Related papers: Remarks on restricted Nevanlinna transforms
We introduce a class of independence relations, which include free, Boolean and monotone independence, in operator valued probability. We show that this class of independence relations have a matricial extension property so that we can…
We establish an explicit expression for the conditional Laplace transform of the integrated Volterra Wishart process in terms of a certain resolvent of the covariance function. The core ingredient is the derivation of the conditional…
In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss…
We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…
A generalized Nevanlinna function $Q(z)$ with one negative square has precisely one generalized zero of nonpositive type in the closed extended upper halfplane. The fractional linear transformation defined by $Q_\tau(z)=(Q(z)-\tau)/(1+\tau…
It is a classical result in complex analysis that the class of functions that arise as the Cauchy transform of probability measures may be characterized entirely in terms of their analytic and asymptotic properties. Such transforms are a…
As a contribution to quantitative set-theoretic inferencing, a translation is proposed of conjunctions of literals of the forms $x=y\setminus z$, $x \neq y\setminus z$, and $z =\{x\}$, where $x,y,z$ stand for variables ranging over the von…
In relativistic quantum constraint mechanics the state of a physical system is constrained to a 3-dimensional subspace of Minkowski 4-space. Fourier transformation can be used to relate this state between constraint spaces in 4-position and…
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…
We introduce the boolean convolution for probability measures on the unit circle. Roughly speaking, it describes the distribution of the product of two boolean independent unitary random variables. We find an analogue of the characteristic…
We derive an integral representation for Herglotz-Nevanlinna functions in two variables which provides a complete characterization of this class in terms of a real number, two non-negative numbers and a positive measure satisfying certain…
In this paper we first prove a Clark--Ocone formula for any bounded measurable functional on Poisson space. Then using this formula, under some conditions on the intensity measure of Poisson random measure, we prove a variational…
We develop analytic tools for studying the free multiplicative convolution of any measure on the real line and any measure on the nonnegative real line. More precisely, we construct the subordination functions and the $S$-transform of an…
We characterize a holomorphic positive definite function $f$ defined on a horizontal strip of the complex plane as the Fourier-Laplace transform of a unique exponentially finite measure on $\mathbb{R}$. The classical theorems of Bochner on…
We study two ways (levels) of finding free-probability analogues of classical infinitely divisible measures. More precisely, we identify their Voiculescu transforms. For free-selfdecomposable measures we found the formula (a differential…
The wrapping transformation $W$ is a homomorphism from the semigroup of probability measures on the real line, with the convolution operation, to the semigroup of probability measures on the circle, with the multiplicative convolution…
We consider unitary ensembles of Hermitian NxN matrices H with a confining potential NV where V is analytic and uniformly convex. From work by Zinn-Justin, Collins, and Guionnet and Maida it is known that the large-N limit of the…
We generalize two integral representation formulae of Nevanlinna to functions of several variables. We show that for a large class of analytic functions that have non-negative imaginary part on the upper polyhalfplane there are…
The Laplace transform of $|\zeta(1/2+it)|$ is investigated, for which a precise expression is obtained, valid in a certain region in the complex plane. The method of proof is based on complex integration and spectral theory of the…
In this paper we prove several formulae that enable one to capture the singular portion of the measure derivative of a function of bounded variation as a limit of non-local functionals. One special case shows that rescalings of the…