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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 introduce a finite version of free probability and show the link between recent results using polynomial convolutions and the traditional theory of free probability. One tool for accomplishing this is a seemingly new transformation that…

Combinatorics · Mathematics 2021-08-17 Adam W. Marcus

Based on a new analytical approach to the definition of additive free convolution on probability measures on the real line we prove free analogs of limit theorems for sums for non-identically distributed random variables in classical…

Operator Algebras · Mathematics 2007-05-23 G. P. Chistyakov , F. Götze

Free probability of type B was invented by Biane--Goodman--Nica, and then it was generalized by Belinschi--Shlyakhtenko and F\'evrier--Nica to infinitesimal free probability. The latter found its applications to eigenvalues of perturbed…

Operator Algebras · Mathematics 2024-10-24 Katsunori Fujie , Takahiro Hasebe

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

The present material addresses several problems left open in the Trans. AMS paper " Non-crossing cumulants of type B" of P. Biane, F. Goodman and A. Nica. The main result is that a type B non-commutative probability space can be studied in…

Operator Algebras · Mathematics 2007-10-15 Mihai Popa

We consider the framework of an operator-valued noncommutative probability space over a unital C*-algebra B. We show how for a B-valued distribution \mu one can define convolution powers with respect to free additive convolution and with…

Operator Algebras · Mathematics 2013-03-01 Michael Anshelevich , Serban T. Belinschi , Maxime Fevrier , Alexandru Nica

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

In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss…

Operator Algebras · Mathematics 2007-05-23 Serban Teodor Belinschi

We define an extension of the polynomial calculus on a W*-probability space by introducing an abstract algebra which contains polynomials. This extension allows us to define transition operators for additive and multiplicative free…

Probability · Mathematics 2013-09-11 Guillaume Cébron

We study the class $\mathcal{M}_{\mathrm{ratio}}$ of those probability distributions for which the free $R$-transforms are rational functions. This class is closed under the additive free convolution, additive free powers and under the…

Probability · Mathematics 2021-11-22 Wojciech Młotkowski

In this paper, we study the partial bi-free $S$-transform of a pair $(a,b)$ of random variables, and the $S$-transform of the $2\times 2$ matrix-valued random variable $\left(\begin{matrix}a&0\\0&b\end{matrix}\right)$ associated with…

Operator Algebras · Mathematics 2019-03-07 Mingchu Gao

In this paper we study some analytic properties of bi-free additive convolution, both scalar and operator-valued. We show that using properties of Voiculescu's subordination functions associated to free additive convolution of…

Operator Algebras · Mathematics 2018-01-11 Serban Belinschi , Hari Bercovici , Yinzheng Gu , Paul Skoufranis

We obtain a formula for the density of the free convolution of an arbitrary probability measure on the unit circle of $\mathbb{C}$ with the free multiplicative analogues of the normal distribution on the unit circle. This description relies…

Probability · Mathematics 2014-04-25 Ping Zhong

We introduce and study a new type of convolution of probability measures called the orthogonal convolution, which is related to the monotone convolution. Using this convolution, we derive alternating decompositions of the free additive…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

This article, which is substantially motivated by the previous joint work with J. McKay [8], establishes the analytic analogues of the relations we found free probability has with Witt vectors. Therefore, we first present a novel analytic…

Probability · Mathematics 2018-03-12 Roland M. Friedrich

Consider the $\mathcal{B}$-valued probability space $(\mathcal{A}, E, \mathcal{B})$, where $\mathcal{A}$ is a tracial von Neumann algebra. We extend the theory of operator valued free probability to the algebra of affiliated operators…

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

Free probabilistic considerations of type B first appeared in a paper by Biane, Goodman and Nica in 2003. Recently, connections between type B and infinitesimal free probability were put into evidence by Belinschi and Shlyakhtenko…

Operator Algebras · Mathematics 2009-06-12 Maxime Fevrier , Alexandru Nica

In this paper, a connection between bi-free probability and the theory of non-commutative stochastic processes is examined. Specifically it is demonstrated that the transition operators for non-commutative stochastic processes can be…

Operator Algebras · Mathematics 2022-04-26 Paul Skoufranis

We establish a general variational formula for the logarithmic potential of the free additive convolution of two compactly supported probability measure on $\R$. The formula is given in terms of the $R$-transform of the first measure, and…

Probability · Mathematics 2025-06-25 Francesco Concetti , David Belius , Giuseppe Genovese
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