English
Related papers

Related papers: Matricial R-transform

200 papers

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…

Operator Algebras · Mathematics 2025-02-06 Octavio Arizmendi , Katsunori Fujie , Daniel Perales , Yuki Ueda

We derive a multiplication law for free non-hermitian random matrices allowing for an easy reconstruction of the two-dimensional eigenvalue distribution of the product ensemble from the characteristics of the individual ensembles. We define…

Mathematical Physics · Physics 2015-03-19 Z. Burda , R. A. Janik , M. A. Nowak

Voiculescu's notion of asymptotic free independence is known for a large class of random matrices including independent unitary invariant matrices. This notion is extended for independent random matrices invariant in law by conjugation by…

Probability · Mathematics 2018-03-09 Camille Male

Using the Cayley-Dickson construction we rephrase and review the non-hermitian diagrammatic formalism [R. A. Janik, M. A. Nowak, G. Papp and I. Zahed, Nucl.Phys. B $\textbf{501}$, 603 (1997)], that generalizes the free probability calculus…

Mathematical Physics · Physics 2015-11-18 Zdzislaw Burda , Artur Swiech

The $\mathcal{A}$-tracial algebras are algebras endowed with multi-linear forms, compatible with the product, and indexed by partitions. Using the notion of $\mathcal{A}$-cumulants, we define and study the $\mathcal{A}$-freeness property…

Probability · Mathematics 2016-11-04 Franck Gabriel

We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…

Probability · Mathematics 2023-10-25 Aurelien Gribinski

We introduce the notion of a conditionally free product and conditionally free convolution. We describe this convolution both from a combinatorial point of view, by showing its connection with the lattice of non-crossing partitions, and…

funct-an · Mathematics 2008-02-03 Marek Bozejko , Michael Leinert , Roland Speicher

We use the theory of fully matricial, or non-commutative, functions to investigate infinite divisibility and limit theorems in operator-valued non-commutative probability. Our main result is an operator-valued analogue of the Bercovici-Pata…

Operator Algebras · Mathematics 2011-11-24 Serban T. Belinschi , Mihai Popa , Victor Vinnikov

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…

Operator Algebras · Mathematics 2016-09-08 Paul Skoufranis

The present paper introduces a modified version of cyclic-monotone independence which originally arose in the context of random matrices, and also introduces its natural analogy called cyclic-Boolean independence. We investigate formulas…

Probability · Mathematics 2024-05-31 Octavio Arizmendi , Takahiro Hasebe , Franz Lehner

We introduce a finite version of free probability and show the link between recent results using polynomial convolutions and the traditional theory of free probability. One tool for accomplishing this is a seemingly new transformation that…

Combinatorics · Mathematics 2021-08-17 Adam W. Marcus

We develop an analytic theory of operator-valued additive free convolution in terms of subordination functions. In contrast to earlier investigations our functions are not just given by power series expansions, but are defined as Frechet…

Operator Algebras · Mathematics 2013-09-03 Serban Belinschi , Tobias Mai , Roland Speicher

Using the combinatorics of non-crossing partitions, we construct a conditionally free analogue of the Voiculescu's S-transform. The result is applied to analytical description of conditionally free multiplicative convolution and…

Operator Algebras · Mathematics 2008-05-29 Mihai Popa , Jiun-Chau Wang

Graph independence (also known as $\epsilon$-independence or $\lambda$-independence) is a mixture of classical independence and free independence corresponding to graph products or groups and operator algebras. Using conjugation by certain…

Let $T_1,...,T_n$ denote free random variables. For two linear forms $L_1=\sum_{j=1}^n a_jT_j$ and $L_2=\sum_{j=1}^n b_jT_j$ with real coefficients $a_j$ and $b_j$ we shall describe all distributions of $T_1,...,T_n$ such that $L_1$ and…

Probability · Mathematics 2011-10-10 G. P. Chistyakov , F. Götze

Voiculescu's random matrix model for freeness is extended to the non-Gaussian case and also the case of constant block diagonal matrices. Thus we are able to investigate free products of free group factors with matrix algebras and with the…

funct-an · Mathematics 2016-08-31 Ken Dykema

We establish a link between free probability theory and Witt vectors, via the theory of formal groups. We derive an exponential isomorphism which expresses Voiculescu's free multiplicative convolution $\boxtimes$ as a function of the free…

Operator Algebras · Mathematics 2019-12-06 Roland Friedrich , John McKay

In this paper we study some analytic properties of bi-free additive convolution, both scalar and operator-valued. We show that using properties of Voiculescu's subordination functions associated to free additive convolution of…

Operator Algebras · Mathematics 2018-01-11 Serban Belinschi , Hari Bercovici , Yinzheng Gu , Paul Skoufranis

We study the problem of conditional expectations in free random variables and provide closed formulas for the conditional expectation of resolvents of arbitrary non-commutative polynomials in free random variables onto the subalgebra of an…

Operator Algebras · Mathematics 2024-12-19 Franz Lehner , Kamil Szpojankowski

We give an explicit description, via analytic subordination, of free multiplicative convolution of operator-valued distributions. In particular, the subordination function is obtained from an iteration process. This algorithm is easily…

Operator Algebras · Mathematics 2012-09-18 Serban T. Belinschi , Roland Speicher , John Treilhard , Carlos Vargas