Related papers: A permutation model for free random variables and …
A combinatorial formula is derived which expresses free cumulants in terms of classical comulants. As a corollary, we give a combinatorial interpretation of free cumulants of classical distributions, notably Gaussian and Poisson…
We demonstrate that a large class of one-dimensional quantum and classical exchange models can be described by the same type of graphs, namely Cayley graphs of the permutation group. Their well-studied spectral properties allow us to derive…
One can build an operatorial model for freeness by considering either the right-handed or the left-handed representation of algebras of operators acting on the free product of the underlying pointed Hilbert spaces. Considering both at the…
We consider a model of random permutations of the sites of the cubic lattice. Permutations are weighted so that sites are preferably sent onto neighbors. We present numerical evidence for the occurrence of a transition to a phase with…
In this paper we give an analytic interpretation of free convolution of type B, introduced by Biane, Goodman and Nica, and provide a new formula for its computation. This formula allows us to show that free additive convolution of type B is…
The natural habitat of most Bayesian methods is data represented by exchangeable sequences of observations, for which de Finetti's theorem provides the theoretical foundation. Dirichlet process clustering, Gaussian process regression, and…
In a Latin square, every row can be interpreted as a permutation, and therefore has a parity (even or odd). We prove that in a uniformly random $n\times n$ Latin square, the $n$ row parities are very well approximated by a sequence of $n$…
We study the linear span of commutators of free random variables and show that these are the only quadratic forms which satisfy the following equivalent properties: * preservation free infinite divisibility * free and strong cancellation of…
Let $X$ be a centered random variable with unit variance, zero third moment, and such that $E[X^4] \ge 3$. Let $\{F_n : n\geq 1\}$ denote a normalized sequence of homogeneous sums of fixed degree $d\geq 2$, built from independent copies of…
We generalize classical statistical mechanics to describe the kinematics and the dynamics of systems whose variables are constrained by a single quantum postulate (discreteness of the spectrum of values of at least one variable of the…
This is a joint introduction to classical and free probability, which are twin sisters. We first review the foundations of classical probability, notably with the main limiting theorems (CLT, CCLT, PLT, CPLT), and with a look into examples…
In this paper we extend Stein's method to the distribution of the product of $n$ independent mean zero normal random variables. A Stein equation is obtained for this class of distributions, which reduces to the classical normal Stein…
We propose a parsimonious extension of the classical latent class model to cluster categorical data by relaxing the class conditional independence assumption. Under this new mixture model, named Conditional Modes Model, variables are…
We express classical, free, Boolean and monotone cumulants in terms of each other, using combinatorics of heaps, pyramids, Tutte polynomials and permutations. We completely determine the coefficients of these formulas with the exception of…
It is well known that freeness appears in the high-dimensional limit of independence for matrices. Thus, for instance, the additive free Brownian motion can be seen as the limit of the Brownian motion on hermitian matrices. More generally,…
We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…
Free probabilistic considerations of type B first appeared in a paper by Biane, Goodman and Nica in 2003. Recently, connections between type B and infinitesimal free probability were put into evidence by Belinschi and Shlyakhtenko…
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 show that the nearest-neighbor spacing distribution for a model that consists of random points uniformly distributed on a self-similar fractal is the Brody distribution of random matrix theory. In the usual context of Hamiltonian…
Finite mixtures are a cornerstone of Bayesian modelling, and it is well-known that sampling from the resulting posterior distribution can be a hard task. In particular, popular reversible Markov chain Monte Carlo schemes are often slow to…