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This paper contributes to the study of the free additive convolution of probability measures. It shows that under some conditions, if measures $\mu_i$ and $\nu_i, i=1,2$, are close to each other in terms of the L\'{e}vy metric and if the…

Probability · Mathematics 2013-10-04 V. Kargin

We follow the guiding line offered by canonical operators on the full Fock space, in order to identify what kind of cumulant functionals should be considered for the concept of bi-free independence introduced in the recent work of…

Operator Algebras · Mathematics 2016-01-19 Mitja Mastnak , Alexandru Nica

In this paper we determine the distributional behavior of sums of free (in the sense of Voiculescu) identically distributed, infinitesimal random variables. The theory is shown to parallel the classical theory of independent random…

Operator Algebras · Mathematics 2009-09-25 Hari Bercovici , Vittorino Pata , Philippe Biane

The Lukacs property of the free Poisson distribution is studied here. We prove that if free $\X$ and $\Y$ are free Poisson distributed with suitable parameters, then $\X+\Y$ and…

Operator Algebras · Mathematics 2015-10-29 Kamil Szpojankowski

Free cumulants are multilinear functionals defined in terms of the moment functional with the use of the family of lattices of noncrossing partitions. In the univariate case, they can be identified with the coefficients of the Voiculescu…

Operator Algebras · Mathematics 2023-07-06 Romuald Lenczewski

There is given a characterization of hyperbolic secant distribution by the independence of linear forms with random coefficients. We provide a characterization by the identic distribution property. Keywords: hyperbolic secant distribution;…

General Mathematics · Mathematics 2019-05-27 Lev B. Klebanov

In the paper we study characterizations of probability measures in free probability. By constancy of regressions for random variable $\V(\I-\U)\V$ given by $\V\U\V$, where $\U$ and $\V$ are free, we characterize free Poisson and free…

Operator Algebras · Mathematics 2014-12-11 Kamil Szpojankowski

In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…

Probability · Mathematics 2013-07-24 Zbigniew J. Jurek

There is given a characterization of the geometric distribution by the independence of linear forms with random coefficients. The result is a discrete analog of the corresponding theorem on exponential distribution. The property of linear…

Probability · Mathematics 2022-10-05 Lev Klebanov

Let $X$ be a locally compact Abelian group, $\alpha_{j}, \beta_j$ be topological automorphisms of $X$. Let $\xi_1, \xi_2$ be independent random variables with values in $X$ and distributions $\mu_j$ with non-vanishing characteristic…

Group Theory · Mathematics 2018-05-25 Gennadiy Feldman , Margaryta Myronyuk

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

By the Heyde theorem, the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of of $n$ independent random variables given another. When $n=2$ we prove analogues of this…

Probability · Mathematics 2017-02-08 G. M. Feldman

In this paper, we present a combinatorial approach to the 2-variable bi-free partial $S$- and $T$-transforms recently discovered by Voiculescu. This approach produces an alternate definition of said transforms using $(\ell, r)$-cumulants.

Operator Algebras · Mathematics 2016-07-06 Paul Skoufranis

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

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 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…

Probability · Mathematics 2017-05-17 Takahiro Hasebe , Hao-Wei Huang , Jiun-Chau Wang

Let $L_1$ and $L_2$ be linear forms of real-valued independent random variables. By Heyde's theorem, if the conditional distribution of $L_2$ given $L_1$ is symmetric, then the random variables are Gaussian. A number of papers are devoted…

Probability · Mathematics 2025-05-20 Gennadiy Feldman

Simplicial distributions are combinatorial models describing distributions on spaces of measurements and outcomes that generalize non-signaling distributions on contextuality scenarios. This paper studies simplicial distributions on…

Quantum Physics · Physics 2023-08-09 Aziz Kharoof , Selman Ipek , Cihan Okay

This paper deals with characterizing the freeness and asymptotic freeness of free multiple integrals with respect to a free Brownian motion or a free Poisson process. We obtain three characterizations of freeness, in terms of contraction…

Operator Algebras · Mathematics 2020-05-06 Solesne Bourguin , Ivan Nourdin

The interpolated free group factors L(F_r), 1 < r <= \infty, are defined and proofs of their properties with respect to compression by projections and taking free products are proved. Hence it follows that all the free group factor are…

funct-an · Mathematics 2008-02-03 Ken Dykema