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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…
In the free probability theory of Voiculescu two of the most frequently used *-distributions are those of a Haar unitary and of a circular element. We define an $R$-diagonal pair as a generalization of these distributions by the requirement…
A novel approach towards construction of absolutely continuous distributions over the unit interval is proposed. Considering two absolutely continuous random variables with positive support, this method conditions on their convolution to…
We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…
We consider the problem of random sampling for band-limited functions. When can a band-limited function $f$ be recovered from randomly chosen samples $f(x_j), j\in \mathbb{N}$? We estimate the probability that a sampling inequality of the…
We consider scale-free percolation on a discrete torus $\mathbf{V}_N$ of size $N$. Conditionally on an i.i.d. sequence of Pareto weights $(W_i)_{i\in \mathbf{V}_N}$ with tail exponent $\tau-1>0$, we connect any two points $i$ and $j$ on the…
Let $\{X_{i,j}:(i,j)\in\mathbb N^2\}$ be a two-dimensional array of independent copies of a random variable $X$, and let $\{N_n\}_{n\in\mathbb N}$ be a sequence of natural numbers such that $\lim_{n\to\infty}e^{-cn}N_n=1$ for some $c>0$.…
We prove the following group analogue of the well-known Heyde theorem on a characterization of the Gaussian distribution on the real line. Let $X$ be a second countable locally compact Abelian group containing no subgroups topologically…
It is a classical result in complex analysis that the class of functions that arise as the Cauchy transform of probability measures may be characterized entirely in terms of their analytic and asymptotic properties. Such transforms are a…
We solve two longstanding major problems in Free Probability. This is achieved by generalising the theory to one with values in arbitrary commutative algebras. We prove the existence of the multi-variable $S$-transform, and show that it is…
The product of two zero mean correlated normal random variables, and more generally the sum of independent copies of such random variables, has received much attention in the statistics literature and appears in many application areas.…
We investigate analytical properties of free stable distributions and discover many connections with their classical counterparts. Our main result is an explicit formula for the Mellin transform, which leads to explicit series…
Let $X$ be a locally compact Abelian group with the connected component of zero of dimension 1. Let $\xi_1$ and $\xi_2$ be independent random variables with values in $X$ with nonvanishing characteristic functions. We prove that if a…
We characterize asymptotic collective behaviour of rectangular random matrices, the sizes of which tend to infinity at different rates: when embedded in a space of larger square matrices, independent rectangular random matrices are…
We study the statistical properties of the sampled scale-free networks, deeply related to the proper identification of various real-world networks. We exploit three methods of sampling and investigate the topological properties such as…
Denote by $J$ the operator of coefficient stripping. We show that for any free convolution semigroup of measures $\nu_t$ with finite variance, applying a single stripping produces semicircular evolution with non-zero initial condition,…
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
A generalized sampling theorem for frequency localized signals is presented. The generalization in the proposed model of sampling is twofold: (1) It applies to various prefilters effecting a "soft" bandlimitation, (2) an approximate…
Linear combinations of independent random variables have been extensively studied in the literature. However, most of the work is based on some specific distribution assumptions. In this paper, a companion of (J. Appl. Probab. 48 (2011)…
A repetition free Longest Common Subsequence (LCS) of two sequences x and y is an LCS of x and y where each symbol may appear at most once. Let R denote the length of a repetition free LCS of two sequences of n symbols each one chosen…