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Markov combination is an operation that takes two statistical models and produces a third whose marginal distributions include those of the original models. Building upon and extending existing work in the Gaussian case, we develop Markov…

Statistics Theory · Mathematics 2025-09-24 Orlando Marigliano , Eva Riccomagno

We consider dataflow architecture for two classes of computations which admit taking linear combinations of execution runs: probabilistic sampling and generalized animation. We improve the earlier technique of almost continuous program…

Programming Languages · Computer Science 2016-01-12 Michael Bukatin , Steve Matthews

We present correspondences induced by some classical mappings between measures on an interval and measures on the unit circle. More precisely, we link their sequences of orthogonal polynomial and their recursion coefficients. We also deduce…

Probability · Mathematics 2023-01-24 Fabrice Gamboa , Jan Nagel , Alain Rouault

In this paper, we introduce the notion of conditionally bi-free independence in an amalgamated setting. We define operator-valued conditionally bi-multiplicative pairs of functions and construct operator-valued conditionally bi-free moment…

Operator Algebras · Mathematics 2019-02-08 Yinzheng Gu , Paul Skoufranis

We follow the guiding line offered by canonical operators on the full Fock space, in order to identify what kind of cumulant functionals should be considered for the concept of bi-free independence introduced in the recent work of…

Operator Algebras · Mathematics 2016-01-19 Mitja Mastnak , Alexandru Nica

We propose a method for the construction of preconditioners of parameter-dependent matrices for the solution of large systems of parameter-dependent equations. The proposed method is an interpolation of the matrix inverse based on a…

Numerical Analysis · Mathematics 2016-10-26 Olivier Zahm , Anthony Nouy

We present a new rational approximation algorithm based on the empirical interpolation method for interpolating a family of parametrized functions to rational polynomials with invariant poles, leading to efficient numerical algorithms for…

Numerical Analysis · Mathematics 2025-01-23 Aidi Li , Yuwen Li

In the process of developing the theory of free probability and free entropy, Voiculescu introduced in 1991 a random matrix model for a free semicircular system. Since then, random matrices have played a key role in von Neumann algebra…

Operator Algebras · Mathematics 2007-06-21 Uffe Haagerup , Steen Thorbjornsen

We consider certain matricial analogues of optimal mass transport of positive definite matrices of equal trace. The framework is motivated by the need to devise a suitable geometry for interpolating positive definite matrices in ways that…

Optimization and Control · Mathematics 2016-11-24 Kaoru Yamamoto , Yongxin Chen , Lipeng Ning , Tryphon T. Georgiou , Allen Tannenbaum

Algorithms to determine transition probabilities in Monte Carlo simulations are tested using a system of classical particles with effective interactions which reproduce Bose-Einstein statistics. The system is appropriate for testing…

Statistical Mechanics · Physics 2021-01-11 Marisel Di Pietro Martínez , Martín Giuliano , Miguel Hoyuelos

The correlation between a random sequence and its transformed sequences is studied. In the case of a permutation operation or, in other word, the shuffling operation, it is shown that the correlation can be so small that the sequences can…

High Energy Physics - Lattice · Physics 2015-06-25 Nobuyasu Ito , Macoto Kikuchi , Yutaka Okabe

A game is played by a team of two --- say Alice and Bob --- in which the value of a random variable $x$ is revealed to Alice only, who cannot freely communicate with Bob. Instead, she is given a quantum $n$-level system, respectively a…

Information Theory · Computer Science 2015-12-16 Péter E. Frenkel , Mihály Weiner

Using a lemma of Davis on Gram matrices applied to the classical Orthogonal Polynomials to generate reproducing kernel interpolation over the classical domains for polynomials. These kernels have terms which are exact over the rational…

Numerical Analysis · Mathematics 2024-02-21 John Spitzer

Maximally monotone operators play a key role in modern optimization and variational analysis. Two useful subclasses are rectangular (also known as star monotone) and paramonotone operators, which were introduced by Brezis and Haraux, and by…

Functional Analysis · Mathematics 2012-01-23 Heinz H. Bauschke , Xianfu Wang , Liangjin Yao

We give two weighted norm estimates for higher order commutator of classical operators such as singular integral and fractional type operators, between weighted $L^p$ and certain spaces that include Lipschitz, BMO and Morrey spaces. We also…

Analysis of PDEs · Mathematics 2020-09-29 Gladis Pradolini , Wilfredo Ramos , Jorgelina Recchi

The worst-case performance of an optimization method on a problem class can be analyzed using a finite description of the problem class, known as interpolation conditions. In this work, we study interpolation conditions for linear operators…

Optimization and Control · Mathematics 2025-11-21 Nizar Bousselmi , Zhicheng Deng , Jie Lu , Francois Glineur , Julien M. Hendrickx

We introduce a method for the comparison of some extremal eigenvalue statistics of random matrices. For example, it allows one to compare the maximal eigenvalue gap in the bulk of two generalized Wigner ensembles, provided that the first…

Probability · Mathematics 2020-03-24 Benjamin Landon , Patrick Lopatto , Jake Marcinek

It has been shown by Voiculescu that important classes of square independent random matrices are asymptotically free, where freeness is a noncommutative analog of classical independence. Recently, we introduced the concept of matricial…

Operator Algebras · Mathematics 2018-05-28 Romuald Lenczewski

The free analog of the pressure is introduced for multivariate noncommutative random variables and its Legendre transform is compared with Voiculescu's microstate free entropy.

Operator Algebras · Mathematics 2009-11-10 Fumio Hiai

We study the Brown measure of certain non-hermitian operators arising from Voiculescu's free probability theory. Usually those operators appear as the limit in *-moments of certain ensembles of non-hermitian random matrices, and the Brown…

Operator Algebras · Mathematics 2023-01-16 Serban Belinschi , Piotr Sniady , Roland Speicher
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