`P`$ associated with the tuple $`(l_1,\mathrm{},l_n)`$, where $`n=2k`$, is a crossing pair-partition. If $`\varphi (a_i)=0`$ for $`i=1,\mathrm{},n`$, then

$$\stackrel{~}{\mathrm{\Phi }}\left(j_{l_1}^{(m)}(a_1)\mathrm{}j_{l_{2k}}^{(m)}(a_n)\right)=0$$

Proof. We will show that the correlation which corresponds to a crossing pair-partition $`P`$ of $`\{1,\mathrm{},2k\}`$ produces a singleton and thus vanishes by the mean zero assumption.

There exist $`1p<q<r<s2k`$ such that $`l_p=l_q=l`$, $`l_r=l_s=l^{}`$. It is enough to consider those terms from the “pyramid” in which $`m_p=m_q=u`$ and $`m_r=m_s=w`$ since otherwise we obtain at least one singleton which makes the contribution vanish. Suppose now that $`uw`$. Then $`j_{l,u}(a_p)`$ and $`j_{l,u}(a_q)`$ put a projection $`t`$ at site $`(l^{},w)`$ since they put a $`t`$ at all sites $`(b,c)`$, where $`bl`$ and $`cu`$. Thus, at site $`(l^{},w)`$ we obtain

$$\mathrm{}t\mathrm{}a_r\mathrm{}t\mathrm{}a_s\mathrm{}$$

and thus $`t`$ separates $`a_r`$ and $`a_s`$. If $`u>w`$, then a similar thing happens to $`a_p`$ and $`a_q`$ at site $`(l,u)`$. This makes the contribution of all terms vanish. $`\mathrm{}`$

Assume now that $`𝒜_l=𝒜`$, $`l\mathrm{I}\mathrm{N}`$. We will derive the central limit theorem for the sums of $`m`$-free “independent” variables (in other words, the central limit theorem for $`m`$-free convolutions)

$$S_N^{(m)}(a)=\frac{1}{\sqrt{N}}\underset{k=1}{\overset{N}{}}j_k^{(m)}(a),$$

where $`a𝒜^0`$.

Theorem 3.5. Let $`m\mathrm{I}\mathrm{N}`$, $`a_1,\mathrm{},a_n𝒜`$, and let $`\varphi `$ be a state on $`𝒜`$ for which $`\varphi (a_i)=0`$, $`i=1,\mathrm{},n`$. Then

$$\underset{N\mathrm{}}{lim}\stackrel{~}{\mathrm{\Phi }}\left(S_N^{(m)}(a_1)\mathrm{}S_N^{(m)}(a_n)\right)=\underset{\{P_1,\mathrm{},P_k\}NC_n^{\mathrm{pair}}(m)}{}\varphi (a_{P_1})\mathrm{}\varphi (a_{P_k})$$

if $`n=2k`$. If $`n`$ is odd, then the above limit vanishes.
Proof. Using Proposition 2.2 and typical central limit arguments (see, for instance, the limit theorem for correlations which are invariant under order-preserving injections in \[Len98\] or \[SvW94\]) we know that only pair partitions may give a nonvanishing contribution as $`N\mathrm{}`$. Now use Lemmas 3.2-3.4 to see that out of these only the non-crossing pair partitions of depth $`m`$ really do give a nonvanishing contribution. The second part of the theorem is again standard and follows from the assumption on the zero mean. $`\mathrm{}`$

Corollary 3.6. In particular, if $`𝒜=𝖨\mathrm{C}[x]`$, $`x^{}=x`$, and $`\varphi (x^2)=1`$, then

$$M_n^{(m)}\underset{N\mathrm{}}{lim}\stackrel{~}{\mathrm{\Phi }}\left((S_N^{(m)}(x))^n\right)=|NC_n^{\mathrm{pair}}(m)|$$

for $`n`$ even. The odd limit moments vanish.
Proof. It follows immediately from Theorem 3.5.
Remark. Knowing that $`m`$-freeness approximates freeness, we automatically obtain the central limit theorem for free random variables (as well as conditionally free random variables or their possible generalizations as discussed in \[FLS98\]). For that purpose and for given $`n=2k`$ it is enough to take the $`k`$-free product state.

In Section 5 we will solve the moment problem for the limit moments given by Corollary 3.6 for each $`m`$.

4. An Invariance Principle and $`m`$-Free Brownian Motions

In this section we state an invariance principle for the hierarchy of freeness. We also define a corresponding hierarchy of Brownian motions and show that under some additional assumptions on the state $`\varphi `$, the limit distribution obtained from the invariance principle are the distributions of the hierarchy of Brownian motions.

Let us begin with the invariance principle. Let $`a𝒜^0`$ and instead of the sums $`S_N^{(m)}(a)`$, consider now sample sums

$$S_{N,f}^{(m)}(a)=\frac{1}{\sqrt{N}}\underset{k=1}{\overset{\mathrm{}}{}}j_k^{(m)}(a)_{k1}^kf\left(\frac{t}{N}\right)𝑑t,$$

indexed not only by $`N`$ and $`m`$, but also by $`fL_c^2(\mathrm{I}\mathrm{R}_+)`$, where $`L_c^2(\mathrm{I}\mathrm{R}_+)`$ stands for the square integrable real-valued functions with compact support on $`\mathrm{I}\mathrm{R}`$.

Theorem 4.1. Let $`f_1,\mathrm{},f_nL_c^2(\mathrm{I}\mathrm{R}_+)`$, $`a_1,\mathrm{},a_n𝒜^0`$, $`m,N\mathrm{I}\mathrm{N}`$. Then

$$\underset{N\mathrm{}}{lim}\stackrel{~}{\mathrm{\Phi }}\left(S_{N,f_1}^{(m)}(a_1)\mathrm{}S_{N,f_n}^{(m)}(a_n)\right)$$

$$=\underset{\{P_1,\mathrm{},P_k\}NC_n^{\mathrm{pair}}(m)}{}\varphi (a_{P_1})\mathrm{}\varphi (a_{P_k})\underset{r=1}{\overset{k}{}}_0^{\mathrm{}}f_{\alpha (r)}(t)f_{\beta (r)}(t)𝑑t$$

if $`n=2k`$, where $`P_i=\{\alpha (i),\beta (i)\}`$, $`i=1,\mathrm{},k`$. If $`n`$ is odd, then the above limit vanishes.
Proof. This is a special case of the invariance principle for correlations invariant under order preserving injections proved in \[SvW94\]. $`\mathrm{}`$

Under certain additional assumptions one can realize the limit distribution in terms of creation and annihilation operators on a suitable Fock space. Note that the only difference between our invariance principle and the invariance principle for free independence is that in the case of $`m`$-freeness only non-crossing partitions of depth $`m`$ survive in the limit.

To take that into account it is enough to define the $`m`$-free Fock space

$$^{(m)}^{(m)}(L^2(\mathrm{I}\mathrm{R}_+))=𝖨\mathrm{C}\underset{k=1}{\overset{m}{}}L^2(\mathrm{I}\mathrm{R}_+)^k$$

with the vacuum vector $`\mathrm{\Omega }_m=10\mathrm{}0`$ and the canonical scalar product $`.,._{^{(m)}}`$.

Next, we define the $`m`$-free creation operators

$$a^{(m)}(f):^{(m)}^{(m)}$$

$$a^{(m)}(f)f_1\mathrm{}f_n=\{\begin{array}{ccc}ff_1\mathrm{}f_n& \mathrm{if}\hfill & 1n<m\hfill \\ 0& \mathrm{if}\hfill & n=m\hfill \end{array}$$

with $`a^{(m)}(f)\mathrm{\Omega }_m=f`$ and the $`m`$-free annihilation operators

$$a^{(m)}(f):^{(m)}^{(m)}$$

$$a^{(m)}(f)f_1\mathrm{}f_n=f,f_1f_2\mathrm{}f_n$$

if $`1nm`$ and $`a^{(m)}(f)\mathrm{\Omega }=0`$. Note that $`a^{(m)}(f),a^{(m)}(f)B(^{(m)})`$.

We are ready to find a realization of the invariance principle limit in terms of the $`m`$-free creation and annihilation operators under standard assumptions. For simplicity we assume that $`𝒜`$ is the \*-algebra generated by one element $`a`$, which we denote $`𝒜=𝖨\mathrm{C}a,a^{}`$.

Theorem 4.2. Let $`\varphi `$ be a state on $`𝖨\mathrm{C}a,a^{}`$ such that $`\varphi (a)=\varphi (a^{})=\varphi (aa)=\varphi (a^{}a)=\varphi (a^{}a^{})=0`$, $`\varphi (aa^{})=1`$. Then,

$$\underset{N\mathrm{}}{lim}\stackrel{~}{\mathrm{\Phi }}\left(S_{N,f_1}^{(m)}(a^{\epsilon _1})\mathrm{}S_{N,f_n}^{(m)}(a^{\epsilon _n})\right)=\mathrm{\Omega }_m,a^{(m)\epsilon _1}(f_1)\mathrm{}a^{(m)\epsilon _n}(f_n)\mathrm{\Omega }_m_{^{(m)}}$$

for all $`n\mathrm{I}\mathrm{N}`$, $`a^{\epsilon _1},\mathrm{},a^{\epsilon _n}\{a,a^{}\}`$, $`f_1,\mathrm{},f_nL_c^2(\mathrm{I}\mathrm{R}_+)`$.
Proof: It is enough to notice that the $`m`$-truncated creation and annihilation operators are defined in such a way that there can be no contribution from pair-partitions of depth greater than $`m`$ since the latter would require a tensor product of order greater than $`m`$. $`\mathrm{}`$

For each $`m\mathrm{I}\mathrm{N}`$ denote by $`𝒞^{(m)}`$ the $`C^{}`$-algebra generated by $`a^{(m)}(f),a^{(m)}(f)`$, $`fL^2(\mathrm{I}\mathrm{R}_+)`$ and let $`\phi _m`$ be the vacuum expectation state in the $`m`$-free Fock space. Then the pair $`(𝒞^{(m)},\phi _m)`$ can be viewed as the $`m`$-free Brownian motion and the collection $`(𝒞^{(m)},\phi _m)_{m\mathrm{I}\mathrm{N}}`$ as the hierarchy of $`m`$-free Brownian motions.

5. The Hierarchy of Limit Measures

In this section we solve the moment problem for the limit laws obtained in the central limit theorem in the case when $`𝒜=𝖨\mathrm{C}[x]`$, where $`x=x^{}`$. We obtain a sequence $`(\mu _m)_{m\mathrm{I}\mathrm{N}}`$ of discrete measures that approximate the Wigner measure.

For that purpose, let us introduce the hierarchy of Cauchy transforms $`(G_m(z))_{m\mathrm{I}\mathrm{N}}`$ for the sequence of limit laws given by Corollary 3.6:

$$G_m(z)=\underset{n=0}{\overset{\mathrm{}}{}}M_n^{(m)}z^{n1}$$

where $`M_n^{(m)}=|NC_n^{\mathrm{pair}}(m)|`$, $`m,n\mathrm{I}\mathrm{N}`$, and, in addition $`M_0^{(m)}=1`$, $`m\mathrm{I}\mathrm{N}`$. We also adopt the convention that $`M_n^{(0)}=\delta _{n,0}`$ which gives $`G_0=1/z`$. For the use of Cauchy transforms in the case of freeness (conditional freeness), see \[Voi86\] and \[Maa92\] (\[BLS96\]).

The moments $`M_n^{(m)}`$ grow less rapidly as $`N\mathrm{}`$ than the moments $`M_n`$ of the Wigner measure, therefore it is clear that for each $`m`$ there exists a unique measure $`\mu ^{(m)}`$ of which $`G_m`$ is the Cauchy transform. In particular, $`\mu ^{(0)}=\delta _0`$. We will find the explicit form of $`\mu ^{(m)}`$ for each $`m\mathrm{I}\mathrm{N}`$.

Lemma 5.1. The hierarchy of Cauchy transforms satisfies the recurrence relation

$$G_m(z)=\frac{1}{zG_{m1}(z)},$$

where $`m\mathrm{I}\mathrm{N}`$, with $`G_0(z)=1/z`$, if $`\mathrm{Im}z0`$.
Proof: Let us assume that we know the number of non-crossing pair partitions of depth less than or equal to $`m`$ of the set $`\{1,\mathrm{},2k\}`$ for any $`kn`$. To get a non-crossing pair partition of depth less than or equal to $`m`$ of the set $`\{1,\mathrm{},2n+2\}`$, we have to choose a number $`k\{2,\mathrm{},2n+2\}`$ that will form a pair with $`1`$, then choose a non-crossing pair partition of depth less than or equal to $`m1`$ for the numbers between $`1`$ and $`k`$, i.e. of the set $`\{2,\mathrm{},k1\}`$, and a non-crossing pair partition of depth less than or equal to $`m`$ for the numbers from $`k+1`$ to $`2n+2`$, i.e. of the set $`\{k+1,\mathrm{},2n+2\}`$.

Therefore, there are exactly $`|NC_{k2}^{\mathrm{pair}}(m1)||NC_{2nk+2}^{\mathrm{pair}}(m)|`$ such pair partitions in which $`1`$ is paired with $`k`$. For the total number of non-crossing pair partitions of depth less than or equal to $`m`$ of the set $`\{1,\mathrm{},2n+2\}`$ we get

$$|NC_{2n+2}^{\mathrm{pair}}(m)|=\underset{k=2}{\overset{2n+2}{}}|NC_{k2}^{\mathrm{pair}}(m1)||NC_{2nk+2}^{\mathrm{pair}}(m)|.$$

The terms with odd $`k`$ give zero since there can be no pair partition of a set with an odd number of elements. Hence,

$$M_{2n+2}^{(m)}=\underset{k=2}{\overset{2n+2}{}}M_{k2}^{(m1)}M_{2nk+2}^{(m)}=\underset{l=1}{\overset{n+1}{}}M_{2l2}^{(m1)}M_{2n2l+2}^{(m)}.$$

The recurrence relation for the moments leads easily to the desired recurrence relation for the Cauchy transforms if $`\mathrm{Im}z0`$ for since

$`G_m(z)`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}M_{2n}^{(m)}z^{2n1}={\displaystyle \frac{1}{z}}+{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}M_{2n+2}^{(m)}z^{2n3}`$
$`=`$ $`{\displaystyle \frac{1}{z}}+{\displaystyle \frac{1}{z}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{l=1}{\overset{n+1}{}}}M_{2l2}^{(m1)}z^{2l+1}M_{2n2l+2}^{(m)}z^{2n+2l3}`$
$`=`$ $`{\displaystyle \frac{1}{z}}+{\displaystyle \frac{G_m(z)G_{m1}(z)}{z}}`$
and therefore

$$G_m(z)=\frac{1/z}{1G_{m1}(z)/z}=\frac{1}{zG_{m1}(z)},$$

which finishes the proof. $`\mathrm{}`$

Remark 1. Note that the series given by $`G_m(z)`$ converges absolutely for $`|z|>2`$ and all $`m\mathrm{I}\mathrm{N}`$ since

$$|NC_{2k}^{\mathrm{pair}}(m)||NC_{2k}^{\mathrm{pair}}|,$$

where

$$|NC_{2k}^{\mathrm{pair}}|=\frac{1}{k+1}\left(\genfrac{}{}{0pt}{}{2k}{k}\right)$$

denotes the number of all non-crossing partitions of the set $`\{1,\mathrm{},2k\}`$. Clearly, $`|NC_n^{\mathrm{pair}}|=|NC_n^{\mathrm{pair}}(m)|=0`$ if $`n`$ is odd.

Remark 2. The Cauchy transforms $`G_m(z)`$ are rational functions of the complex variable $`z`$. In particular,

$$G_0(z)=\frac{1}{z},G_1(z)=\frac{1}{z\frac{1}{z}},G_2(z)=\frac{1}{z\frac{1}{z\frac{1}{z}}},\mathrm{}.$$

We will show below that $`G_m`$ has $`m+1`$ simple poles in the interval $`(2,2)`$ (and none anywhere else). For that purpose we use the Chebyshev polynomials of the second kind

$$U_m(x)=\frac{\mathrm{sin}[(m+1)\mathrm{arccos}(x)]}{\mathrm{sin}(\mathrm{arccos}(x))},$$

for $`x(1,1)`$, $`m\mathrm{I}\mathrm{N}\{0\}`$. They satisfy the recurrence relation

$$U_{m+1}(x)=2xU_m(x)U_{m1}(x)$$

with $`U_0(x)=1`$. Denote by $`U_m(z)`$ the analytic extension of $`U_m(x)`$. Note that $`U_m(z)`$ has exactly $`m`$ simple zeros

$$u_{m,k}=\mathrm{cos}\left(\frac{k\pi }{m+1}\right),k=1,\mathrm{},m$$

and that the zeros of $`U_m(z)`$ differ from those of $`U_{m+1}(z)`$. This enables us to define the meromorphic function

$$W_m(z)=\frac{U_m(z/2)}{U_{m+1}(z/2)},m\mathrm{I}\mathrm{N}\{0\},$$

with $`m+1`$ simples poles on the real line given by

$$z_{m,k}=2\mathrm{cos}\left(\frac{k\pi }{m+2}\right),k=1,\mathrm{},m+1.$$

We show below that $`W_m(z)`$ coincides with $`G_m(z)`$.

Lemma 5.2. Let $`m\mathrm{I}\mathrm{N}\{0\}`$. The Cauchy transform $`G_m(z)`$ agrees with $`W_m(z)`$ for $`z\{z_{m,k}|\mathrm{\hspace{0.33em}1}km+1\}`$.
Proof: Clearly, $`W_0(z)=G_0(z)=1/z`$ since $`U_0(z)=1`$ and $`U_1(z)=2z`$. Let us show that the functions $`W_m(z)`$ satisfy the recurrence relation given by Lemma 5.1. If $`m1`$, then the recurrence relation for the Chebyshev polynomials of the second kind gives

$`W_{m+1}(z)`$ $`=`$ $`{\displaystyle \frac{U_{m+1}(z/2)}{U_{m+2}(z/2)}}={\displaystyle \frac{U_{m+1}(z/2)}{zU_{m+1}(z/2)U_m(z/2)}}`$
$`=`$ $`{\displaystyle \frac{1}{zU_m(z/2)/U_{m+1}(z/2)}}={\displaystyle \frac{1}{zW_m(z)}}`$
for all $`z\{z_{m,k}|\mathrm{\hspace{0.33em}1}km+1\}`$. Therefore, $`G_m(z)`$ must agree with $`W_m(z)`$ also for $`m1`$ on the intersection of their domains, therefore, by uniquness of analytic continuation, they must have the same domain, which finishes the proof. $`\mathrm{}`$

Theorem 5.3 The measures $`\mu ^{(m)}`$ take the form

$$\mu ^{(m)}=\underset{k=1}{\overset{m+1}{}}b_{m,k}\delta _{z_{m,k}}$$

where

$$b_{m,k}=\frac{2\mathrm{sin}^2\left(k\pi /(m+2)\right)}{m+2}$$

for $`m\mathrm{I}\mathrm{N}\{0\}`$ and $`k=1,\mathrm{},m+1`$.
Proof: We have to invert the Cauchy tranforms. By Lemma 5.2, $`G_m(z)`$ is a rational function with the degree of the denominator exceeding that of the numerator and with simple poles at $`z_{m,k}`$, $`1km+1`$. Thus its decomposition into partial fractions takes the form

$$G_m(z)=\underset{k=1}{\overset{m+1}{}}\frac{b_{m,k}}{zz_{m,k}}.$$

This shows that $`G_m(z)`$ is the Cauchy transform of a discrete measure with point masses at $`z_{m,k}`$, $`1km+1`$. The calculation of the residues gives the masses

$`b_{m,k}`$ $`=`$ $`\underset{zz_{m,k}}{lim}{\displaystyle \frac{\mathrm{sin}[(m+1)\mathrm{arccos}(z/2)]}{d/dz\mathrm{sin}[(m+2)\mathrm{arccos}(z/2)]}}`$
$`=`$ $`{\displaystyle \frac{2\mathrm{sin}^2\left(k\pi /(m+2)\right)}{m+2}}.`$
which finishes the proof. $`\mathrm{}`$

Example. The measures $`\mu ^{(0)},\mu ^{(1)},\mu ^{(2)}`$ are given by

$$\mu ^{(0)}=\delta _0,\mu ^{(1)}=\frac{1}{2}\delta _1+\frac{1}{2}\delta _1,\mu ^{(2)}=\frac{1}{4}\delta _\sqrt{2}+\frac{1}{2}\delta _0+\frac{1}{4}\delta _\sqrt{2}.$$

Since the moment problems are determined for all $`m\mathrm{I}\mathrm{N}`$, i.e. the measures $`\mu ^{(m)}`$ are uniquely determined, $`\mu ^{(m)}`$ converges weakly to the Wigner measure $`\mu _W`$.

6. Poisson’s Limit Theorem

In this section we study Poisson’s limit theorem for the hierarchy of freeness and solve the moment problems for the limit laws. By $`|NC_n(b,m)|`$ we denote the number of non-crossing partitions of $`\{1,\mathrm{},n\}`$ with $`b`$ blocks and depth less than or equal to $`m`$.

Theorem 6.1. Let $`𝒜_l=𝒜=𝖨\mathrm{C}[x]`$, $`lL`$, $`x^{}=x`$, and assume that $`N\varphi ^N(a^k)\lambda `$, $`k\mathrm{I}\mathrm{N}`$, $`\lambda >0`$. Let $`S_{m,N}=_{k=1}^Nj_k^{(m)}(x)`$ and denote by $`\stackrel{~}{\mathrm{\Phi }}^{(m,N)}`$ the $`m`$-free product state corresponding to $`\varphi ^N`$. Then

$$\underset{N\mathrm{}}{lim}\stackrel{~}{\mathrm{\Phi }}^{(m,N)}(S_{m,N}^n)=\underset{q=1}{\overset{n}{}}\lambda ^q|NC_n(q,m)|M_n^{(m)}(\lambda )$$

Proof. We have

$$\stackrel{~}{\mathrm{\Phi }}^{(m,N)}(S_{m,N}^n)=\underset{1k_1,\mathrm{},k_nN}{}\stackrel{~}{\mathrm{\Phi }}^{(m,N)}(j_{k_1}(x)\mathrm{}j_{k_n}(a))=\underset{P𝒫_n}{}(N)_{b(P)}m(P)$$

where $`P_n`$ denotes partitions of $`\{1,\mathrm{},n\}`$, $`m(P)=\stackrel{~}{\mathrm{\Phi }}^{(m,N)}(j_{k_1}(x)\mathrm{}j_{k_n}(x))`$ for any tuple $`(k_1,\mathrm{},k_n)`$ associated with the partition $`P`$, $`b(P)`$ denotes the number of blocks of $`P`$ and $`(N)_r=N(N1)\mathrm{}(Nr+1)`$.

Now we apply the usual Poisson’s limit arguments. The only partitions $`P`$ which survive in the limit $`N\mathrm{}`$ are those for which the expression for $`m(P)`$ contains a term of type $`\lambda ^{b(P)}`$ (i.e. the number of blocks of $`P`$ is equal to the number of moments in the given term). If $`P`$ is a crossing partition then $`m(P)`$ “factorizes” into more than $`b`$ moments and thus gives no contribution to the limit. If $`P`$ is non-crossing, then we have two cases: (i) $`d(P)>m`$ and (ii) $`d(P)m`$. In case (i) the contribution is zero even before taking the limit by the GNS construction. In case (ii) the contribution is $`\lambda ^{b(P)}`$, which ends the proof. $`\mathrm{}`$

In order to solve the associated moment problem, we want to find the generating functions for $`|NC_n(b,m)|`$. Thus, let

$$H^{(m)}(\lambda ,z)=\underset{n,b=0}{\overset{\mathrm{}}{}}|NC_n(b,m)|\lambda ^bz^{n1}$$

for $`m1`$ and $`H^{(0)}(\lambda ,z)=1/z`$, where we adopt the conventions that $`|NC_n(b,0)|=\delta _{n0}\delta _{b0}`$ and $`|NC_n(0,m)|=\delta _{n0}`$. Clearly $`|NC_n(b,m)|=0`$ for $`b>n>0`$, so the summation over $`b`$ is finite for fixed $`n`$.

Note that $`H^{(m)}(z)`$, $`m0`$, converge absolutely for $`|z|`$ sufficiently large, say $`|z|>R(\lambda )=(\sqrt{\lambda }+1)^2`$. Moreover, they go to zero as $`|z|`$ goes to infinity (since there is no constant term in the series). Thus $`|H^{(m)}(\lambda ,z)|<1`$ for $`|z|>R^{}(\lambda )`$ for some sufficiently large $`R^{}(\lambda )`$ (it depends on $`\lambda `$ but not on $`m`$ by comparison with the free Poisson law, i.e. $`|NC_n(b,m)||NC_n(b)|`$ and therefore $`|H^{(m)}(\lambda ,z)|H(|\lambda |,|z|)`$, where $`|NC_n(b)|`$ denotes the number of non-crossing partitions of $`\{1,\mathrm{},n\}`$ of $`b`$ blocks and $`H(\lambda ,z)`$ is the generating function for the free Poisson law).

Lemma 6.2. The hierarchy of generating functions $`(H^{(m)})_{m0}`$ satisfies the recurrence relation

$$H^{(m)}(\lambda ,z)=\frac{1H^{(m1)}(\lambda ,z)}{zzH^{(m1)}(\lambda ,z)\lambda }$$

for $`m=1,2,\mathrm{}`$ and $`|z|>R^{}(\lambda )`$.

Proof: To get a non-crossing partition of $`\{1,\mathrm{},n\}`$ ($`n1`$) we pick the elements that will be put in the same block as the first element, denote this block by $`\{1,1+k_1,1+k_1+k_2,\mathrm{}1+k_1+\mathrm{}+k_{r1}\}`$, and then choose non-crossing partitions for the remaining intervals $`\{2,\mathrm{},k_1\}`$, $`\{k_1+2,\mathrm{},k_1+k_2\}`$, $`\mathrm{}`$, $`\{k_1+\mathrm{}+k_{r2}+2,\mathrm{},k_1+\mathrm{}+k_{r1}\}`$, $`\{k_1+\mathrm{}+k_{r1}+2,\mathrm{},n\}`$. We will denote the number of elements of the last interval by $`k_r`$. If we want the resulting partition to have depth $`m`$, then the partitions chosen for $`\{2,\mathrm{},k_1\}`$, $`\mathrm{}`$, $`\{k_1+\mathrm{}+k_{r2}+2,\mathrm{},k_1+\mathrm{}+k_{r1}\}`$ must have depth $`m1`$, and that chosen for $`\{k_1+\mathrm{}+k_{r1}+2,\mathrm{},n\}`$ must have depth $`m`$. Let $`b_k`$ be the number of blocks of the partition of the $`k^{\mathrm{th}}`$ interval, then the number of blocks of the whole partition is $`b_1+\mathrm{}+b_r+1`$. Therefore the number of non-crossing partitions of $`\{1,\mathrm{},n\}`$ with $`b`$ blocks and depth $`m`$ can be calculated recursively by the formula

$$|NC_n(b,m)|=\underset{r=1}{\overset{n}{}}\underset{\stackrel{k_1,\mathrm{},k_{r1}1;k_r0}{k_1+\mathrm{}+k_r=n1}}{}\underset{\stackrel{b_1,\mathrm{},b_r0}{b_1+\mathrm{}+b_r=b1}}{}$$

$$|NC_{k_11}(b_1,m1)|\mathrm{}|NC_{k_{r1}1}(b_{r1},m1)||NC_{k_r}(b_r,m)|$$

for $`n1`$, if we use the conventions $`|NC_n(b,0)|=\delta _{n0}\delta _{b0}`$ and $`|NC_n(0,m)|=\delta _{n0}`$. By these conventions we have $`H^{(0)}(\lambda ,z)=1/z`$.

Let now $`m1`$ and $`|z|R^{}`$. Then we have

$`H^{(m)}(\lambda ,z)`$ $`=`$ $`{\displaystyle \underset{n,b=0}{\overset{\mathrm{}}{}}}|NC_n(b,m)|\lambda ^bz^{n1}`$
$`=`$ $`{\displaystyle \frac{1}{z}}+{\displaystyle \frac{\lambda }{z}}{\displaystyle \underset{n,b=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{r=1}{\overset{n}{}}}{\displaystyle \underset{\stackrel{k_1,\mathrm{},k_{r1}1;k_r0}{k_1+\mathrm{}+k_r=n1}}{}}{\displaystyle \underset{\stackrel{b_1,\mathrm{},b_r0}{b_1+\mathrm{}+b_r=b1}}{}}|NC_{k_11}(b_1,m1)|\lambda ^{b_1}z^{k_1}\times `$
$`\mathrm{}|NC_{k_{r1}1}(b_{r1},m1)|\lambda ^{b_{r1}}z^{k_{r1}}|NC_{k_r}(b_r,m)|\lambda ^{b_r}z^{k_r1}`$
$`=`$ $`{\displaystyle \frac{1}{z}}+{\displaystyle \frac{\lambda }{z}}{\displaystyle \underset{r=1}{\overset{\mathrm{}}{}}}\left({\displaystyle \underset{\beta ,\nu =0}{\overset{\mathrm{}}{}}}|NC_\nu (\beta ,m1)|\lambda ^\beta z^{\nu 1}\right)^{r1}{\displaystyle \underset{\mu ,\alpha =0}{\overset{\mathrm{}}{}}}|NC_\mu (\alpha ,m)|\lambda ^\alpha z^{\mu 1}`$
$`=`$ $`{\displaystyle \frac{1}{z}}+{\displaystyle \frac{\lambda H^{(m)}(\lambda ,z)}{z\left(1H^{(m1)}(\lambda ,z)\right)}},`$
where the summations can be interchanged since all sums converge absolutely (remember that $`|H^{(m1)}(\lambda ,z)|<1`$ for $`|z|>R^{}(\lambda )`$), and therefore

$$H^{(m)}(\lambda ,z)=\frac{1H^{(m1)}(\lambda ,z)}{zzH^{(m1)}(\lambda ,z)\lambda }.$$

$`\mathrm{}`$

We will now give an explicit expression for the solution of this recurrence relation. To this end we will again use the Chebyshev polynomials of the second kind.

Proposition 6.3. Let $`\lambda >0`$, $`m\mathrm{I}\mathrm{N}\{0\}`$. The meromorphic functions

$$F_\lambda ^{(m)}(z)=\frac{(z\lambda )U_m\left(\frac{z\lambda 1}{2\sqrt{\lambda }}\right)\sqrt{\lambda }U_{m+1}\left(\frac{z\lambda 1}{2\sqrt{\lambda }}\right)}{zU_m\left(\frac{z\lambda 1}{2\sqrt{\lambda }}\right)}$$

solve the recurrence relation $`F_\lambda ^{(m)}(z)=\frac{1F_\lambda ^{(m1)}(z)}{zzF_\lambda ^{(m1)}(z)\lambda }`$, for $`m1`$, $`F_\lambda ^{(0)}(z)=1/z`$, and therefore we have $`H^{(m)}(\lambda ,z)=F_\lambda ^{(m)}(z)`$ for $`|z|>R^{}(\lambda )`$.

Furthermore, $`F_\lambda ^{(m)}(z)`$ has the partial fraction decomposition

$$F_\lambda ^{(m)}(z)=\underset{k=0}{\overset{m}{}}\frac{a_{m,k}(\lambda )}{zy_{m,k}(\lambda )},$$

where

$`y_{m,0}(\lambda )`$ $`=`$ $`0,`$
$`y_{m,k}(\lambda )`$ $`=`$ $`2\sqrt{\lambda }\mathrm{cos}\left({\displaystyle \frac{k\pi }{m+1}}\right)+\lambda +1,k=1,\mathrm{},m,`$
$`a_{m,0}(\lambda )`$ $`=`$ $`\sqrt{\lambda }{\displaystyle \frac{U_{m+1}\left(\frac{\lambda +1}{2\sqrt{\lambda }}\right)}{U_m\left(\frac{\lambda +1}{2\sqrt{\lambda }}\right)}}\lambda ,`$
$`a_{m,k}(\lambda )`$ $`=`$ $`{\displaystyle \frac{2\lambda \mathrm{sin}^2\left(\frac{k\pi }{m+1}\right)}{(m+1)\left[2\sqrt{\lambda }\mathrm{cos}\left(\frac{k\pi }{m+1}\right)+\lambda +1\right]}},k=1,\mathrm{},m,`$
for $`m\mathrm{I}\mathrm{N}`$.
Proof: Fix $`\lambda `$ and let $`F_\lambda ^{(m)}(z)=P_\lambda ^{(m)}(z)/Q_\lambda ^{(m)}(z)`$, where

$`P_\lambda ^{(m)}(z)`$ $`=`$ $`\lambda ^{\frac{m}{2}}(z\lambda )U_m\left({\displaystyle \frac{z\lambda 1}{2\sqrt{\lambda }}}\right)\lambda ^{\frac{m+1}{2}}U_{m+1}\left({\displaystyle \frac{z\lambda 1}{2\sqrt{\lambda }}}\right),`$
$`Q_\lambda ^{(m)}(z)`$ $`=`$ $`\lambda ^{\frac{m}{2}}zU_m\left({\displaystyle \frac{z\lambda 1}{2\sqrt{\lambda }}}\right).`$
From the recurrence relation for the Chebyshev polynomials of the second kind it follows that $`P_\lambda ^{(m)}(z),Q_\lambda ^{(m)}(z)`$ satify the coupled recurrence relations

$`P_\lambda ^{(m)}(z)`$ $`=`$ $`Q_\lambda ^{(m1)}(z)P_\lambda ^{(m1)}(z),`$
$`Q_\lambda ^{(m)}(z)`$ $`=`$ $`(z\lambda )Q_\lambda ^{(m1)}(z)zP_\lambda ^{(m1)}(z),`$
for $`m1`$, and $`P_\lambda ^{(0)}(z)=1`$, $`Q_\lambda ^{(0)}(z)=z`$.

For $`m=0`$ we have $`F_\lambda ^0(z)=P_\lambda ^{(0)}(z)/Q_\lambda ^{(0)}(z)=1/z`$, and for $`m1`$

$`F_\lambda ^{(m)}(z)`$ $`=`$ $`{\displaystyle \frac{P_\lambda ^{(m)}(z)}{Q_\lambda ^{(m)}(z)}}={\displaystyle \frac{Q_\lambda ^{(m1)}(z)P_\lambda ^{(m1)}(z)}{(z\lambda )Q_\lambda ^{(m1)}(z)zP_\lambda ^{(m1)}(z)}}`$
$`=`$ $`{\displaystyle \frac{1P_\lambda ^{(m1)}(z)/Q_\lambda ^{(m1)}(z)}{z\lambda zP_\lambda ^{(m1)}(z)/Q_\lambda ^{(m1)}(z)}}={\displaystyle \frac{1F_\lambda ^{(m1)}(z)}{zzF_\lambda ^{(m1)}(z)\lambda }}.`$
It is easy to deduce from the recurrence relation that $`P_\lambda ^{(m)}(z)`$ has degree $`m`$. From the definition of $`Q_\lambda ^{(m)}(z)`$ we immediately see that is has $`m+1`$ distinct simple roots, $`y_{m,0}(\lambda )=0`$, and $`y_{m,k}(\lambda )=2\sqrt{\lambda }\mathrm{cos}\left(\frac{k\pi }{m+1}\right)+\lambda +1`$, $`k=1,\mathrm{},m`$. Therefore $`F_\lambda ^{(m)}(z)`$ has the form stated in the proposition. The calculation of the residues gives

$`a_{m,0}(\lambda )`$ $`=`$ $`\underset{z0}{lim}zF_\lambda ^{(m)}(z)=\sqrt{\lambda }{\displaystyle \frac{U_{m+1}\left(\frac{\lambda +1}{2\sqrt{\lambda }}\right)}{U_m\left(\frac{\lambda +1}{2\sqrt{\lambda }}\right)}}\lambda ,`$
$`a_{m,k}(\lambda )`$ $`=`$ $`\underset{zy_{m,k}}{lim}(zz_{m,k})F_\lambda ^{(m)}(z)`$
$`=`$ $`{\displaystyle \frac{2\lambda }{2\sqrt{\lambda }\mathrm{cos}\left(\frac{k\pi }{m+1}\right)+\lambda +1}}\underset{xx_{m,k}}{lim}{\displaystyle \frac{\mathrm{sin}[(m+2)\mathrm{arccos}(x)]}{\frac{\mathrm{d}}{\mathrm{d}x}\mathrm{sin}[(m+1)\mathrm{arccos}(x)]}}`$
$`=`$ $`{\displaystyle \frac{2\lambda \mathrm{sin}^2\left(\frac{k\pi }{m+1}\right)}{(m+1)\left[2\sqrt{\lambda }\mathrm{cos}\left(\frac{k\pi }{m+1}\right)+\lambda +1\right]}}.`$
for $`mk1`$. $`\mathrm{}`$

Theorem 6.4. Let $`m\mathrm{I}\mathrm{N}`$, $`\lambda >0`$. The moments $`\left(M_n^{(m)}(\lambda )\right)_{n\mathrm{I}\mathrm{N}}`$ determine a unique measure on the real line of the form

$$\mu _\lambda ^{(m)}=\underset{k=0}{\overset{m}{}}a_{m,k}(\lambda )\delta _{y_{m,k}(\lambda )}.$$

Proof: The moments $`(M_n^{(m)}(\lambda ))_{n\mathrm{I}\mathrm{N}}`$ grow less rapidly as $`n\mathrm{}`$ than the moments of the free Poisson limit measure, therefore it is clear that the moment problem has a unique solution $`\mu _\lambda ^{(m)}`$. Denote its Cauchy transform by $`G_\lambda ^{(m)}(z)=_{\mathrm{I}\mathrm{R}}\frac{1}{zx}d\mu _\lambda ^{(m)}(x)`$.

By Lemma 6.2 we know that $`H^{(m)}(\lambda ,z)=_{n=0}^{\mathrm{}}M_n^{(m)}(\lambda )z^{n1}`$ converges absolutely for $`|z|R(\lambda )`$, therefore it coincides with the Cauchy transform of $`\mu _\lambda ^{(m)}`$ for $`|z|R(\lambda )`$. By Proposition 6.3 we now have $`G_\lambda ^{(m)}(z)=F_\lambda ^{(m)}(z)`$ for $`|z|>R^{}(\lambda )`$, and then also for all $`z𝖨\mathrm{C}\backslash \mathrm{I}\mathrm{R}`$, since both functions are analytic on $`𝖨\mathrm{C}\backslash \mathrm{I}\mathrm{R}`$.

It now follows immediately from the partial fraction decomposition of Proposition 6.3 that $`\mu _\lambda ^{(m)}`$ has the form stated in the theorem. $`\mathrm{}`$

Example: We get

$`\mu _\lambda ^{(0)}=\delta _0,\mu _\lambda ^{(1)}={\displaystyle \frac{1}{1+\lambda }}\delta _0+{\displaystyle \frac{\lambda }{1+\lambda }}\delta _{1+\lambda },`$
$`\mu _\lambda ^{(2)}={\displaystyle \frac{1}{1+\lambda +\lambda ^2}}\delta _0+{\displaystyle \frac{\lambda }{2(1+\sqrt{\lambda }+\lambda )}}\delta _{1+\sqrt{\lambda }+\lambda }+{\displaystyle \frac{\lambda }{2(1\sqrt{\lambda }+\lambda )}}\delta _{1\sqrt{\lambda }+\lambda }.`$
References

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# Quantum statistics via perturbation effects of preparation procedures

## 1 Introduction

It is well known that the quantum probabilistic rule for interference of alternatives differs from the conventional probabilistic rule. For ‘conventional probabilities’, we have

$$𝐏=𝐏_1+𝐏_2,$$
(1)
for ‘quantum probabilities’, we have:

$$𝐏=𝐏_1+𝐏_2+2\sqrt{𝐏_1𝐏_2}\mathrm{cos}\theta .$$
(2)
This difference in statistics is still one of the mysteries of modern physics. There are various explanations of the appearance of the $`\mathrm{cos}\theta `$-factor in quantum statistics. The common viewpoint is that new probabilistic behaviour which is observed in experiments with elementary particles is a consequence of the wave feature of these physical systems; see, for example, -. It is also commonly assumed that it would be impossible to explain the appearance of the $`\mathrm{cos}\theta `$-factor by using the purely corpuscular model for elementary particles. In fact, probabilistic transformation (2) was the main reason to introduce the principle of complementarity, Bohr .

In this paper we demonstrate that, despite the common opinion, probabilistic rule (2) can be derived in the purely corpuscular model as a consequence of the perturbation effects of preparation procedures. In particular, by using our method it is possible to simulate the interference of alternatives for macro-systems (for example, a kind of two-slit experiment for macro-balls). Our investigation was strongly motivated by the first chapters of Dirac’s book . There P. Dirac investigated the roots of quantum behaviour. He paid the large attention to the role of perturbations induced by preparation and measurement procedures. He rightly pointed out that the magnitude of these perturbations plays the crucial role in the transition from the classical theory to the quantum theory. However, he did not pay attention to the fact that these perturbations could produce quantum probabilistic behaviour, (2), in the purely corpuscular model. Therefore he, as many others, must use the wave particle duality (in particular, split of photons in the two slit experiment) to explain the origin of $`\mathrm{cos}\theta `$-factor in the quantum probabilistic rule (2): ‘If the two components are now made to interfere, we should require a photon in one component to be able to interfere with one in the other’, .

We also pay the main attention to perturbation effects of preparation procedures. We show that statistical deviations of sufficiently high magnitude induce the $`\mathrm{cos}\theta `$-factor for probability distributions of purely corpuscular objects.111Statistical deviations of negligibly small magnitude induce the conventional probabilistic rule. An unexpected consequence of our analysis of possible probabilistic transformations (induced by preparation procedures) is that, beside trigonometric interference of alternatives, (2), we may obtain hyperbolic interference:

$$𝐏=𝐏_1+𝐏_2\pm 2\sqrt{𝐏_1𝐏_2}\mathrm{cosh}\theta .$$
(3)
This interference can also be simulated.

Of course, we do not claim that our investigation implies that elementary particles are purely corpuscular objects. It may be that they have wave features and the principle of complementarity represents the important aspect of quantum reality. However, we definitely proved that quantum probabilistic rule (2) does not imply that we must use this principle to describe elementary particles (compare with Dirac , Bohr , Schrödinger , , Feynman ; compare also with -).

Through this paper we use the realist model (see , ,  for the details) by that physical systems have objective properties. Values of physical observables can be considered as properties of the object. Of course, we do not claim that such a model can be used to describe quantum particles. However, we demonstrated that nontrivial ‘quantum interference’ of alternatives can be obtained even in the realist model.

We remark that (due to taking into account the perturbation effects of preparation procedures) our realist objective model does not differ essentially from so called contextualist model, see, for example, , . In the latter model values of physical observables are merely determined by the context of an experiment. Perturbation effects of measurement procedures that play the crucial role in our investigation can be considered as the description of the experimental arrangement (context of an experiment). In principle, we can easily rewrite this paper in the purely contextualist framework. Here we should use sub-quantum model with hidden variables, see . Instead of perturbation effects for physical variables, we can consider perturbation effects for hidden variables. In such a way we can reproduce all results of this paper.

In the objective realist framework perturbation effects are merely associated with preparation procedures (state=ensemble preparations). Preparation procedures perturb some (objective) properties of physical systems. By measurement we find numerical values describing these properties. In the contextualist framework perturbation effects are merely associated with measurement procedures. We cannot consider physical observables as numerical representations of properties of the object. The observed numerical values are created in the process of interaction between physical systems and measurement devices. These values depend not only on physical systems, but on the whole experimental arrangement. Nevertheless, such an interpretation of results of measurements does not exclude the possibility to provide a sub-quantum deterministic description, hidden variables (HV) model that reproduces predictions of quantum theory, see  for the details. The probabilistic model presented in this paper can be considered as such a HV-model (contextualist HV-model).

As we have already remarked, our investigation could not be considered as the crucial argument against the wave particle dualism. The same can be said about the choice between the realist objective and contextualist interpretations of quantum mechanics. We just demonstrated that ‘quantum probabilistic interference’ could be obtained even in the realist objective model for corpuscular systems.

In this paper we discuss perturbation effects of preparation and measurement procedures. We remark that we do not follow to W. Heisenberg ; we do not study perturbation effects for individual measurements. We discuss statistical (ensemble) deviations induced by perturbations.222Such an approach implies the statistical viewpoint to Heisenberg uncertainty relation: the statistical dispersion principle, see Ballentine ,  for the details.

We do not consider the relation of this model to the EPR-Bell considerations, , . There is the large diversity of opinions on the origin of experimental violations of Bell’s inequality, see, for example, -. Suppose that these violations really imply the impossibility to use objective realist interpretation of results of observations. Then our analysis would imply that EPR-Bell considerations was really the new step in the development of quantum theory with implications that, in fact, could not be obtained on the basis of the original formalism (despite the common opinion). Really, practically all founders of quantum theory (for example, De Broglie , Schrödinger , Dirac , Bohr , von Neumann , Bohm ) were sure that interference of probabilistic alternatives (that was demonstrated in the two slit experiment) could not coexist with purely corpuscular model for elementary particles. Especially extreme viewpoint was presented in works of Schrödinger. Finally, he criticized even attempts to use ‘classical notion of a particle’ in quantum theory , see  for the detailed analysis 333However, compare with: ‘The compulsion to replace the simultaneous happenings as indicated directly by the theory, by alternatives, of which the theory is supposed to indicated the respective probabilities, arises from the conviction that what we really observe are particles - that actual events always concern particles not waves.’ see citation in , p.376, of Shrödinger’s notes for a seminar he was giving in Dublin in 1952; here bold shrift is given by me.

On the other hand, De Broglie , Dirac , Bohm , Feynman  tried to combine wave and corpuscular features of elementary particles by using different models. De Broglie imagined elementary particle as a singularity in the wave. It seems that in this model ‘the mother wave produces a child-particle’ by varying the space-time distribution. Bohm considered the pilot wave and elementary particle as indivisible whole. Here the wave is not more the mother of a particle. Von Neumann, Dirac, Feynman and the majority of quantum community considered corpuscular objects having unusual physical ‘properties.’ The wave features of elementary particles were exhibited via superposition of alternatives in quantum state. On the other hand, it seems that Einstein was the adherent of the corpuscular model with the objective realist interpretation of physical observables, see ,  for the detailed analysis.

In the connection with the EPR-Bell considerations we remark that (despite the common opinion) experimental violations of Bell’s inequality can peacefully coexist with local realist HV-model with the contextualist interpretation of physical observables, see  and .

Finally, we note that HV-models are typically not taken into account (especially by ‘real physicists’), because it is not useful to construct a complicated HV-model just to reproduce the standard results of (more simple) quantum formalism. In particular, such an argument is one of the main motivations for the rejection the Bohmian mechanics. In the opposite to such ‘repetitive’ HV-models, our model not only give the possibility to reproduce the standard quantum interference of probabilistic alternatives, but also predict new (hyperbolic) interference.

## 2 Statistical deviations produced by perturbations

### 2.1 Conventional probabilistic rule

Let $`\mathrm{\Omega }`$ be an ensemble of physical systems having two physical properties $`a`$ and $`b.`$ These properties supposed to be objective properties of a physical system. To simplify considerations, we suppose that these properties can be described by dichotomic variables $`a=0,1`$ and $`b=0,1.`$

This situation can be described by the conventional probability model (Kolmogorov axiomatics, ). Here ($`\mathrm{\Omega },,𝐏_\mathrm{\Omega }`$) is a probability space: $``$ is a $`\sigma `$-algebra of subsets of $`\mathrm{\Omega }`$ and $`𝐏_\mathrm{\Omega }`$ is a $`\sigma `$-additive probabilistic measure on $`;a,b:\mathrm{\Omega }\{0,1\}`$ are random variables. In our considerations the right choice of ensembles of physical systems will play the crucial role. Therefore we prefer to use for all probabilities indexes of corresponding ensembles.444In Kolmogorov’s axiomatics $`\mathrm{\Omega }`$ is an arbitrary (abstract) set. However, in physical modeling it is important to use the right realization of this set. In our investigation $`\mathrm{\Omega }`$ will be an ensemble of physical systems (for example, elementary particles). We underline that typically in mathematical works $`\mathrm{\Omega }`$ is realized as the space of all possible sequences of trials, see  for the details.

We set

$`\mathrm{\Omega }_i^b=\{\omega \mathrm{\Omega }:b(\omega )=i\},i=0,1.`$

As usual, we define conditional probabilities (Bayes’ formula):

$$𝐏_{\mathrm{\Omega }_i^b}(O)=𝐏_\mathrm{\Omega }(O/\mathrm{\Omega }_i^b)=\frac{𝐏_\mathrm{\Omega }(O\mathrm{\Omega }_i^b)}{𝐏_\mathrm{\Omega }(\mathrm{\Omega }_i^b)},i=0,1,O.$$

We shall be interested in conditional probabilities:

$$p_{ij}^{a/b}=𝐏_\mathrm{\Omega }(a=j/b=i).$$

As usual we have:

$$p_{ij}^{a/b}=p_{ij}^{ab}/p_i^b,$$

where $`p_{ij}^{ab}=𝐏_\mathrm{\Omega }(a=j,b=i)`$ and $`p_i^b=𝐏_\mathrm{\Omega }(\mathrm{\Omega }_i^b).`$

Additivity of $`𝐏_\mathrm{\Omega }`$ and the definition of conditional probabilities imply the formula of total probability:

$$𝐏_\mathrm{\Omega }(a=j)=𝐏_\mathrm{\Omega }(b=0)𝐏_{\mathrm{\Omega }_0^b}(a=j)+𝐏_\mathrm{\Omega }(b=1)𝐏_{\mathrm{\Omega }_1^b}(a=j),$$

or

$$p_j^a𝐏_\mathrm{\Omega }(a=j)=p_0^bp_{0j}^{a/b}+p_1^bp_{1j}^{a/b},j=1,2.$$
(4)
We remark that the formula of total probability can be used as the prediction rule: if we know probabilities for the variable $`b`$ and conditional probabilities for the variable $`a,`$ then we can predict probabilities for the $`a.`$ We call this rule, the conventional probabilistic rule.

### 2.2 Quantum probabilistic rule

The quantum mechanical formalism does not reproduce the formula of total probability; we cannot use the conventional probabilistic rule to predict probabilities in experiments with elementary particles. The right hand side of (4) is perturbed by a $`\mathrm{cos}\theta `$-factor. Often such a difference in transformation laws is interpreted as an evidence that objective realism could not be used in quantum framework. It seems that there is something mysterious in the appearance $`\mathrm{cos}\theta `$perturbation in ‘quantum formula of total probability’! Our aim is to provide probabilistic explanation of the appearance of this $`\mathrm{cos}\theta `$-factor.

Let $`\phi `$ be a quantum state and let $`\mathrm{\Omega }`$ be a statistical ensemble of quantum systems prepared for $`\phi .`$ Let $`a`$ and $`b`$ be represented by operators $`\widehat{a}`$ and $`\widehat{b}`$ and $`\{\psi _i\}_{i=0,1}`$ and $`\{\phi _i\}_{i=0,1}`$ be orthonormal bases of eigenvectors for $`\widehat{a}`$ and $`\widehat{b}.`$ We can expend the quantum state $`\phi `$ with respect to basis $`\{\varphi _i\}_{i=0,1}`$

$$\phi =\sqrt{p_0^b}\phi _0+c^{i\xi }\sqrt{p_1^b}\phi _1.$$

As $`(\phi ,\phi )=1,`$ we have $`p_0^b+p_1^b=1.`$ By Born’s probabilistic interpretation, $`p_i^b=𝐏_\phi (b=i)𝐏_\mathrm{\Omega }(b=i).`$

We can also expend each $`\phi _i`$ with respect to the basis $`\{\psi _i\}_{i=0,1}:`$

$$\phi _0=e^{i\gamma _1}\sqrt{q_{00}^{a/b}}\psi _0+e^{i\gamma _2}\sqrt{q_{01}^{a/b}}\psi _1,$$

$$\phi _1=e^{i\gamma _3}\sqrt{q_{10}^{a/b}}\psi _0+e^{i\gamma _4}\sqrt{q_{11}^{a/b}}\psi _1,$$

where $`\xi ,\gamma _1,\mathrm{},\gamma _4`$ are phases. Here (for values $`j=0,1)`$

$`q_{ij}^{a/b}=𝐏_{\phi _i}(a=j)`$ (for states $`i=0,1).`$

We remark that, as each $`\phi _i`$ is normalized, we have:

$$q_{00}^{a/b}+q_{01}^{a/b}=1,q_{10}^{a/b}+q_{11}^{a/b}=1.$$
(5)
This is the standard normalization conditions for probabilities of alternatives. However, probabilities for quantum states (statistical ensembles used in quantum experiments) satisfy to another normalization condition. Orthogonality of eigenvectors corresponding to physical observables implies:

$$q_{00}^{a/b}+q_{10}^{a/b}=1,q_{01}^{a/b}+q_{11}^{a/b}=1.$$
(6)
This is so called condition of double stochasticity, see  for the details.

The standard calculations in the linear space imply that the quantum probabilistic (prediction) rule has the form

$$p_0^a=p_0^bq_{00}^{a/b}+p_1^bq_{10}^{a/b}+2\sqrt{p_0^bp_1^bq_{00}^{a/b}q_{10}^{a/b}}\mathrm{cos}\theta ,$$
(7)
$$p_1^a=p_0^bq_{01}^{a/b}+p_1^bq_{11}^{a/b}2\sqrt{p_0^bp_1^bq_{01}^{a/b}q_{11}^{a/b}}\mathrm{cos}\theta .$$
(8)
It is cruicial for our further considerations that the probabilities $`q_{ij}^{a/b}`$ (corresponding to quantum states $`\phi _i)`$ in general are not equal to probabilities $`p_{ij}^{a/b}`$ with respect to subensembles $`\mathrm{\Omega }_i^b,i=0,1,`$ of the ensemble $`\mathrm{\Omega }`$ for the quantum state $`\phi .`$ In fact, $`q_{ij}^{a/b}`$ is the probability that $`a=j`$ in the ensemble $`\stackrel{~}{\mathrm{\Omega }}_i^b`$ prepared for the quantum state $`\phi _i.`$ Therefore there is nothing surprising that conventional probabilistic rule (4) differs from quantum probabilistic rule (7), (8): probabilities $`p_i^a,p_i^b`$ with respect to the ensemble $`\mathrm{\Omega }`$ need not be connected with the aid of probabilities $`q_{ij}^{a/b}`$ with respect to new ensembles $`\stackrel{~}{\mathrm{\Omega }}_i^b`$ by the ordinary formula of total probability. We shall explain how the formula of total probability produces the quantum probabilistic rule as a consequence of difference between the probabilities $`p_{ij}^{a/b}`$ and $`q_{ij}^{a/b}.`$

### 2.3 Statistical deviations

In general, we have three preparation procedures $`,_0,_1`$ such that $``$ produces an ensemble $`\mathrm{\Omega }`$ of physical systems and $`_0=F_0`$ and $`_1=F_1`$ are filters with respect to some property $`b(=0,1)`$ that produce ensembles $`\stackrel{~}{\mathrm{\Omega }}_0^b`$ and $`\stackrel{~}{\mathrm{\Omega }}_1^b.`$ The $`p_i^a,p_i^b,`$ are the probability distributions of $`a`$ and $`b`$ for the ensemble $`\mathrm{\Omega };`$ the $`q_{ij}^{a/b}`$ are probability distributions of $`a`$ for the ensembles $`\mathrm{\Omega }_i^b,i=0,1.`$

Preparations of ensembles $`\stackrel{~}{\mathrm{\Omega }}_i^b,i=0,1,`$ can be realized with the aid of filters $`F_i,i=0,1,`$ which select particles from $`\mathrm{\Omega }`$ having the property $`b=i,i=0,1.`$ These selections perturb physical systems. The original distribution of $`a`$ in $`\mathrm{\Omega }`$ is changed.

We do not restrict our considerations to quantum experiments. We consider arbitrary preparation procedures for macro as well as micro-systems. We start with some evident manipulation with the ordinary formula of total probability for the ensemble $`\mathrm{\Omega }`$:

$$p_j^a=p_0^bp_{0j}^{a/b}+p_1^bp_{1j}^{a/b}=p_0^bq_{0j}^{a/b}+p_1^bq_{1j}^{a/b}+\delta _j(a,b),$$

where

$$\delta _j(a,b)=p_0^b(p_{0j}^{a/b}q_{0j}^{a/b})+p_1^b(p_{1j}^{a/b}q_{1j}^{a/b})=2\sqrt{p_0^bp_1^bq_{0j}^{a/b}q_{1j}^{a/b}}\lambda _j,$$

where

$$\lambda _j\lambda _j(a,b)=\frac{p_0^b(p_{0j}^{a/b}q_{0j}^{a/b})+p_1^b(p_{1j}^{a/b}q_{1j}^{a/b})}{2\sqrt{p_0^bp_1^bq_{0j}^{a/b}q_{1j}^{a/b}}}$$
(9)
We note that if $`p_{0j}^{a/b}=q_{0j}^{a/b}`$ and $`p_{1j}^{a/b}=q_{1j}^{a/b},`$ then $`\delta _j(a,b)=0.`$ This is the conventional probabilistic rule that we have in classical physics and in quantum physics in the absence of interference.

If perturbations produced by preparations of ensembles $`\stackrel{~}{\mathrm{\Omega }}_i^b`$ (via filtrations of $`\mathrm{\Omega }`$)555In general we need two copies of $`\mathrm{\Omega }`$ to prepare $`\stackrel{~}{\mathrm{\Omega }}_0^b`$ and $`\stackrel{~}{\mathrm{\Omega }}_1^b.`$ are such that $`\delta _j0,`$ we obtain ‘nonconventional probabilistic rules’.

The coefficients $`\delta _i`$ and $`\lambda _i`$ are called statistical deviations and normalized statistical deviations, respectively. The magnitudes of normalized statistical deviations will play the cruicial role in our further considerations.

First we remark that if (for $`j=0,1)`$

$$|\lambda _j|1$$
(10)
and the matrix of probabilities $`(q_{ij}^{a/b})`$ is double stochastic, we obtain the quantum probabilistic transformation (7), (LABEL:q) by choosing $`\lambda _0=\mathrm{cos}\theta `$ and $`\lambda _1=\mathrm{cos}\theta .`$

We now present the general classification of probabilistic rules in nature. The general transformation of probabilities for three ensembles $`\mathrm{\Omega },\stackrel{~}{\mathrm{\Omega }}_i^b,i=0,1,`$ has the form:

$$p_j^a=p_0^bq_{0j}^{a/b}+p_1^bq_{1j}^{a/b}+2\sqrt{p_0^bp_1^bq_{0j}^{a/b}q_{1j}^{a/b}}\lambda _j,$$
(11)
where $`\lambda _j,j=0,1,`$ are given by (9).

Depending on the magnitudes of normalized statistical deviations, we can obtain:

1) the trigonometric probabilistic rule, $`\lambda _j=\mathrm{cos}\theta _j,j=0,1;`$

2) hyperbolic probabilistic rule, $`\lambda _j=\pm \mathrm{cosh}\theta _j,j=0,1;`$

3) hyper-trigonometric probabilistic rule, for example,

$`\lambda _0=\pm \mathrm{cosh}\theta _1,\lambda _1=\mathrm{cos}\theta _2.`$

Here ‘phases’ $`\theta `$ are just special parameterizations for normalized statistical deviations.

In particular, the trigonometric probabilistic rule contains the conventional probabilistic rule, $`\lambda _j=0,`$ and the quantum probabilistic rule (under the additional condition that ($`q_{ij}^{a/b}`$) is a double stochastic matrix). Here normalized statistical deviations are relatively small, see (10). In the hyperbolic case they are quite large, namely:

$$|\lambda _j|1$$
(12)
for both $`j=0,1.`$ Here the order of perturbations via filtrations is essentially larger than, in particular, in quantum experiments.

Example 1. Let $`,_0,_1`$ produce following perturbations of probabilities:

$$\mathrm{\Delta }_{0j}(p_{0j}^{a/b}q_{0j}^{a/b})p_0^b=2\xi _{0j}\sqrt{p_0^bp_1^bq_{0j}^{a/b}q_{1j}^{a/b}};$$

$$\mathrm{\Delta }_{1j}=(p_{1j}^{a/b}q_{1j}^{a/b})p_1^b=2\xi _{1j}\sqrt{p_0^bp_1^bq_{0j}^{a/b}q_{1j}^{a/b}}.$$

where $`\xi _{0j}`$ and $`\xi _{1j}`$ are some coefficients. These coefficients determine the corresponding transformation rule for probabilities. If $`\xi _{0j}+\xi _{1j}=0,`$ we obtain the conventional rule. If $`\xi _{0j}+\xi _{1j}0,`$ we obtain nonconventional rules; in particular, in quantum theory we have $`|\xi _{0j}+\xi _{1j}|1.`$

In a mathematical model we can describe filters $`F_i,i=0,1,`$ by two maps

$$g_0:\mathrm{\Omega }_0^b\mathrm{\Omega }_0^b,g_1:\mathrm{\Omega }_1^b\mathrm{\Omega }_1^b$$

The pair of maps $`g_0`$ and $`g_1`$ induces the map

$`g:\mathrm{\Omega }\mathrm{\Omega }.`$

In principle, we can consider a more general model in that filters $`F_i`$ can also change property $`b`$ (some systems with $`b=0`$ can be transformed into systems with $`b=1`$ and vice versa). In such a model we have to consider general transformations $`g:\mathrm{\Omega }\mathrm{\Omega }`$ (i.e., without the restriction $`g(\mathrm{\Omega }_i^b)=\mathrm{\Omega }_i^b`$). We plan to study this model in further papers.

We shall use the symbols $`\stackrel{~}{\mathrm{\Omega }}_0^b`$ and $`\stackrel{~}{\mathrm{\Omega }}_1^b`$ to denote ensembles $`g(\mathrm{\Omega }_0^b)`$ and $`g(\mathrm{\Omega }_1^b).`$ We remark that in our model (with $`g(\mathrm{\Omega }_j^b)=\mathrm{\Omega }_i^b`$) new ensembles coincide with original ensembles as collections of physical systems (for example, particles), but physical properties are changed by filtrations.

Probability $`𝐏_{\mathrm{\Omega }_i^b}`$ on the ensemble $`\mathrm{\Omega }_i^b`$ (conditional probability $`𝐏_\mathrm{\Omega }(/\mathrm{\Omega }_i^b))`$ is lifted to ensemble $`\stackrel{~}{\mathrm{\Omega }}_i^b`$ with the aid of map $`g_i:`$

$$𝐏_{\stackrel{~}{\mathrm{\Omega }}_i^b}(O)=𝐏_{\mathrm{\Omega }_i^b}(g_i^1(O)).$$

We remark that by definition of conditional probability this probability is equal to $`𝐏_\mathrm{\Omega }(g_i^1(O)\mathrm{\Omega }_i^b)/𝐏_\mathrm{\Omega }(\mathrm{\Omega }_i^b).`$ Moreover, as $`g_i`$ maps $`\mathrm{\Omega }_i^b`$ on itself, we get that this probability is equal to :

$`𝐏_\mathrm{\Omega }(g_i^1(O))/𝐏_\mathrm{\Omega }(\mathrm{\Omega }_i^b).`$

We note that the probability $`𝐏_{\stackrel{~}{\mathrm{\Omega }}_i^b}`$ is nothing than the $`g_i`$-image of the conditional probability $`𝐏_{\mathrm{\Omega }_i^b}:𝐏_{\stackrel{~}{\mathrm{\Omega }}_i^b}=g_i^{}𝐏_{\mathrm{\Omega }_i^b}.`$

It is assumed that ensembles $`\stackrel{~}{\mathrm{\Omega }}_i^b`$ are equipped by some $`\sigma `$-algebras and maps $`g_i`$ are measurable.

We note that in quantum theory probability distributions $`𝐏_{\phi _i}`$ (for states $`\phi _i)`$ are nothing than $`𝐏_{\stackrel{~}{\mathrm{\Omega }}_i^b},i=0,1.`$ 666Later we shall present concrete maps $`g_i`$ that reproduce quantum probability rule.

In general we introduce probabilities

$$q_{ij}^{a/b}𝐏_{\stackrel{~}{\mathrm{\Omega }}_i^b}(a=j)=𝐏_{\mathrm{\Omega }_i^b}(a(g_i(\omega ))=j).$$

By definition of conditional probability

$$q_{ij}^{a/b}=𝐏_\mathrm{\Omega }(a(g_i)(\omega ))=j/b(\omega )=i)=\frac{q_{ij}^{ab}}{p_i^b},i,j=0,1,$$

where

$`q_{ij}^{ab}=𝐏_\mathrm{\Omega }(a(g_i)(\omega ))=j,b(\omega )=i).`$

In particular, in quantum theory $`q_{ij}^{a/b}=𝐏_{\phi _i}(a=j).`$

The coefficients $`\lambda _j(a,b)`$ corresponding to perturbations of probabilities by filtrations can be represented as

$$\lambda _j(a,b)=\frac{(p_{0j}^{ab}q_{0j}^{ab})+(p_{1j}^{ab}q_{1j}^{ab})}{2\sqrt{q_{0j}^{ab}q_{1j}^{ab}}}$$
(13)
Remark. (Contextualism) In the contextualist HV-model preparation procedures $`_0`$ and $`_1`$ disturb not physical variable $`a,`$ but hidden variable $`\omega .`$

Remark. (Contextualism without HV) We can even forget about HV and consider $`\omega `$ as purely mathematical ‘chance parameter.’ In this framework all our considerations are based on the observation that measurements of the $`a`$-variable for three different statistical ensembles $`\mathrm{\Omega },`$ $`\stackrel{~}{\mathrm{\Omega }}_0^b`$ and $`\stackrel{~}{\mathrm{\Omega }}_1^b`$ are performed via three different measurement procedures. Therefore they are described by different random variables $`a(\omega ),\stackrel{~}{a}^{(0)}(\omega )=a(g_0(\omega )),\stackrel{~}{a}^{(1)}(\omega )=a(g_1(\omega )).`$ We ask ourself: What kind of transformations connecting probability distributions of these random variables can we obtain in different experiments? It seems that it is too general formulation of the problem (however, see remark at the end of the paper). It would be more natural to consider only transformations that are perturbations of the standard formula of total probability (based on the Bayes’ rule for conditional probabilities). In fact, we proved that there are only three types of such probabilistic transformations: trigonometric, hyperbolic and hyper-trigonometric. The creation of quantum formalism was the important discovery in probability theory: it was found (on the basis of interference experiments) that in some experimental situations the formula of total probability has to be disturbed by trigonometric perturbation. However, the probabilistic roots of this perturbation term were not found. This implied the creation of the model of micro-reality based on the wave-particle duality. The possibility of non-trigonometric interferences was not observed.

## 3 Simulation of trigonometric and hyperbolic interference

Measurements producing trigonometric and hyperbolic interferences that are presented in this section can be easily simulated by using just a pseudo-random generator of numbers uniformly distributed on the segment $`[0,1].`$

Let $`\mathrm{\Omega }=[0,1],`$ \- the $`\sigma `$-algebra of Borel sets, $`𝐏=dx`$ is the uniform probability distribution (Lebesque measure). Let

$$c(\omega )=\{\begin{array}{cc}1,x[0,\frac{1}{3})\hfill & \\ 0,x[\frac{1}{3},1]\hfill & \end{array}$$

$$a(\omega )=\{\begin{array}{cc}1,x(\frac{1}{4},\frac{3}{4}]\hfill & \\ 0,x(\frac{1}{4},\frac{3}{4}]\hfill & \end{array}$$

So we have ensembles $`\mathrm{\Omega }_1^b=[0,\frac{1}{3}),\mathrm{\Omega }_0^b=[\frac{1}{3},1];`$ and probabilities:

$`p_1^b=𝐏_\mathrm{\Omega }(\mathrm{\Omega }_1^b)=\frac{1}{3},p_0^b=𝐏_\mathrm{\Omega }(\mathrm{\Omega }_0^b)=\frac{2}{3};`$

$$p_{01}^{ab}=𝐏_\mathrm{\Omega }(a(\omega )=1,b(\omega )=0)=\frac{5}{12},p_{00}^{ab}=𝐏_\mathrm{\Omega }(a(\omega )=0,b(\omega )=0)=\frac{1}{4},$$

$$p_{11}^{ab}=𝐏_\mathrm{\Omega }(a(\omega )=1,b(\omega )=1)=\frac{1}{12},p_{10}^{ab}=𝐏_\mathrm{\Omega }(a(\omega )=0,c(\omega )=1)=\frac{1}{4}.$$

Let us consider maps $`g_i`$ which describe changes of $`a`$ in the processes of filtrations:

$`g_0:\mathrm{\Omega }_0^b\mathrm{\Omega }_0^b`$ such that $`g_0([\frac{1}{3},\beta ])=[\frac{1}{3},\frac{3}{4}]`$ and $`g_0((\beta ,1])=(\frac{3}{4},1].`$

So $`\stackrel{~}{\mathrm{\Omega }}_0^b=g_0(\mathrm{\Omega }_0^b)=[\frac{1}{3},1].`$

$`g_1:\mathrm{\Omega }_1^b\mathrm{\Omega }_1^b`$ such that $`g_1([0,\alpha ])=[0,\frac{1}{4}]`$ and $`g_1((\alpha ,\frac{1}{3}))=(\frac{1}{4},\frac{1}{3}).`$

So $`\stackrel{~}{\mathrm{\Omega }}_1^b=g_1(\mathrm{\Omega }_1^b)=[0,\frac{1}{3})`$.

Here $`\alpha `$ and $`\beta `$ are parameters such that $`0<\alpha <\frac{1}{3}`$ and $`\frac{1}{3}<\beta <1.`$

Of course, there exist various maps $`g_0`$ and $`g_1`$ which satisfy the above conditions. Different maps correspond to different physical realizations of filters. We shall see that by varying parameters $`\alpha `$ and $`\beta `$ we can obtain classical, trigonometric (in particular, quantum) and hyperbolic probabilistic behaviours. We have

$`q_{01}^{ab}=𝐏_\mathrm{\Omega }(a(g_0(\omega ))=1,b(\omega )=0)=\beta \frac{1}{3};`$

in the same way $`q_{00}^{ab}=1\beta ;q_{11}^{ab}=\frac{1}{3}\alpha ;q_{10}^{ab}=\alpha .`$

To generate quantum behaviour, we have to have a double stochastic matrix of probabilities ($`q_{ij}^{a/b}`$).

We have: $`q_{ij}^{a/b}=𝐏_{\stackrel{~}{\mathrm{\Omega }}_i^b}(a=j).`$ So

$`q_{01}^{a/b}=\frac{3\beta 1}{2};q_{00}^{a/b}=\frac{33\beta }{2};q_{11}^{a/b}=13\alpha ,q_{10}^{a/b}=3\alpha .`$

The matrix $`(q_{ij}^{a/b})`$ is always stochastic:

$`q_{00}^{a/b}+q_{01}^{a/b}=𝐏_{\stackrel{~}{\mathrm{\Omega }}_0^b}(a=0)+𝐏_{\stackrel{~}{\mathrm{\Omega }}_0^b}(a=1)=1(=\frac{33\beta }{2}+\frac{3\beta 1}{2});`$

$`q_{10}^{a/b}+q_{11}^{a/b}=𝐏_{\stackrel{~}{\mathrm{\Omega }}_1^b}(a=0)+𝐏_{\stackrel{~}{\mathrm{\Omega }}_1^b}(a=1)=1(=13\alpha +3\alpha ).`$

It is double stochastic if

$`q_{00}^{a/b}+q_{10}^{a/b}=\frac{33\beta }{2}+3\alpha =1;q_{01}^{a/b}+q_{11}^{a/b}=\frac{3\beta 1}{2}+13\alpha =1.`$

Thus

$$\beta =\frac{1}{3}+2\alpha $$
(14)
(we note that if $`\alpha `$ varies between 0 and 1/3, then $`\beta `$ varies between 1/3 and 1).

Double stochasticity implies: $`q_{01}^{a/b}=q_{10}^{a/b}=3\alpha `$ and $`q_{00}^{a/b}=q_{11}^{a/b}=13\alpha .`$ In general by using formula (13) we get

$$\lambda _0=\frac{(\beta \frac{3}{4})+(\frac{1}{4}\alpha )}{2\sqrt{\alpha (1\beta )}}=\frac{(\beta \alpha \frac{1}{2})}{2\sqrt{\alpha (1\beta )}};$$

$$\lambda _1=\frac{(\frac{1}{2}+\alpha \beta )}{2\sqrt{(\beta \frac{1}{3})(\frac{1}{3}\alpha )}}.$$

If $`\beta =\alpha +\frac{1}{2},`$ we generate conventual probabilistic rule in that $`\lambda _0=\lambda _1=0.`$

In particular, we get this rule in the case of filtrations such that: $`\alpha =1/4`$ and $`\beta =3/4.`$ In particular, such filtrations can be realized by identical maps: $`g_0(x)=x,g_1(x)=x.`$ These filters are ideal: they do not perturb the $`a`$-variable at all. However, there are infinitely many filters $`g_0,g_1`$ with $`\alpha =1/4`$ and $`\beta =3/4`$ that produce essential perturbations for individual physical systems: the variable $`a`$ can be strongly changed in some points. Nevertheless, these filters do not produce interference of probabilistic alternatives, since statistical deviations are negligibly small (compare with Ballentine’s analysis of Heisenberg uncertainty principle, , see also ).

We want to obtain nontrivial quantum behaviour: $`\lambda _0=\mathrm{cos}\theta _0=\lambda _10.`$ First we use the condition of double stochasticity (14):

$$\lambda _0=\frac{\alpha \frac{1}{6}}{2\sqrt{\alpha (\frac{2}{3}2\alpha )}}=\lambda _1.$$

We obtain trigonometric interference if

$$|\lambda _0|=\frac{|\alpha \frac{1}{6}|}{2\sqrt{2\alpha (\frac{1}{3}\alpha )}}1.$$

Direct computation demonstrates that $`\lambda _0^{}(\alpha )>0`$ for $`\alpha (0,1/3).`$ Thus the interference term $`\lambda _0(\alpha )`$ is the increasing function of the perturbation parameter $`\alpha `$ and $`\lambda _0(0)=\mathrm{},\lambda _0(\frac{1}{3})=+\mathrm{},\lambda _0(\frac{1}{6})=0,\lambda _0(\alpha _\pm )=\pm 1,`$ where $`\alpha _\pm =\frac{3\pm 2\sqrt{2}}{18}.`$

Therefore perturbations (due to filtration) varying in the segment $`[\alpha _{},\alpha _+]`$ generate quantum behaviour: $`\lambda _0(\alpha )=\mathrm{cos}\theta _0`$ is varying from $`1`$ to 1. The phase-angle $`\theta _0`$ can vary from $`[\pi ,2\pi ]`$ (by a parameterization of the perturbation variable we can get $`\theta _0`$ varying from 0 to $`\pi `$).

Remark. (Contextualist model with hidden variable) We can use the contextualist interpretation of quantum mechanics. Here $`\alpha `$ and $`\beta `$ are parameters determining the context of an experiment, $`\omega `$ is a hidden variable.

We now consider the extreme values of $`\alpha :\alpha =\alpha _\pm `$ (maximal interference) and $`\alpha =\frac{1}{6}`$ (decoherence). Quantities $`\pi _0=\frac{1}{4}\alpha `$ and $`\pi _1=\frac{3}{4}\beta `$ can be used as measures of perturbation of $`a`$ due to the transitions

$$\mathrm{\Omega }_0^b\stackrel{~}{\mathrm{\Omega }}_0^b\mathrm{and}\mathrm{\Omega }_1^b\stackrel{~}{\mathrm{\Omega }}_1^b.$$
(15)
Let $`\alpha =1/6.`$ Here $`\pi _0=\frac{1}{12};\pi _1=\frac{1}{12}.`$ The absence of interference is characterized by the symmetric shift of the $`a`$-property under the transition (15).

We remark that there exists only one point $`\alpha `$ that satisfies to the decoherence condition: $`\pi _0=\pi _1,`$ namely $`\alpha =1/6`$ (under condition $`\beta =\frac{1}{3}+2\alpha `$).

We have to differ ‘classical situation’ from ‘quantum decoherence’. In the first case $`\delta (a,b)=0`$ as the result of the precise filtration: $`\alpha =\frac{1}{4}`$ and $`\beta =\frac{3}{4}.`$ In the second case filtration induces essential perturbations. However, these perturbations compensate each other.

In fact, the condition of double stochasticity (see(14)) plays here the cruicial role: it is a kind of constraint between perturbations induced by preparations of ensembles $`\stackrel{~}{\mathrm{\Omega }}_0^b`$ and $`\stackrel{~}{\mathrm{\Omega }}_1^b.`$ It seems that this condition is the root of ‘quantum mystery’. On the other hand, $`\mathrm{cos}\theta `$factor (interference) can be induced by ‘classical preparation procedures’ for macro-systems.

The quantity

$`\xi (\alpha )=|\pi _0(\alpha )\pi _1(\alpha )|=|\alpha \frac{1}{6}|`$

can be used as a measure of asymmetry of perturbations (15). In the case of decoherence $`\xi =\xi (\frac{1}{6})=0.`$ For $`\alpha [\alpha _{},\alpha _+],\xi (\alpha )=|\alpha 1/6|`$ yields the maximal value for $`\alpha =\alpha _\pm .`$ Here $`\xi =\xi _{\mathrm{max}}=\frac{\sqrt{2}}{9}.`$ Thus maximum of interference ($`|\mathrm{cos}\theta _0|=1|`$) corresponds to maximal asymmetry of perturbations.

What kind of behaviour would we observe for perturbations $`\alpha (\alpha _{},\alpha _+)`$? We see that, instead of ‘trigonometric quantum behaviour’, we obtain ‘hyperbolic quantum behaviour’.

If $`\alpha >\alpha _+`$ (but $`\alpha <1/3),`$ then $`\lambda _0(\alpha )`$ can be represented as $`\mathrm{cosh}\theta _0;`$ if the perturbation parameter $`\alpha `$ is varying from $`\alpha _+`$to 1/3, then $`\mathrm{cosh}\theta _0`$ is varying from 1 to + $`\mathrm{}.`$ So the ‘ hyperbolic phase’ can be chosen belonging to $`[0,+\mathrm{}).`$ If $`\alpha <\alpha _{}`$ (but $`\alpha >0),`$ then $`\lambda _0(\alpha )`$ can be represented as $`\mathrm{cosh}\theta _0.`$ The variation of $`\alpha `$ from $`\alpha _{}`$ to $`0,`$ implies the variation $`\lambda _0`$ from -1 to $`\mathrm{}.`$ So $`\theta _0[0,\mathrm{}).`$

‘Hyperbolic quantum behaviour’ may be induced by filters having sufficiently strong perturbations. In our model there are the thresholds $`\alpha =\alpha _\pm .`$ At these levels of perturbations ‘quantum trigonometric behaviour’ is transformed to ‘quantum hyperbolic behaviour’. Our model gives the possibility to simulate such a transition by using macro-systems. It may be that such a transition can be observed for some ‘natural’ physical processes.

The formalism of hyperbolic quantum mechanics (representation of the probabilistic rule (3) in a linear space) was developed in . Instead of complex numbers, we have to work with so called hyperbolic numbers, see , p. 21. The development of hyperbolic quantum mechanics can be interesting for comparative analysis with standard quantum mechanics. In particular, we clarify the role of complex numbers in quantum theory. Complex (as well as hyperbolic) numbers were used to linearize nonlinear probabilistic rule (that in general could not be linearized over real numbers). Another interesting feature of hyperbolic quantum mechanics is the violation of the principle of superposition. Here we have only some restricted variant of this principle.

We remark that the quantum probabilistic transformation

$`𝐏=𝐏_1+𝐏_2+2\sqrt{𝐏_1𝐏_2}\mathrm{cos}\theta `$

gives the possibility to predict the probability $`𝐏`$ if we know probabilities $`𝐏_1`$ and $`𝐏_2.`$ In principle, there might be created theories based on arbitrary transformations:

$$𝐏=F(𝐏_1,𝐏_2).$$

It may be that some rules have linear space representations over ‘exotic number systems’, for example, $`p`$-adic numbers .

Preliminary analysis of probabilistic foundations of quantum mechanics (that induced the present investigation) was performed in the books  and  (chapter 2); a part of results of this paper was presented in preprints ,.

## Acknowledgements

I would like to thank S. Albeverio, L. Accardi, L. Ballentine, V. Belavkin, E. Beltrametti, W. De Muynck, S. Gudder, T. Hida, A. Holevo, P. Lahti, A. Peres, J. Summhammer, I. Volovich for (sometimes critical) discussions on probabilistic foundations of quantum mechanics.

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 A. Yu. Khrennikov, Ensemble fluctuations and the origin of quantum probabilistic rule. Rep. MSI, Växjö Univ., 90, October (2000).

 A. Yu. Khrennikov, Classification of transformations of probabilities for preparation procedures: trigonometric and hyperbolic behaviours. Preprint quant-ph/0012141, 24 Dec (2000).