Related papers: Free Probability Theory
In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…
This article is an introductory review of random matrix theory (RMT) and its applications, with special focus on quantum chaos. Random matrices were first used by Wigner to understand the spectra of complex nuclei from a statistical…
The aim of this paper is to establish a theory of random variables on domains. Domain theory is a fundamental component of theoretical computer science, providing mathematical models of computational processes. Random variables are the…
We investigate a construction which associates a finite von Neumann algebra $M(\Gamma,\mu)$ to a finite weighted graph $(\Gamma,\mu)$. Pleasantly, but not surprisingly, the von Neumann algebra associated to to a `flower with $n$ petals' is…
We prove that independent families of permutation invariant random matrices are asymptotically free over the diagonal, both in probability and in expectation, under a uniform boundedness assumption on the operator norm. We can relax the…
Let $\mathcal{M}$ be a finite von Neumann algebra and $u_1,\dots,u_N$ be unitaries in $\mathcal{M}$. We show that $u_1,\dots,u_N$ freely generate $L(\mathbb{F}_N)$ if and only if $$\left\|\sum_{i=1}^N u_i \otimes (u_i^{\mathrm{op}})^* +…
Based on the notion of free orbit-dimension introduced by D. Hadwin and J. Shen [4], we introduce a new invariant on finite von Neumann algebras that do not necessarily act on separable Hilbert space. We show that this invariant is…
An iterative randomness extraction algorithm which generalized the Von Neumann's extraction algorithm is detailed, analyzed and implemented in standard C++. Given a sequence of independently and identically distributed biased Bernoulli…
Exponentiation makes the difference between the bit-size of this line and the number (<< 2^{300}) of particles in the known Universe. The expulsion of exponential time algorithms from Computer Theory in the 60's broke its umbilical cord…
We propose a reformulation of some results known on the free dendriform dialgebra on one generator from a parenthesis point of view. This turns out to be more tractable and point out a connection to free probability by identifying…
We present a simplified explanation of why free fractional convolution corresponds to the differentiation of polynomials, by finding how the finite free cumulants of a polynomial behave under differentiation. This approach allows us to…
Let $a_{1},...,a_{n}, b_{1},...,b_{n}$ be random variables in some (non-commutative) probability space, such that $\{a_{1}, ..., a_{n} \}$ is free from $\{b_{1}, ..., b_{n} \}$. We show how the joint distribution of the $n$-tuple $(a_{1}…
We briefly review the random matrix theory for large N by N matrices viewed as free random variables in a context of stochastic diffusion. We establish a surprising link between the spectral properties of matrix-valued multiplicative…
This short course offers a new perspective on randomized algorithms for matrix computations. It explores the distinct ways in which probability can be used to design algorithms for numerical linear algebra. Each design template is…
We show that real second order freeness appears in the study of Haar unitary and unitarily invariant random matrices when transposes are also considered. In particular we obtain the unexpected result that a unitarily invariant random matrix…
We compute the survival probability of an initial state, with an energy in a certain window, by means of random matrix theory. We determine its probability distribution and show that is is universal, i.e. caracterised only by the symmetry…
In this paper we show various new structural properties of free group factors using the recent resolution (due independently to Belinschi-Capitaine and Bordenave-Collins) of the Peterson-Thom conjecture. These results include the resolution…
We consider the first-order theory of random variables with the probabilistic independence relation, which concerns statements consisting of random variables, the probabilistic independence symbol, logical operators, and existential and…
We design new deterministic and randomized algorithms for computational problems in free solvable groups. In particular, we prove that the word problem and the power problem can be solved in quasi-linear time and the conjugacy problem can…
The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…