Related papers: Matricial R-transform
We study the r-th elementary symmetric polynomial in $n$ variables with 2<r<n. There are two kinds of linear transformations on the parameter space that leave this polynomial invariant: Namely, any permutation of the variables and…
The probability that an interval $I$ is free of eigenvalues in a matrix ensemble with unitary symmetry is given by a Fredholm determinant. When the weight function in the matrix ensemble is a classical weight function, and the interval $I$…
We consider the three finite free convolutions for polynomials studied in a recent paper by Marcus, Spielman, and Srivastava. Each can be described either by direct explicit formulae or in terms of operations on randomly rotated matrices.…
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…
Consider the $\mathcal{B}$-valued probability space $(\mathcal{A}, E, \mathcal{B})$, where $\mathcal{A}$ is a tracial von Neumann algebra. We extend the theory of operator valued free probability to the algebra of affiliated operators…
We investigate the implications of free probability for random matrices. From rules for calculating all possible joint moments of two free random matrices, we develop a notion of partial freeness which is quantified by the breakdown of…
We propose a new class of models for random permutations, which we call log-linear models, by the analogy with log-linear models used in the analysis of contingency tables. As a special case, we study the family of all Luce-decomposable…
This paper describes the expected characteristic polynomial of the commutator of randomly rotated matrices, in the context of the finite free probability theory initiated by Marcus, Spielman, and Srivastava. The key technical features are…
Let $\boxplus$, $\boxtimes$ and $\uplus$ be the free additive, free multiplicative, and boolean additive convolutions, respectively. For a probability measure $\mu$ on $[0,\infty)$ with finite second moment, we find the scaling limit of…
We prove that independent rectangular random matrices, when embedded in a space of larger square matrices, are asymptotically free with amalgamation over a commutative finite dimensional subalgebra $D$ (under an hypothesis of unitary…
We derive a formula for expressing free cumulants whose entries are products of random variables in terms of the lattice structure of non-crossing partitions. We show the usefulness of that result by giving direct and conceptually simple…
This work builds on our previous developments regarding a notion of freeness for tensors. We aim to establish a tensorial free convolution for compactly supported measures. First, we define higher-order analogues of the semicircular (or…
We develop a linear-algebraic framework for dimensional analysis in systems with constraints, particularly when variables are numerous or related by implicit relations so that direct elimination is impractical. By expressing both…
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 study matrices whose entries are free or exchangeable noncommutative elements in some tracial $W^*$-probability space. More precisely, we consider operator-valued Wigner and Wishart matrices and prove quantitative convergence to…
The paper addresses the problem of learning a regression model parameterized by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear nature of the search space and on scalability to high-dimensional problems. The…
We define a product of algebraic probability spaces equipped with two states. This product is called a conditionally monotone product. This product is a new example of independence in non-commutative probability theory and unifies the…
In this work, we give some criteria that allow us to decide when two sequences of matrix-valued orthogonal polynomials are related via a Darboux transformation and to build explicitly such transformation. In particular, they allow us to see…
Let $A$ be a permutation invariant random matrix and $B$ another random matrix. We give a quantitative bound on the difference between the diagonal of the resolvent of $A+B$ and the diagonal of the resolvent of the free sum with…
In this paper, we analyze problems involving matrix variables for which we use a noncommutative algebra setting. To be more specific, we use a class of functions (called NC analytic functions) defined by power series in noncommuting…