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We characterize the limiting second order distributions of certain independent complex Wigner and deterministic matrices using Voiculescu's notions of freeness over the diagonal. If the Wigner matrices are Gaussian, Mingo and Speicher's…
A map is given showing that convolutions of independent random variables over a finite group and matrix multiplications of doubly stochastic matrices are homomorphic. As an application, a short proof is given to the theorem that the…
A random vector $X$ with representation $X=\sum_{j\geq0}A_jZ_j$ is considered. Here, $(Z_j)$ is a sequence of independent and identically distributed random vectors and $(A_j)$ is a sequence of random matrices, `predictable' with respect to…
We study the freely infinitely divisible distributions that appear as the laws of free subordinators. This is the free analog of classically infinitely divisible distributions supported on [0,\infty), called the free regular measures. We…
We consider two problems regarding some divisibility properties of the subset sums of a set $A\subseteq \{1, 2, \ldots ,n\}$. At the beginning, we study the cardinality of $A$ which has the following property: For every $d\le n$ there is a…
The (chordal) Loewner differential equation encodes certain curves in the half-plane (aka traces) by continuous real-valued driving functions. Not all curves are traces; the latter can be defined via a geometric condition called the local…
$C_\infty$ Algebras and their morphisms are a framework in which one can study algebras and their maps that are not commutaive-associative but are homotopic to being that. In statistics cumulants measure the independence of random…
Let $X$ be a second countable locally compact Abelian group containing no subgroup topologically isomorphic to the circle group $\mathbb{T}$. Let $\mu$ be a probability distribution on $X$ such that its characteristic function $\hat\mu(y)$…
In the first part we analyze space $\mathcal G^*(\mathbb R^{n}_+)$ and its dual through Laguerre expansions when these spaces correspond to a general sequence $\{M_p\}_{p\in\mathbb N_0}$, where $^*$ is a common notation for the Beurling and…
We introduce a new computational methodology for the identification and characterization of free volume within/around atomistic configurations. This scheme employs a three-stage workflow, by which spheres are iteratively grown inside of…
Available in the literature are properties which characterize the gamma distribution via independence of two appropriately chosen statistics. Well-known is the classical result when one of the statistics is the sample mean and the other one…
We consider sums of the form \[\sum_{j=0}^{n-1}F_1(a_1n+b_1j+c_1)F_2(a_2n+b_2j+c_2)... F_k(a_kn+b_kj+c_k),\] in which each $\{F_i(n)\}$ is a sequence that satisfies a linear recurrence of degree $D(i)<\infty$, with constant coefficients. We…
This is a joint introduction to classical and free probability, which are twin sisters. We first review the foundations of classical probability, notably with the main limiting theorems (CLT, CCLT, PLT, CPLT), and with a look into examples…
We propose a two-sample test for high-dimensional means that requires neither distributional nor correlational assumptions, besides some weak conditions on the moments and tail properties of the elements in the random vectors. This…
This paper studies the asymptotic properties of weighted sums of the form $Z_n=\sum_{i=1}^n a_i X_i$, in which $X_1, X_2, \ldots, X_n$ are i.i.d.~random variables and $a_1, a_2, \ldots, a_n$ correspond to either eigenvalues or singular…
We propose a novel statistical test to assess the mutual independence of multidimensional random vectors. Our approach is based on the $L_1$-distance between the joint density function and the product of the marginal densities associated…
We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…
In a central lemma we characterize "generating functions" of certain functors on the category of algebraic non-commutative probability spaces. Special families of such generating functions correspond to "unital, associative universal…
We introduce a new type of test for complete spatial randomness that applies to mapped point patterns in a rectangle or a cube of any dimension. This is the first test of its kind to be based on characteristic functions and utilizes a…
Free cumulants were introduced as the proper analog of classical cumulants in the theory of free probability. There is a mix of similarities and differences, when one considers the two families of cumulants. Whereas the combinatorics of…