Related papers: Dual Lukacs regressions for non-commutative variab…
We deduce the non-asymptotical bilateral estimates for moment inequalities for sums of non-negative independent random variables, based on the correspondent estimates for the so-called Bell functions and the Poisson distribution.
We introduce a new model for random simplicial complexes which with high probability generates a complex that has a simply-connected double cover. Hence we develop a model for random simplicial complexes with fundamental group…
This article develops dual variational formulations for a large class of models in variational optimization. The results are established through basic tools of functional analysis, convex analysis and duality theory. The main duality…
The question of testing for equality in distribution between two linear models, each consisting of sums of distinct discrete independent random variables with unequal numbers of observations, has emerged from the biological research. In…
In this article, we study tests of independence for data with arbitrary distributions in the non-serial case, i.e., for independent and identically distributed random vectors, as well as in the serial case, i.e., for time series. These…
We investigate a generalized empirical likelihood approach in a two-group setting where the constraints on parameters have a form of U-statistics. In this situation, the summands that consist of the constraints for the empirical likelihood…
Concerning bivariate least squares linear regression, the classical results obtained for extreme structural models in earlier attempts are reviewed using a new formalism in terms of deviation (matrix) traces which, for homoscedastic data,…
In this article we review the standard versions of the Central and of the Levy-Gnedenko Limit Theorems, and illustrate their application to the convolution of independent random variables associated with the distribution known as…
We propose two model-free, permutation-based tests of independence between a pair of random variables. The tests can be applied to samples from any bivariate distribution: continuous, discrete or mixture of those, with light tails or heavy…
Classical hardness-of-sampling results are largely established for random quantum circuits, whereas analog simulators natively realize time evolutions under geometrically local Hamiltonians. Does a typical such Hamiltonian already yield…
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…
A version of the classical Vieta theorem for free noncommuting variables is given. It leads to a new start in a construction of noncommutative symmetric functions
We formulate non-relativistic classical and quantum mechanics in the non-commutative two dimensional plane. The approach we use is based on the Galilei group, where the non-commutativity is seen as a central extension upon identification of…
The free convolution is the binary operation on the set of probability measures on the real line which allows to deduce, from the individual spectral distributions, the spectral distribution of a sum of independent unitarily invariant…
A combinatorial formula is derived which expresses free cumulants in terms of classical comulants. As a corollary, we give a combinatorial interpretation of free cumulants of classical distributions, notably Gaussian and Poisson…
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…
The Dufresne laws (laws of product of independent random variables with gamma and beta distributions) occur as stationary distribution of certain Markov chains $ X_n $ on $ R$ defined by: \begin{equation} X_n = A_n ( X_{n-1} + B_n )…
In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss…
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…
This paper is concerned with test of the conditional independence. We first establish an equivalence between the conditional independence and the mutual independence. Based on the equivalence, we propose an index to measure the conditional…