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Using the combinatorics of non-crossing partitions, we construct a conditionally free analogue of the Voiculescu's S-transform. The result is applied to analytical description of conditionally free multiplicative convolution and…

Operator Algebras · Mathematics 2008-05-29 Mihai Popa , Jiun-Chau Wang

We study the Matsumoto-Yor property in free probability. We prove three characterizations of free-GIG and free Poisson distributions by freeness properties together with some assumptions about conditional moments. Our main tools are…

Operator Algebras · Mathematics 2021-09-28 Marcin Świeca

In this paper, we study the supports of measures in the free additive convolution semigroup $\{\mu^{\boxplus t}:t>1\}$, where $\mu$ is a Borel probability measure on $\mathbb{R}$. We give a formula for the density of the absolutely…

Complex Variables · Mathematics 2012-05-25 Hao-Wei Huang

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…

Probability · Mathematics 2013-03-22 Noriyoshi Sakuma , Hiroaki Yoshida

Let $d$ be a probability distribution. Under certain mild conditions we show that $$ \lim_{x\to\infty}x\sum_{n=1}^\infty \frac{d^{*n}(x)}{n}=1,\qquad\text{where}\quad d^{*n}:=\underbrace{\,d*d*\cdots*d\,}_{n\text{ times}}. $$ For a…

Number Theory · Mathematics 2015-05-14 William D. Banks , Konstantin A. Makarov

In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…

Probability · Mathematics 2017-05-17 Takahiro Hasebe , Hao-Wei Huang , Jiun-Chau Wang

We consider two extensions of free probability that have been studied in the research literature, and are based on the notions of c-freeness and respectively of infinitesimal freeness for noncommutative random variables. In a 2012 paper,…

Operator Algebras · Mathematics 2022-12-13 Maxime Fevrier , Mitja Mastnak , Alexandru Nica , Kamil Szpojankowski

We introduce and study a number of new spaces of ultradifferentiable functions and ultradistributions and we apply our results to the study of the convolution of ultradistributions. The spaces of convolutors…

Functional Analysis · Mathematics 2016-06-08 Pavel Dimovski , Stevan Pilipovic , Bojan Prangoski , Jasson Vindas

We extend to arbitrary measures results of Bao, Erd\"os, Schnelli, Moreillon, and Ji on the connectedness of the supports of additive convolutions of measures on \mathbb{R} and of free multiplicative convolutions of measures on…

Operator Algebras · Mathematics 2024-08-14 Serban Belinschi , Hari Bercovici , Ching-Wei Ho

To reduce complexity and achieve scalable performance in high-dimensional black-box settings, we propose a distributed method for nonconvex derivative-free optimization of continuous variables with an additively separable objective, subject…

Optimization and Control · Mathematics 2025-11-03 Damilola Fasiku , Wentao Tang

We show how any PAC learning algorithm that works under the uniform distribution can be transformed, in a blackbox fashion, into one that works under an arbitrary and unknown distribution $\mathcal{D}$. The efficiency of our transformation…

Machine Learning · Statistics 2023-03-31 Guy Blanc , Jane Lange , Ali Malik , Li-Yang Tan

In the setting of distributions taking values in a $C^\ast$-algebra $\mathcal{B}$, we define generalized Jacobi parameters and study distributions they generate. These include numerous known examples and one new family, of…

Operator Algebras · Mathematics 2015-12-18 Michael Anshelevich , John D. Williams

Denote by $J$ the operator of coefficient stripping. We show that for any free convolution semigroup of measures $\nu_t$ with finite variance, applying a single stripping produces semicircular evolution with non-zero initial condition,…

Operator Algebras · Mathematics 2016-01-20 Michael Anshelevich

In this article, we start to recall the inversion formula for the convolution with the Box spline. The equivariant cohomology and the equivariant K-theory with respect to a compact torus G of various spaces associated to a linear action of…

Differential Geometry · Mathematics 2015-03-17 C. De Concini , C. Procesi , M. Vergne

Let $\{T_{k}\}_{k=1}^{\infty}$ be a family of *--free identically distributed operators in a finite von Neumann algebra. In this work we prove a multiplicative version of the free central limit Theorem. More precisely, let…

Operator Algebras · Mathematics 2010-10-05 Gabriel H. Tucci

We propose an extension of the classical variational theory of evolution equations that accounts for dynamics also in possibly non-reflexive and non-separable spaces. The pivoting point is to establish a novel variational structure, based…

Analysis of PDEs · Mathematics 2021-09-17 Alexander Menovschikov , Anastasia Molchanova , Luca Scarpa

We introduce the notion of a conditionally free product and conditionally free convolution. We describe this convolution both from a combinatorial point of view, by showing its connection with the lattice of non-crossing partitions, and…

funct-an · Mathematics 2008-02-03 Marek Bozejko , Michael Leinert , Roland Speicher

We consider the free additive convolution of two probability measures $\mu$ and $\nu$ on the real line and show that $\mu\boxplus\nu$ is supported on a single interval if $\mu$ and $\nu$ each has single interval support. Moreover, the…

Mathematical Physics · Physics 2018-10-30 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

Suppose that $X\_{1}$ and $X\_{2}$ are two selfadjoint random variables that are freely independent over an operator algebra $\mathcal{B}$. We describe the possible operator atoms of the distribution of $X\_{1}+X\_{2}$ and, using…

Operator Algebras · Mathematics 2020-05-18 Serban Belinschi , Hari Bercovici , Weihua Liu

The space of entire functions which are integrable with respect to the Gaussian weight, known also as the Fock space, is one of the preferred functional Hilbert spaces for modelling and experimenting harmonic analysis, quantum mechanics or…

Mathematical Physics · Physics 2018-03-14 Pham Viet Hai , Mihai Putinar