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A large part of modern machine learning theory often involves computing the high-dimensional expected trace of a rational expression of large rectangular random matrices. To symbolically compute such quantities using free probability…

Machine Learning · Computer Science 2025-04-16 Arjun Subramonian , Elvis Dohmatob

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

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

Free independence is an important tool for studying the structure of operator algebras. It is natural to ask from the model-theoretic standpoint whether free independence is captured well in first-order model theory via the notion of a…

Operator Algebras · Mathematics 2026-02-25 William Boulanger , Jakub Curda , Emma Harvey , Yizhi Li , Jennifer Pi

We show that, within a finite window of parameter space, random matrix theory (RMT) statistics emerge in observables of a finite-volume massive free scalar field theory after a local operator quench. The spacing-ratio distribution of…

High Energy Physics - Theory · Physics 2026-05-12 Dmitry S. Ageev , Vasilii V. Pushkarev

Let $\mu$ be a compactly supported probability measure on the real line. Bercovici-Voiculescu and Nica-Speicher proved the existence of a free convolution power $\mu^{\boxplus k}$ for any real $k \geq 1$. The purpose of this short note is…

Probability · Mathematics 2021-03-17 Stefan Steinerberger

Dykema and Haagerup introduced the class of DT-operators and also showed that every DT-operator generate the von Neumann algebra generated by the free group on two generators. In this paper we prove that Voiculescu's non-microstates free…

Operator Algebras · Mathematics 2007-05-23 Lars Aagaard

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…

Operator Algebras · Mathematics 2007-05-23 Philippe Biane , Frederick Goodman , Alexandru Nica

Recently, Ben Arous and Voiculescu considered taking the maximum of two free random variables and brought to light a deep analogy with the operation of taking the maximum of two independent random variables. We present here a new insight on…

Probability · Mathematics 2011-09-23 Florent Benaych-Georges , Thierry Cabanal-Duvillard

Since it was first applied to the study of nuclear interactions by Wigner and Dyson, almost 60 years ago, Random Matrix Theory (RMT) has developed into a field of its own within applied mathematics, and is now essential to many parts of…

Exactly Solvable and Integrable Systems · Physics 2008-06-10 Mark Mineev-Weinstein , Mihai Putinar , Razvan Teodorescu

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…

Operator Algebras · Mathematics 2007-07-13 N. Raj Rao , Roland Speicher

We use techniques from finite free probability to analyze matrix processes related to eigenvalues, singular values, and generalized singular values of random matrices. The models we use are quite basic and the analysis consists entirely of…

Probability · Mathematics 2022-05-03 Adam W. Marcus

By using ideas on complexity and randomness originally suggested by the mathematician-philosopher Gottfried Leibniz in 1686, the modern theory of algorithmic information is able to show that there can never be a "theory of everything" for…

History and Overview · Mathematics 2007-05-23 G. J. Chaitin

We pursue the current developments in random tensor theory by laying the foundations of a free probability theory for tensors and establish its relevance in the study of random tensors of high dimension. We give a definition of freeness…

Probability · Mathematics 2024-11-05 Remi Bonnin , Charles Bordenave

We study selflessness in the general setting of reduced free products of $C^*$-algebras. Towards this end, we develop a suitable theory of rapid decay for filtrations in arbitrary $C^*$-probability spaces. We provide several natural…

Operator Algebras · Mathematics 2025-06-17 Ben Hayes , Srivatsav Kunnawalkam Elayavalli , Leonel Robert

We derive a multiplication law for free non-hermitian random matrices allowing for an easy reconstruction of the two-dimensional eigenvalue distribution of the product ensemble from the characteristics of the individual ensembles. We define…

Mathematical Physics · Physics 2015-03-19 Z. Burda , R. A. Janik , M. A. Nowak

We continue here the study of free extreme values begun in Ben Arous and Voiculescu (2006). We study the convergence of the free point processes associated with free extreme values to a free Poisson random measure (Voiculescu (1998),…

Probability · Mathematics 2012-03-26 G. Ben Arous , V. Kargin

In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…

Probability · Mathematics 2018-09-17 Benoit Collins , Takahiro Hasebe , Noriyoshi Sakuma

This paper is a top down historical perspective on the several phases in the development of probability from its prehistoric origins to its modern day evolution, as one of the key methodologies in artificial intelligence, data science, and…

Other Statistics · Statistics 2020-03-09 Nozer D. Singpurwalla , Boya Lai

The concept of free extreme value distributions as universal limit laws for the spectral maximum of free noncommutative real random variables was discovered by Ben Arous and Voiculescu in 2006. This paper contributes to study the…

Probability · Mathematics 2024-08-19 Yamato Kindaichi , Yuki Ueda
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