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We introduce new homomorphisms relative to additive convolutions and max-convolutions in free, boolean and classical cases. Crucial roles are played by the limit distributions for free multiplicative law of large numbers.
For $N\in\mathbb{N}$, let $\pi_N$ be the law of the number of fixed points of a random permutation of $\{1, 2, ..., N\}$. Let $\mathcal{P}$ be a Poisson law of parameter 1.A classical result shows that $\pi_N$ converges to $\mathcal{P}$ for…
Consider a sample of a centered random vector with unit covariance matrix. We show that under certain regularity assumptions, and up to a natural scaling, the smallest and the largest eigenvalues of the empirical covariance matrix converge,…
We obtain the limiting spectral distribution for large sample covariance matrices associated with random vectors having graph-dependent entries under the assumption that the interdependence among the entries grows with the sample size n.…
Orthogonal polynomials and multiple orthogonal polynomials are interesting special functions because there is a beautiful theory for them, with many examples and useful applications in mathematical physics, numerical analysis, statistics…
Let $\mathbf{x}$ be a random vector with $n$ i.i.d.\ real-valued components in the domain attraction of an $\alpha$-stable law with $\alpha\in(0,2)$, and let $\mathbf{y}=\mathbf{x}/\|\mathbf{x}\|_2$ be the associated self-normalized vector…
We investigate relations between additive convolution semigroup and max-convolution semigroup through the law of large numbers for the free multiplicative convolution. Based on the relation, we give a formula related with Belinschi-Nica…
We study the Marcinkiewicz-Zygmund strong law of large numbers for the cubic partial sums of the discrete Fourier transform of random fields. We establish Marcinkiewicz-Zygmund types rate of convergence for the discrete Fourier transform of…
This paper investigates homomorphisms \`a la Bercovici-Pata between additive and multiplicative convolutions. We also consider their matricial versions which are associated with measures on the space of Hermitian matrices and on the unitary…
V.I. Arnold [Russian Math. Surveys 26(2) (1971) 29-43] constructed a miniversal deformation of a square complex matrix under similarity; that is, a simple normal form to which not only a given square matrix A but all matrices B close to it…
We find necessary and sufficient conditions for the free additive infinite divisibility of some free multiplicative convolutions with the Wigner, the arcsine, the free Poisson and other distributions, including explicit examples.
We show arithmetic triplets of Gaussian squares are in 3-to-1 correspondence with Pythagorean triples thereof. This correspondence would transform a solution to the Magic Square of Squares puzzle into a larger structure of perfect Gaussian…
The material gives a new combinatorial proof of the multiplicative property of the S-transform. In particular, several properties of the coefficients of its inverse are connected to non-crossing linked partitions and planar trees.
In a recent paper, Br\"and\'en, Krasikov, and Shapiro consider root location preservation properties of finite difference operators. To this end, the authors describe a natural polynomial convolution operator and conjecture that it…
In this paper, we will consider R-transform theory and R-transform calculus for compatible noncommutative probability space and amagamated noncommutative probability space. By doing this, we can realize the relation between scalar-valued…
We study a $q$-deformed random unitary ensemble associated with the little-$q$ Laguerre weight, which provides a discrete analogue of the classical Laguerre unitary ensemble. In the double scaling regime $q=e^{-\lambda/N}$, where $N$ is the…
Multiple orthogonal polynomials with respect to two weights on the step-line are considered. A connection between different dual spectral matrices, one banded (recursion matrix) and one Hessenberg, respectively, and the Gauss-Borel…
Let $\boxplus$, $\boxtimes$ and $\uplus$ be the free additive, free multiplicative, and boolean additive convolutions, respectively. For a probability measure $\mu$ on $[0,\infty)$ with finite second moment, we find the scaling limit of…
In this article we introduce powerful tools and techniques from invariant theory to free analysis. This enables us to study free maps with involution. These maps are free noncommutative analogs of real analytic functions of several…
Let $A$ be a permutation invariant random matrix and $B$ another random matrix. We give a quantitative bound on the difference between the diagonal of the resolvent of $A+B$ and the diagonal of the resolvent of the free sum with…