Related papers: Free Probability Theory
This paper develops a theory for completely random measures in the framework of free probability. A general existence result for free completely random measures is established, and in analogy to the classical work of Kingman it is proved…
We study the Brown measure of certain non-hermitian operators arising from Voiculescu's free probability theory. Usually those operators appear as the limit in *-moments of certain ensembles of non-hermitian random matrices, and the Brown…
These are lecture notes written at the University of Zurich during spring 2014 and spring 2015. The first part of the notes gives an introduction to probability theory. It explains the notion of random events and random variables,…
The theory of random graphs goes back to the late 1950s when Paul Erd\H{o}s and Alfr\'ed R\'enyi introduced the Erd\H{o}s-R\'enyi random graph. Since then many models have been developed, and the study of random graph models has become…
The study of free Baxter algebras was started by Rota and Cartier thirty years ago. We continue this study by applying two recent constructions of free Baxter algebras. We investigate the basic structure of a free Baxter algebra, and…
Kolmogorov's setting for probability theory is given an original generalization to account for probabilities arising from Quantum Mechanics. The sample space has a central role in this presentation and random variables, i.e., observables,…
Using the proposed by us thinning approach to describe extreme matrices, we find an explicit exponentiation formula linking classical extreme laws of Fr\'echet, Gumbel and Weibull given by Fisher-Tippet-Gnedenko classification and free…
Given a suitably nested family $Z = \langle Z(m,k,\gamma) \rangle_{m,k \in \mathbb N, \gamma >0}$ of Borel subsets of matrices, and associated Borel measures and rate function, $\mu$, an entropy, $\chi^{\mu}(Z)$, is introduced which…
Considerable thought has been devoted to an adequate definition of the class of infinite, random binary sequences (the sort of sequence that almost certainly arises from flipping a fair coin indefinitely). The first mathematical exploration…
We construct universal prediction systems in the spirit of Popper's falsifiability and Kolmogorov complexity and randomness. These prediction systems do not depend on any statistical assumptions (but under the IID assumption they dominate,…
We investigate tensor products of random matrices, and show that independence of entries leads asymptotically to $\varepsilon$-free independence, a mixture of classical and free independence studied by M{\l}otkowski and by Speicher and…
This work concerns notions of multi-algebra independence introduced by Liu and how they can be studied in the context of bi-free probability. In particular, we show how the free-free-Boolean independence for triples of algebras can be…
In 1933 Kolmogorov constructed a general theory that defines the modern concept of conditional probability. In 1955 Renyi fomulated a new axiomatic theory for probability motivated by the need to include unbounded measures. This note…
We study the $t$-deformation of gaussian von Neumann algebras. They appear as example in the theories of Interacting Fock spaces and conditionally free products. When the number of generators is fixed, it is proved that if $t$ sufficiently…
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…
The notion of an individual random sequence goes back to von Mises. We describe the evolution of this notion, especially the use of martingales (suggested by Ville), and the development of algorithmic information theory in 1960s and 1970s…
We show that the limit laws of random matrices, whose entries are conditionally independent operator valued random variables having equal second moments proportional to the size of the matrices, are operator valued semicircular laws.…
We introduce the concept of matrix liberation process, a random matrix counterpart of the liberation process in free probability, and prove a large deviation upper bound for its empirical distribution with several properties on its rate…
April 25, 2003, marked the 100th anniversary of the birth of Andrei Nikolaevich Kolmogorov, the twentieth century's foremost contributor to the mathematical and philosophical foundations of probability. The year 2003 was also the 70th…
The issue of defining a random sequence of qubits is studied in the framework of Algorithmic Free Probability Theory.Its connection with Quantum Algorithmic Information Theory is shown