Related papers: Free probability of type B: analytic interpretatio…
We study subordination of free convolutions. We prove that for free random variables $X,Y$ and a Borel function $f$ the conditional expectation $E_\varphi\left[ (z-X-f(X)Yf^*(X))^{-1}| X\right]$, is a resolvent again. This result allows…
We introduce and study the notion of k-divisible elements in a non-commutative probability space. A k-divisible element is a (non-commutative) random variable whose n-th moment vanishes whenever n is not a multiple of k. First, we consider…
In a 1999 paper, Bercovici and Pata showed that a natural bijection between the classically, free and Boolean infinitely divisible measures held at the level of limit theorems of triangular arrays. This result was extended to include…
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.
We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. In the case of positive variables, the main theorem extends a result proved earlier for arrays with identically…
Let M denote the space of Borel probability measures on the real line. For every nonnegative t we consider the transformation $\mathbb B_t : M \to M$ defined for any given element in M by taking succesively the the (1+t) power with respect…
We study the problem of conditional expectations in free random variables and provide closed formulas for the conditional expectation of resolvents of arbitrary non-commutative polynomials in free random variables onto the subalgebra of an…
In a recent paper Birke and Bissantz (2008) considered the problem of nonparametric estimation in inverse regression models with convolution-type operators. For multivariate predictors nonparametric methods suffer from the curse of…
We establish connections between the lattices of non-crossing partitions of type B introduced by V. Reiner, and the framework of the free probability theory of D. Voiculescu. Lattices of non-crossing partitions (of type A, up to now) have…
We define a product of algebraic probability spaces equipped with two states. This product is called a conditionally monotone product. This product is a new example of independence in non-commutative probability theory and unifies the…
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…
The free metaplectic transformation (FMT) is widely used in many fields such as filter design, pattern recognition, image processing and optics. In order to obtain a more concise and intuitive convolution form, this paper studies two kinds…
In this paper, we examine how various notions of independence in non-commutative probability theory arise in bi-free probability. We exhibit how Boolean and monotone independence occur from bi-free pairs of faces and establish a Kac/Loeve…
We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…
One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…
The estimation of large covariance matrices has a high dimensional bias. Correcting for this bias can be reformulated via the tool of Free Probability Theory as a free deconvolution. The goal of this work is a computational and statistical…
We extend the free convolution of Brown measures of $R$-diagonal elements introduced by K\"{o}sters and Tikhomirov [Probab. Math. Statist. 38 (2018), no. 2, 359--384] to fractional powers. We then show how this fractional free convolution…
Initiated by a result of Gorin and Marcus [Int. Math. Res. Not., (3):883--913, 2020] and an observation of Steinerberger [Proc. Amer. Math. Soc., 147(11):4733--4744, 2019], there has been a recent growing body of literature connecting…
The present paper introduces a modified version of cyclic-monotone independence which originally arose in the context of random matrices, and also introduces its natural analogy called cyclic-Boolean independence. We investigate formulas…
One can build an operatorial model for freeness by considering either the right-handed or the left-handed representation of algebras of operators acting on the free product of the underlying pointed Hilbert spaces. Considering both at the…