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A fundamental result of free probability theory due to Voiculescu and subsequently refined by many authors states that conjugation by independent Haar-distributed random unitary matrices delivers asymptotic freeness. In this paper we…
We present a parallel between commutative and non-commutative polymorphisms. Our emphasis is the applications to conditional distributions from stochastic processes. In the classical case, both the measures and the positive definite kernels…
In the literature of stochastic orders, one rarely finds results that can be considered as criteria for the non-comparability of random variables. In this paper, we provide results that enable researchers to use simple tools to conclude…
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…
In order to physically enlighten the relationship between {\it $q$--independence} and {\it scale-invariance}, we introduce three types of asymptotically scale-invariant probabilistic models with binary random variables, namely (i) a family,…
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…
We study a class of noncommutative gauge theory models on 2-dimensional Moyal space from the viewpoint of matrix models and explore some related properties. Expanding the action around symmetric vacua generates non local matrix models with…
We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined…
We consider a nearly Gaussian random variable $X$ (see \cite{Lefebvre}) that, after a power transformation, the variable $X^c$ where $c=\{(2k+1)/(2j+1)\}$, $k,j=\{0,1,\dots\}$, is approximately Gaussian. This transformation is useful to…
We use the exact calculation of the quantum mechanical, temporal characteristic function $\chi(\eta)$ and the degree of second-order coherence $g^{(2)}(\tau)$ for a single-mode, degenerate parametric amplifier for a system in the Gaussian…
This paper introduces some new characterizations of COM-Poisson random variables. First, it extends Moran-Chatterji characterization and generalizes Rao-Rubin characterization of Poisson distribution to COM-Poisson distribution. Then, it…
We investigate the properties of uniform doubly stochastic random matrices, that is non-negative matrices conditioned to have their rows and columns sum to 1. The rescaled marginal distributions are shown to converge to exponential…
We derive a multiplication law for free non-hermitian random matrices allowing for an easy reconstruction of the two-dimensional eigenvalue distribution of the product ensemble from the characteristics of the individual ensembles. We define…
We analyze the explosion problem for a class of stochastic models introduced in Part I (arXiv:2103.06912), referred to as doubly stochastic Yule cascades. These models arise naturally in the construction of solutions to evolutionary PDEs as…
We study the addditon problem for strongly matricially free random variables which generalize free random variables. Using operators of Toeplitz type, we derive a linearization formula for the `matricial R-transform' related to the…
In this article, we continue our investigation on the role of non-commutativity in quantum theory. Using the method explained in "On non-commutativity in quantum theory (I): from classical to quantum probability", we analyze two toy models…
We consider two extensions of free probability that have been studied in the research literature, and are based on the notions of c-freeness and respectively of infinitesimal freeness for noncommutative random variables. In a 2012 paper,…
This paper describes the expected characteristic polynomial of the commutator of randomly rotated matrices, in the context of the finite free probability theory initiated by Marcus, Spielman, and Srivastava. The key technical features are…
For each positive number $\alpha$ we study the analog $\nu_alpha$ in free probability of the classical Gamma distribution with parameter $\alpha$. We prove that $\nu_\alpha$ is absolutely continuous and establish the main properties of the…
Since Voiculescu introduced his bi-free probability theory in 2013, the major development of the theory has been on its combinatorial side; in particular, on the combinatorics of bi-free cumulants and its application to the bi-free…