English
Related papers

Related papers: A matrix interpolation between classical and free …

200 papers

A statistical inference method is developed and tested for pairwise interacting systems whose degrees of freedom are continuous angular variables, such as planar spins in magnetic systems or wave phases in optics and acoustics. We…

Statistical Mechanics · Physics 2015-06-15 P. Tyagi , A. Pagnani , F. Antenucci , M. Ibáñez Berganza , L. Leuzzi

Voiculescu's freeness emerges in computing the asymptotic of spectra of polynomials on $N\times N$ random matrices with eigenspaces in generic positions: they are randomly rotated with a uniform unitary random matrix $U_N$. In this article…

Probability · Mathematics 2022-07-14 Guillaume Cébron , Nicolas Gilliers

We continue here the study of free extreme values begun in Ben Arous and Voiculescu (2006). We study the convergence of the free point processes associated with free extreme values to a free Poisson random measure (Voiculescu (1998),…

Probability · Mathematics 2012-03-26 G. Ben Arous , V. Kargin

We study the problem of optimization over positive valued-operator measure to extract classical correlation in a bipartite quantum system. The proposed method is applied to binary states only. Moreover, to illustrate this method, an…

Quantum Physics · Physics 2007-05-23 S. Hamieh , R. Kobes , H. Zaraket

For the fundamental problem of allocating a set of resources among individuals with varied preferences, the quality of an allocation relates to the degree of fairness and the collective welfare achieved. Unfortunately, in many…

Computer Science and Game Theory · Computer Science 2024-08-30 Mikael Møller Høgsgaard , Panagiotis Karras , Wenyue Ma , Nidhi Rathi , Chris Schwiegelshohn

We consider a notion of bi-freeness for systems of non-commutative random variables with two faces, one of left variables and another of right variables. This includes bi-free convolution operations, bi-free cumulants and the bi-free…

Operator Algebras · Mathematics 2015-06-16 Dan-Virgil Voiculescu

We investigate the concept of orbital free entropy from the viewpoint of matrix liberation process. We will show that many basic questions around the definition of orbital free entropy are reduced to the question of full large deviation…

Operator Algebras · Mathematics 2021-07-01 Yoshimichi Ueda

We consider large random graphs with prescribed degrees, such as those generated by the configuration model. In the regime where the empirical degree distribution approaches a limit $\mu$ with finite mean, we establish the systematic…

Probability · Mathematics 2019-02-20 Justin Salez

In algorithmic randomness, when one wants to define a randomness notion with respect to some non-computable measure $\lambda $, a choice needs to be made. One approach is to allow randomness tests to access the measure $\lambda $ as an…

Logic · Mathematics 2014-08-14 Bjørn Kjos-Hanssen , Antoine Taveneaux , Neil Thapen

Since Voiculescu introduced his bi-free probability theory in 2013, the major development of the theory has been on its combinatorial side; in particular, on the combinatorics of bi-free cumulants and its application to the bi-free…

Operator Algebras · Mathematics 2016-05-02 Hao-Wei Huang , Jiun-Chau Wang

In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…

Probability · Mathematics 2024-05-14 Frederick Rajasekaran

We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…

Probability · Mathematics 2023-10-25 Aurelien Gribinski

We study multiple sampling, interpolation and uniqueness for the classical Fock space in the case of unbounded mul-tiplicities.

Complex Variables · Mathematics 2015-12-23 Alexander Borichev , Andreas Hartmann , Karim Kellay , Xavier Massaneda

Dual Lukacs type characterizations of random variables in free probability are studied here. First, we develop a freeness property satisfied by Lukacs type transformations of free-Poisson and free-Binomial non-commutative variables which…

Operator Algebras · Mathematics 2013-12-10 Kamil Szpojankowski , Jacek Wesolowski

We revive the concept of Lambda-freeness of Mlotkowski, which describes a mixture of classical and free independence between algebras of random variables. In particular, we give a description of this in terms of cumulants; this will be…

Operator Algebras · Mathematics 2016-05-05 Roland Speicher , Janusz Wysoczanski

We introduce a class of independence relations, which include free, Boolean and monotone independence, in operator valued probability. We show that this class of independence relations have a matricial extension property so that we can…

Operator Algebras · Mathematics 2018-09-21 Weihua Liu

The paper discusses sharp sufficient conditions for interpolation and sampling for functions of n variables with convex spectrum. When n=1, the classical theorems of Ingham and Beurling state that the critical values in the estimates from…

Classical Analysis and ODEs · Mathematics 2013-04-03 Alexander Olevskii , Alexander Ulanovskii

We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We show how the concept of "second order freeness", which was introduced in Part I, allows one to…

Operator Algebras · Mathematics 2007-05-23 James A. Mingo , Piotr Sniady , Roland Speicher

This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

Statistics Theory · Mathematics 2020-03-09 Rémy Mariétan , Stephan Morgenthaler

In this paper, we consider the addition of two matrices in generic position, namely A + U BU * , where U is drawn under the Haar measure on the unitary or the orthogonal group. We show that, under mild conditions on the empirical spectral…

Probability · Mathematics 2018-11-27 Alice Guionnet , Mylène Maïda