Related papers: Free Bessel laws
In this article the relation between the tail behaviours of a free regular infinitely divisible (positively supported) probability measure and its L\'evy measure is studied. An important example of such a measure is the compound free…
This work builds on our previous developments regarding a notion of freeness for tensors. We aim to establish a tensorial free convolution for compactly supported measures. First, we define higher-order analogues of the semicircular (or…
We investigate the implications of free probability for random matrices. From rules for calculating all possible joint moments of two free random matrices, we develop a notion of partial freeness which is quantified by the breakdown of…
We consider free multiple stochastic measures in the combinatorial framework of the lattice of all diagonals of an n-dimensional space. In this free case, one can restrict the analysis to only the noncrossing diagonals. We give definitions…
We consider a class of probability measures $\mu_{s,r}^{\alpha}$ which have explicit Cauchy-Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases. Also, we…
We are now witnessing a rapid growth of a new part of group theory which has become known as "statistical group theory". A typical result in this area would say something like ``a random element (or a tuple of elements) of a group G has a…
Using the technique developed in approximation theory, we construct examples of exponential families of infinitely divisible laws which can be viewed as deformations of the normal, gamma, and Poisson exponential families. Replacing the…
We prove that the Pauli representation of the quantum permutation algebra $A_s(4)$ is faithful. This provides the second known model for a free quantum algebra. We use this model for performing some computations, with the main result that…
We extend to the multivariate non-commutative context the descriptions of a "once-stripped" probability measure in terms of Jacobi parameters, orthogonal polynomials, and the moment generating function. The corresponding map Phi on states…
We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…
We study the quantum isometry groups of the noncommutative Riemannian manifolds associated to discrete group duals. The basic representation theory problem is to compute the law of the main character of the relevant quantum group, and our…
We pursue the current developments in random tensor theory by laying the foundations of a free probability theory for tensors and establish its relevance in the study of random tensors of high dimension. We give a definition of freeness…
Free probability analogs of the basics of extreme-value theory are obtained, based on Ando's spectral order. This includes classification of freely max-stable laws and their domains of attraction, using ``free extremal convolutions'' on the…
The free Meixner laws arise as the distributions of orthogonal polynomials with constant-coefficient recursions. We show that these are the laws of the free pairs of random variables which have linear regressions and quadratic conditional…
For a class of random matrix ensembles with correlated matrix elements, it is shown that the density of states is given by the Wigner semi-circle law. This is applied to effective Hamiltonians related to the Anderson model in dimensions…
We study the convergence of probability measures in terms of moments by applying operators to their Bessel generating functions. We consider a general setting of applying operators such as the Dunkl operator to formal power series that are…
We study the analogue of Kummer distribution in free probability. We prove characterization of free-Kummer and free Poisson distributions by freeness properties together with some assumptions about conditional moments. Our main tools are…
We introduce a new kind of free independence, called real infinitesimal freeness. We show that independent orthogonally invariant with infinitesimal laws are asymptotically real infinitesimally free. We introduce new cumulants, called real…
We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…
In this paper, we use a biorthogonal approach (Appell system) to construct and characterize the spaces of test and generalized functions associated to the fractional Poisson measure $\pi_{\lambda,\beta}$, that is, a probability measure in…