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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.…

Probability · Mathematics 2021-02-10 Dimitri Shlyakhtenko , Terence Tao. With an appendix by David Jekel

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

We construct a random matrix model for the bijection \Psi between clas- sical and free infinitely divisible distributions: for every d\geq1, we associate in a quite natural way to each *-infinitely divisible distribution \mu a distribution…

Probability · Mathematics 2007-05-23 Florent Benaych-Georges

For a variety of pattern-avoiding classes, we describe the limiting distribution for the number of fixed points for involutions chosen uniformly at random from that class. In particular we consider monotone patterns of arbitrary length as…

Combinatorics · Mathematics 2023-06-22 Samuel Miner , Douglas Rizzolo , Erik Slivken

We consider a new class $\boldsymbol{Q}$ of distribution functions $F$ that have the property of rational-infinite divisibility: there exist some infinitely divisible distribution functions $F_1$ and $F_2$ such that $F_1=F*F_2$. A…

Probability · Mathematics 2026-05-06 A. A. Khartov

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

Probability distributions supported on the simplex enjoy a wide range of applications across statistics and machine learning. Recently, a novel family of such distributions has been discovered: the continuous categorical. This family enjoys…

Asymptotic properties of finitely generated subgroups of free groups, and of finite group presentations, can be considered in several fashions, depending on the way these objects are represented and on the distribution assumed on these…

Group Theory · Mathematics 2018-04-25 Frédérique Bassino , Cyril Nicaud , Pascal Weil

We provide necessary and sufficient conditions on the characteristics of an infinitely divisible distribution under which its characteristic function $\phi$ decays polynomially. Under a mild regularity condition this polynomial decay is…

Probability · Mathematics 2014-07-10 Mathias Trabs

We investigate certain analytical properties of the free $\alpha-$stable densities on the line. We prove that they are all classically infinitely divisible when $\alpha\le 1$, and that they belong to the extended Thorin class when $\alpha…

Probability · Mathematics 2018-05-08 Takahiro Hasebe , Thomas Simon , Min Wang

We propose an extension of the classical variational theory of evolution equations that accounts for dynamics also in possibly non-reflexive and non-separable spaces. The pivoting point is to establish a novel variational structure, based…

Analysis of PDEs · Mathematics 2021-09-17 Alexander Menovschikov , Anastasia Molchanova , Luca Scarpa

For the class of free-infinitely divisible transforms are introduced three families of increasing Urbanik type subclasses of those transforms. They begin with the class of free-normal transforms and end up with the whole class of…

Probability · Mathematics 2022-01-05 Zbigniew J. Jurek

This paper introduces the class of selfdecomposable distributions concerning Boolean convolution. A general regularity property of Boolean selfdecomposable distributions is established; in particular the number of atoms is at most two and…

Probability · Mathematics 2022-06-13 Takahiro Hasebe , Kei Noba , Noriyoshi Sakuma , Yuki Ueda

A Wright function based framework is proposed to combine and extend several distribution families. The $\alpha$-stable distribution is generalized by adding the degree of freedom parameter. The PDF of this two-sided super distribution…

Statistical Finance · Quantitative Finance 2025-02-18 Stephen H. Lihn

Consider the Kontsevich $\star$-product on the symmetric algebra of a finite dimensional Lie algebra $\mathfrak g$, regarded as the algebra of distributions with support 0 on $\mathfrak g$. In this paper, we extend this $\star$-product to…

Quantum Algebra · Mathematics 2007-05-23 Martin Andler , Siddhartha Sahi , Charles Torossian

We study a new class of so-called quasi-infinitely divisible laws, which is a wide natural extension of the well known class of infinitely divisible laws through the L\'evy--Khinchine type representations. We are interested in criteria of…

Probability · Mathematics 2023-05-24 A. A. Khartov

The classical infinite divisibility of distributions related to eigenvalues of some random matrix ensembles is investigated. It is proved that the $\beta$-Tracy-Widom distribution, which is the limiting distribution of the largest…

Probability · Mathematics 2016-01-13 J. Armando Domínguez-Molina

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

The infinitely-many-neutral-alleles model has recently been extended to a class of diffusion processes associated with Gibbs partitions of two-parameter Poisson-Dirichlet type. This paper introduces a family of infinite-dimensional…

Probability · Mathematics 2013-02-15 Matteo Ruggiero , Stephen G. Walker , Stefano Favaro

A probability distribution $\mu$ on $\mathbb{R}^d$ is quasi-infinitely divisible if its characteristic function has the representation $\widehat{\mu} = \widehat{\mu_1}/\widehat{\mu_2}$ with infinitely divisible distributions $\mu_1$ and…

Probability · Mathematics 2021-03-10 Merve Kutlu
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