Related papers: Convolution powers in the operator-valued framewor…
We study of the connection between operator valued central limits for monotone, Boolean and free probability theory, which we shall call the arcsine, Bernoulli and semicircle distributions, respectively. In scalar-valued non-commutative…
The extension $k \mapsto \mu^{\boxplus k}$ of the concept of a free convolution power to the case of non-integer $k \geq 1$ was introduced by Bercovici-Voiculescu and Nica-Speicher, and related to the minor process in random matrix theory.…
We realize the Belinschi-Nica semigroup of homomorphisms as a free multiplicative subordination. This realization allows to define more general semigroups of homomorphisms with respect to free multiplicative convolution. For these…
The interval $j=[-1,1]$ turns into an Abelian group $\cA(\cJ)$ under the group operation $x+_\cJ y:=(x+y)(1+xy)^{-1},\qquad x,y\in\cJ$. This enables definition of the invariant measure $d_\cJ x=(1-x^2)^{-1}dx$ and the Fourier transform…
We study distributions of polynomials in conditionally free (c-free) random variables, a notion of independence for two-state noncommutative probability spaces introduced by Bozejko, Leinert and Speicher. To this end we establish recursive…
This article, which is substantially motivated by the previous joint work with J. McKay [8], establishes the analytic analogues of the relations we found free probability has with Witt vectors. Therefore, we first present a novel analytic…
In this paper, we study the partial bi-free $S$-transform of a pair $(a,b)$ of random variables, and the $S$-transform of the $2\times 2$ matrix-valued random variable $\left(\begin{matrix}a&0\\0&b\end{matrix}\right)$ associated with…
We consider the notions of operator-valued infinitesimal (OVI) free independence, OVI Boolean independence, and OVI monotone independence. For each notion of OVI independence, we introduce the corresponding infinitesimal transforms, and…
We introduce and study a new type of convolution of probability measures called the orthogonal convolution, which is related to the monotone convolution. Using this convolution, we derive alternating decompositions of the free additive…
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'…
Bercovici and Pata showed that the correspondence between classically, freely, and Boolean infinitely divisible distributions holds on the level of limit theorems. We extend this correspondence also to distributions infinitely divisible…
We provide a version of the stochastic Fubini's theorem which does not depend on the particular stochastic integrator chosen as far as the stochastic integration is built as a continuous linear operator from an $L^p$ space of Banach…
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…
Let $B$ be a star-algebra with a state $\phi$, and $t > 0$. Through a Fock space construction, we define two states $\Phi_t$ and $\Psi_t$ on the tensor algebra $T(B, \phi)$ such that under the natural map $(B, \phi) \rightarrow (T(B, \phi),…
Let $B=\{ B_{t}\} _{t\ge 0}$ be a one-dimensional standard Brownian motion, to which we associate the exponential additive functional $A_{t}=\int _{0}^{t}e^{2B_{s}}ds,\,t\ge 0$. Starting from a simple observation of generalized inverse…
For a right-continuous nondecreasing and unbounded function $V$ of at most exponential growth, which vanishes on the negative halfline, we investigate the asymptotic behavior of the Lebesgue-Stieltjes convolution powers $V^{\ast(j)}(t)$ as…
The free Jacobi process is the radial part of the compression of the free unitary Brownian motion by two free orthogonal projections in a non commutative probability space. In this paper, we derive spectral properties of the free Jacobi…
We show that if A is a Hilbert-space operator, then the set of all projections onto hyperinvariant subspaces of A, which is contained in the von Neumann algebra vN(A) that is generated by A, is independent of the representation of vN(A),…
We introduce the new notion of convolution of a (smooth or generalized) valuation on a group $G$ and a valuation on a manifold $M$ acted upon by the group. In the case of a transitive group action, we prove that the spaces of smooth and…
We extend the theory of matrix weights to the variable Lebesgue spaces. The theory of matrix $\mathcal{A}_p$ weights has attracted considerable attention beginning with the work of Nazarov, Treil, and Volberg in the 1990s. We extend this…