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We solve two longstanding major problems in Free Probability. This is achieved by generalising the theory to one with values in arbitrary commutative algebras. We prove the existence of the multi-variable $S$-transform, and show that it is…

Probability · Mathematics 2013-09-25 Roland M. Friedrich , John McKay

We compute the bi-free max-convolution which is the operation on bi-variate distribution functions corresponding to the max-operation with respect to the spectral order on bi-free bi-partite two-faced pairs of hermitian non-commutative…

Operator Algebras · Mathematics 2015-08-12 Dan-Virgil Voiculescu

We show that finite rank perturbations of certain random matrices fit in the framework of infinitesimal (type B) asymptotic freeness. This can be used to explain the appearance of free harmonic analysis (such as subordination functions…

Probability · Mathematics 2015-09-30 D. Shlyakhtenko

In this article we study the influence of regularly varying probability measures on additive and multiplicative Boolean convolutions. We introduce the notion of Boolean subexponentiality (for additive Boolean convolution), which extends the…

Probability · Mathematics 2018-08-13 Sukrit Chakraborty , Rajat Subhra Hazra

We give an analytical approach to the definition of additive and multiplicative free convolutions which is based on the theory of Nevanlinna and of Schur functions. We consider the set of probability distributions as a semigroup $\bold M$…

Operator Algebras · Mathematics 2010-10-12 G. Chistyakov , F. Götze

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

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

We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…

Probability · Mathematics 2013-07-22 Sheehan Olver , Raj Rao Nadakuditi

We discuss free probability theory and free harmonic analysis from a categorical perspective. In order to do so, we extend first the set of analytic convolutions and operations and then show that the comonadic structure governing free…

Probability · Mathematics 2017-09-12 Roland M. Friedrich

In this paper, the notion of conditionally bi-free independence for pairs of algebras is introduced. The notion of conditional $(\ell, r)$-cumulants are introduced and it is demonstrated that conditionally bi-free independence is equivalent…

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

We introduce two 2-variables transforms: the partial bi-free S-transform and the partial bi-free T-transform. These transforms are the analogues for the bi-multiplicative and respectively for the additive-multiplicative bi-free convolution…

Operator Algebras · Mathematics 2015-05-18 Dan-Virgil Voiculescu

Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations in free probability to random variables with unbounded…

Operator Algebras · Mathematics 2021-04-20 Wiktor Ejsmont , Uwe Franz , Kamil Szpojankowski

The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…

Functional Analysis · Mathematics 2021-04-21 Uwe Franz

I give a survey about my work on combinatorial and probabilistic aspects of free probability theory. In particular, I present the combinatorial description of freeness in terms of free cumulants and I give some ideas of the main results of…

Operator Algebras · Mathematics 2007-05-23 Roland Speicher

We show that a probability measure is not a nontrivial free additive convolution if it puts no mass in an interval whose endpoints are atoms. The analogous results for free multiplicative convolutions are proved as well. The proofs use…

Operator Algebras · Mathematics 2007-10-08 Hari Bercovici , Jiun-Chau Wang

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

The key result in the paper concerns two transformations, Phi(rho, psi) and B_t(psi) on states on the algebra of non-commutative polynomials, or equivalently on joint distributions of d-tuples of non-commuting operators. These…

Operator Algebras · Mathematics 2010-02-09 Michael Anshelevich

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…

Rings and Algebras · Mathematics 2019-08-15 Igor Klep , Špela Špenko

This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…

Functional Analysis · Mathematics 2014-05-07 Michael Anshelevich , Jiun-Chau Wang , Ping Zhong

Since Voiculescu introduced his bi-free probability theory in 2013, the major development of the theory has been on its combinatorial side; in particular, on the combinatorics of bi-free cumulants and its application to the bi-free…

Operator Algebras · Mathematics 2016-05-02 Hao-Wei Huang , Jiun-Chau Wang