Related papers: Free Probability Theory
This expository paper treats the model theory of probability spaces using the framework of continuous $[0,1]$-valued first order logic. The metric structures discussed, which we call probability algebras, are obtained from probability…
Random number generators are widely used in practical algorithms. Examples include simulation, number theory (primality testing and integer factorization), fault tolerance, routing, cryptography, optimization by simulated annealing, and…
We demonstrate a fundamental relation between the structures of physical space and of quantum theory: the set of quantum correlations in a rotational prepare-and-measure scenario can be derived from covariance alone, without assuming…
We introduce and study `matricial circular systems' of operators which play the role of matricial counterparts of circular operators. They describe the asymptotic joint *-distributions of blocks of independent block-identically distributed…
The traditional class of elliptical distributions is extended to allow for asymmetries. A completely robust dispersion matrix estimator (the `spectral estimator') for the new class of `generalized elliptical distributions' is presented. It…
In 1936, Margarete C. Wolf showed that the ring of symmetric free polynomials in two or more variables is isomorphic to the ring of free polynomials in infinitely many variables. We show that Wolf's theorem is a special case of a general…
We show that any matrix-polynomial combination of free noncommutative random variables each having an algebraic law has again an algebraic law. Our result answers a question raised by a recent paper of Shlyakhtenko and Skoufranis. The…
In this paper, we examine how various notions of independence in non-commutative probability theory arise in bi-free probability. We exhibit how Boolean and monotone independence occur from bi-free pairs of faces and establish a Kac/Loeve…
Utilizing the framework of free probability, we analyze the spectral and operator statistics of the Rosenzweig-Porter random matrix ensembles, which exhibit a rich phase structure encompassing ergodic, fractal, and localized regimes.…
Realizing free semicircular elements on the full Fock space, we prove an equivalence between rationality of operators obtained from them and finiteness of the rank of their commutators with right annihilation operators. This is an analogue…
Using the standard concepts of free random variables, we show that for a large class of nonhermitean random matrix models, the support of the eigenvalue distribution follows from their hermitean analogs using a conformal transformation. We…
I give a survey about my work on combinatorial and probabilistic aspects of free probability theory. In particular, I present the combinatorial description of freeness in terms of free cumulants and I give some ideas of the main results of…
We consider the concept of irreducible meandric system introduced by Lando and Zvonkin. We place this concept in the lattice framework of NC(n). As a consequence, we show that the even generating function for irreducible meandric systems is…
We show that if one selects uniformly independently and identically distributed matrices $A_1, \ldots, A_s \in \mathrm{SL}_2(\mathbb{Z})$ from a ball of large radius $X$ then with probability at least $1 - X^{-1 + o(1)}$ the matrices $A_1,…
Free theorems are a popular tool in reasoning about parametrically polymorphic code. They are also of instructive use in teaching. Their derivation, though, can be tedious, as it involves unfolding a lot of definitions, then hoping to be…
This paper argues for the status of formal probability theory as a mathematical, rather than a scientific, theory. David Freedman and Philip Stark's concept of model based probabilities is examined and is used as a bridge between the formal…
It is well known that, under some assumptions, the limit distribution of random block matrices and their partial transposition converges to the distributions of random variables in some noncommutative probability space. Using free…
The notion of probability plays an important role in almost all areas of science and technology. In modern mathematics, however, probability theory means nothing other than measure theory, and the operational characterization of the notion…
Random matrix theory (RMT) is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Most of the proposed generalizations keep the first assumption and violate the second. Recently, several authors presented…
This work gives an overview of analytic tools for the design, analysis, and modelling of communication systems which can be described by linear vector channels such as y = Hx+z where the number of components in each vector is large. Tools…