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In the free probability theory of Voiculescu two of the most frequently used *-distributions are those of a Haar unitary and of a circular element. We define an $R$-diagonal pair as a generalization of these distributions by the requirement…
We study the decompositions into irreducible components of tensor products and restrictions of irreducible representations of classical Lie groups as the rank of the group goes to infinity. We prove the Law of Large Numbers for the random…
Free quadratic harness is a Markov process from the class of quadratic harnesses, i.e. processes with linear regressions and quadratic conditional variances. The process has recently been constructed for a restricted range of parameters in…
In this work, we give some criteria that allow us to decide when two sequences of matrix-valued orthogonal polynomials are related via a Darboux transformation and to build explicitly such transformation. In particular, they allow us to see…
We derive a formula for the moments and the free cumulants of the multiplication of $k$ free random variables in terms of $k$-equal and $k$-divisible non-crossing partitions. This leads to a new simple proof for the bounds of the right-edge…
We investigate the level density for several ensembles of positive random matrices of a Wishart--like structure, $W=XX^{\dagger}$, where $X$ stands for a nonhermitian random matrix. In particular, making use of the Cauchy transform, we…
The spectral transformation technique for symmetric R_{II} polynomials is developed. Use of this technique reveals that the nonautonomous discrete modified KdV (nd-mKdV) lattice is directly connected with the R_{II} chain. Hankel…
We develop a theory of extensions for involutive and nondegenerate solutions of the set-theoretic Yang-Baxter equation and use it to produce new families of solutions. As an application we construct an infinite family of counterexamples to…
We show that the natural "convolution" on the space of smooth, even, translation-invariant convex valuations on a euclidean space $V$, obtained by intertwining the product and the duality transform of S. Alesker, may be expressed in terms…
We observe that linear relations among Chern-Mather classes of projective varieties are preserved by projective duality. We deduce the existence of an explicit involution on a part of the Chow group of projective space, encoding the effect…
We introduce the notions of infinitesimal extension and square-zero extension in the context of simplicial commutatie algebras. We next investigate their mutual relationship and we show that the Postnikov tower of a simplicial commutative…
In classical probability the law of large numbers for the multiplicative convolution follows directly from the law for the additive convolution. In free probability this is not the case. The free additive law was proved by D. Voiculescu in…
Using martingale convergence theorem, we prove a law of large numbers for monotone convolutions $\mu_{1}\triangleright\mu_{2}\triangleright\cdots\triangleright\mu_{n}$, where $\mu_{j}$'s are probability laws on $\mathbb{R}$ with finite…
The monograph contains a systematic treatment of a circle of problems in analysis and integral geometry related to inversion of the Radon transform on the space of real rectangular matrices. This transform assigns to a function $f$ on the…
We consider the free additive convolution $\mu_\alpha\boxplus\mu_\beta$ of two probability measures $\mu_\alpha$ and $\mu_\beta$, supported on respectively $n_\alpha$ and $n_\beta$ disjoint bounded intervals on the real line, and derive a…
We consider the concept of irreducible meandric system introduced by Lando and Zvonkin. We place this concept in the lattice framework of NC(n). As a consequence, we show that the even generating function for irreducible meandric systems is…
We estimate the asymptotics of spherical integrals when the rank of one matrix is finite. We show that it is given in terms of the R-transform of the spectral measure of the full rank matrix and give a new proof of the fact that the…
Let k be a positive integer and let D_k denote the space of joint distributions for k-tuples of selfadjoint elements in C*-probability space. The paper studies the concept of "subordination distribution of \mu \boxplus \nu with respect to…
It is shown that the radial Schroedinger equation for a power law potential and a particular angular momentum may be transformed using a change of variable into another Schroedinger equation for a different power law potential and a…
In this paper, we consider the empirical spectral distribution of the sample correlation matrix and investigate its asymptotic behavior under mild assumptions on the data's distribution, when dimension and sample size increase at the same…