Free Integral Calculus

We study the problem of conditional expectations in free random variables and provide closed formulas for the conditional expectation of resolvents of arbitrary non-commutative polynomials in free random variables onto the subalgebra of an arbitray subset of the variables. More precisely, given a linearization of the resolvent we compute a linearization of its conditional expectation. The coefficients of the expressions obtained in this process involve certain Boolean cumulant functionals which can be computed by solving a system of equations. On the way towards the main result we introduce a non-commutative differential calculus which allows to evaluate conditional expectations and the said Boolean cumulant functionals. We conclude the paper with several examples which illustrate the working of the developed machinery and two appendices. The first appendix contains a purely algebraic approach to Boolean cumulants and the second appendix provides a crash course on linearizations of rational series.