Related papers: Free probability of type B: analytic interpretatio…
In this paper, the notion of bi-Boolean independence for non-unital pairs of algebras is introduced thereby extending the notion of Boolean independence to pairs of algebras. The notion of B-$(\ell, r)$-cumulants is defined via a bi-Boolean…
Free extensions of commutative Artinian algebras were introduced by T. Harima and J. Watanabe. The Jordan type of a multiplication map $m$ by a nilpotent element of an Artinian algebra is the partition determining the sizes of the blocks in…
We use the theory of fully matricial, or non-commutative, functions to investigate infinite divisibility and limit theorems in operator-valued non-commutative probability. Our main result is an operator-valued analogue of the Bercovici-Pata…
We introduce the boolean convolution for probability measures on the unit circle. Roughly speaking, it describes the distribution of the product of two boolean independent unitary random variables. We find an analogue of the characteristic…
As in the cases of freeness and monotonic independence, the notion of conditional freeness is meaningful when complex-valued states are replaced by positive conditional expectations. In this framework, the paper presents several positivity…
Preferential attachment probabilities scheme appear in the context of scale free random graphs [1],[2]. In this work we present preferential attachment probabilities scheme as a sequence of dependent Bernoulli random variables and we give…
The amalgamated $T$-transform of a non-commutative distribution was introduced by K.~Dykema. It provides a fundamental tool for computing distributions of random variables in Voiculescu's free probability theory. The $T$-transform…
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…
We extend to the multivariate non-commutative context the descriptions of a "once-stripped" probability measure in terms of Jacobi parameters, orthogonal polynomials, and the moment generating function. The corresponding map Phi on states…
This paper describes the expected characteristic polynomial of the commutator of randomly rotated matrices, in the context of the finite free probability theory initiated by Marcus, Spielman, and Srivastava. The key technical features are…
This note extends Voiculescu's S-transform based analytical machinery for free multiplicative convolution to the case where the mean of the probability measures vanishes. We show that with the right interpretation of the S-transform in the…
We develop the complex-analytic viewpoint on the tree convolutions studied by the second author and Weihua Liu in "An operad of non-commutative independences defined by trees" (Dissertationes Mathematicae, 2020, doi:10.4064/dm797-6-2020),…
Quantile aggregation with dependence uncertainty has a long history in probability theory with wide applications in finance, risk management, statistics, and operations research. Using a recent result on inf-convolution of quantile-based…
We give an explicit description, via analytic subordination, of free multiplicative convolution of operator-valued distributions. In particular, the subordination function is obtained from an iteration process. This algorithm is easily…
Wick polynomials and Wick products are studied in the context of non-commutative probability theory. It is shown that free, boolean and conditionally free Wick polynomials can be defined and related through the action of the group of…
We prove that the free additive convolution of two Borel probability measures supported on the real line can have a component that is singular continuous with respect to the Lebesgue measure on the real line only if one of the two measures…
This work proposes algorithms for computing additive and multiplicative free convolutions of two given measures. We consider measures with compact support whose free convolution results in a measure with a density function that exhibits a…
We consider the three finite free convolutions for polynomials studied in a recent paper by Marcus, Spielman, and Srivastava. Each can be described either by direct explicit formulae or in terms of operations on randomly rotated matrices.…
In this paper, we derive the bi-free analogue of the L\'{e}vy-Hin\v{c}in formula for compactly supported planar probability measures which are infinitely divisible with respect to the additive bi-free convolution introduced by Voiculescu.…
Computing the probability of a formula given the probabilities or weights associated with other formulas is a natural extension of logical inference to the probabilistic setting. Surprisingly, this problem has received little attention in…