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We study the linear span of commutators of free random variables and show that these are the only quadratic forms which satisfy the following equivalent properties: * preservation free infinite divisibility * free and strong cancellation of…

Operator Algebras · Mathematics 2024-05-31 Wiktor Ejsmont , Franz Lehner

This in an introduction to the theory of non-commutative distributions of non-commuting operators or random matrices. Starting from the basic problem to find a good approach to the meaning of "non-commutative distribution" we will, in…

Operator Algebras · Mathematics 2020-09-09 Roland Speicher

In this paper we discuss the continuity properties of the integrated density of states for random models based on that of the single site distribution. Our results are valid for models with independent randomness with arbitrary free parts.…

Mathematical Physics · Physics 2007-05-23 M Krishna

For testing two random vectors for independence, we consider testing whether the distance of one vector from a center point is independent from the distance of the other vector from a center point by a univariate test. In this paper we…

Methodology · Statistics 2016-03-11 Ruth Heller , Yair Heller

Sequences of discrete random variables are studied whose probability generating functions are zero-free in a sector of the complex plane around the positive real axis. Sharp bounds on the cumulants of all orders are stated, leading to…

Probability · Mathematics 2023-12-04 Nils Heerten , Holger Sambale , Christoph Thäle

It is well known that free independence is equivalent to the vanishing of mixed free cumulants. The purpose of this short note is to build free products of $*$-probability spaces using this as the definition of freeness and relying on free…

Operator Algebras · Mathematics 2025-02-10 Arup Bose , Soumendu Sundar Mukherjee

Quantum systems with a non-conserved probability can be described by means of non-Hermitian Hamiltonians and non-unitary dynamics. In this paper, the case in which the degrees of freedom can be partitioned in two subsets with light and…

Quantum Physics · Physics 2016-10-21 Alessandro Sergi

The notion of monotonic independence, introduced by N. Muraki, is considered in a more general frame, similar to the construction of operator-valued free probability. The paper presents constructions for maps with similar properties to the…

Operator Algebras · Mathematics 2008-09-05 Mihai Popa

Long-range dependence in time series may yield non-central limit theorems. We show that there are analogous time series in free probability with limits represented by multiple Wigner integrals, where Hermite processes are replaced by…

Probability · Mathematics 2012-05-31 Ivan Nourdin , Murad Taqqu

We start by defining an approach to non-monotonic probabilistic reasoning in terms of non-monotonic categorical (true-false) reasoning. We identify a type of non-monotonic probabilistic reasoning, akin to default inheritance, that is…

Artificial Intelligence · Computer Science 2013-04-12 Benjamin N. Grosof

In this paper, a connection between bi-free probability and the asymptotics of random quantum channels and tensor products of random matrices is established. Using bi-free matrix models, it is demonstrated that the spectral distribution of…

Operator Algebras · Mathematics 2024-05-30 Paul Skoufranis

We introduce a new natural notion of convergence for permutations at any specified scale, in terms of the density of patterns of restricted width. In this setting we prove that limits may be chosen independently at a countably infinite…

Combinatorics · Mathematics 2021-10-20 David Bevan

The theory of generalised measurements is used to examine the problem of discriminating unambiguously between non-orthogonal pure quantum states. Measurements of this type never give erroneous results, although, in general, there will be a…

Quantum Physics · Physics 2009-10-31 Anthony Chefles

The functional equation defining the free cumulants in free probability is lifted successively to the noncommutative Fa\`a di Bruno algebra, and then to the group of a free operad over Schr\"oder trees. This leads to new combinatorial…

In the study of extremes, the presence of asymptotic independence signifies that extreme events across multiple variables are probably less likely to occur together. Although well-understood in a bivariate context, the concept remains…

Statistics Theory · Mathematics 2025-09-26 Bikramjit Das , Vicky Fasen-Hartmann

The partial copula provides a method for describing the dependence between two random variables $X$ and $Y$ conditional on a third random vector $Z$ in terms of nonparametric residuals $U_1$ and $U_2$. This paper develops a nonparametric…

Statistics Theory · Mathematics 2021-04-30 Lasse Petersen , Niels Richard Hansen

Let $f_1, f_2, ..., f_n$ be a family of independent copies of a given random variable f in a probability space $(\Omega, \mathcal{F}, \mu)$. Then, the following equivalence of norms holds whenever $1 \le q \le p < \infty$…

Operator Algebras · Mathematics 2007-07-30 Marius Junge , Javier Parcet

We generalize results of Mingo and Nica on graded independence from the context of $\mathbb Z_2$--graded (Fermionic) noncommutative probability spaces to that of $\mathbb Z_n$--graded noncommutative probability spaces. We show that for $q$…

Operator Algebras · Mathematics 2007-05-23 Frederick M. Goodman

The concepts of independence and totalness of subspaces are introduced in the context of quasi-probability distributions in phase space, for quantum systems with finite-dimensional Hilbert space. It is shown that due to the…

Mathematical Physics · Physics 2018-04-04 A. Vourdas

This paper develops an intuitive concept of perfect dependence between two variables of which at least one has a nominal scale. Perfect dependence is attainable for all marginal distributions. It furthermore proposes a set of dependence…

Methodology · Statistics 2026-02-05 Jan-Lukas Wermuth
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