Related papers: Free probability of type B: analytic interpretatio…
This paper investigates homomorphisms \`a la Bercovici-Pata between additive and multiplicative convolutions. We also consider their matricial versions which are associated with measures on the space of Hermitian matrices and on the unitary…
In this work we study conditional monotone cumulants and additive convolution in the shuffle-algebraic approach to non-commutative probability. We describe c-monotone cumulants as an infinitesimal character and identify the c-monotone…
Situations in many fields of research, such as digital communications, nuclear physics and mathematical finance, can be modelled with random matrices. When the matrices get large, free probability theory is an invaluable tool for describing…
Dual Lukacs type characterizations of random variables in free probability are studied here. First, we develop a freeness property satisfied by Lukacs type transformations of free-Poisson and free-Binomial non-commutative variables which…
Here we extend the algebro-geometric approach to free probability, started in~\cite{FMcK4,F14}, to general (non)-commutative probability theories. We show that any universal convolution product of moments of independent (non)-commutative…
Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be…
This in an introduction to the theory of non-commutative distributions of non-commuting operators or random matrices. Starting from the basic problem to find a good approach to the meaning of "non-commutative distribution" we will, in…
Unlike classical and free independence, the boolean and monotone notions of independence lack of the property of independent constants. In the scalar case, this leads to restrictions for the central limit theorems, as observed by F.…
Conditional copulas are flexible statistical tools that couple joint conditional and marginal conditional distributions. In a linear regression setting with more than one covariate and two dependent outcomes, we propose the use of additive…
We extend the free difference quotient coalgebra approach to analytic subordination to the case of a free compression in free probability.
In classical probability the law of large numbers for the multiplicative convolution follows directly from the law for the additive convolution. In free probability this is not the case. The free additive law was proved by D. Voiculescu in…
We study three convolutions of polynomials in the context of free probability theory. We prove that these convolutions can be written as the expected characteristic polynomials of sums and products of unitarily invariant random matrices.…
We give an explicit realization of the $\eta$-convolution power of an $A$-valued distribution, as defined earlier by Anshelevich, Belinschi, Fevrier and Nica. If $\eta:A\to A$ is completely positive and $\eta\geq\operatorname{id}$, we give…
Sensitivity analysis for unmeasured confounding in observational studies is commonly based on threshold quantities, such as the Cornfield condition or the E-value, which quantify how strong a confounder must be to explain away an observed…
The extension $k \mapsto \mu^{\boxplus k}$ of the concept of a free convolution power to the case of non-integer $k \geq 1$ was introduced by Bercovici-Voiculescu and Nica-Speicher, and related to the minor process in random matrix theory.…
Gibbs random fields play an important role in statistics, for example the autologistic model is commonly used to model the spatial distribution of binary variables defined on a lattice. However they are complicated to work with due to an…
Let A be a unital $C^*$-algebra, given together with a specified state $\phi:A \to C$. Consider two selfadjoint elements a,b of A, which are free with respect to $\phi$ (in the sense of the free probability theory of Voiculescu). Let us…
In this paper, we present a probabilistic extension of the Fubini polynomials and numbers associated with a random variable satisfying some appropriate moment conditions. We obtain the exponential generating function and an integral…
Given two polynomials $p(x), q(x)$ of degree $d$, we give a combinatorial formula for the finite free cumulants of $p(x)\boxtimes_d q(x)$. We show that this formula admits a topological expansion in terms of non-crossing multi-annular…
In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…