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This article, which is substantially motivated by the previous joint work with J. McKay [8], establishes the analytic analogues of the relations we found free probability has with Witt vectors. Therefore, we first present a novel analytic…

Probability · Mathematics 2018-03-12 Roland M. Friedrich

We revisit the theory of operator-valued free convolution powers given by a completely positive map $\eta$. We first give a general result, with a new analytic proof, that the $\eta$-convolution power of the law of $X$ is realized by…

Operator Algebras · Mathematics 2026-02-10 Ian Charlesworth , David Jekel

Situations in many fields of research, such as digital communications, nuclear physics and mathematical finance, can be modelled with random matrices. When the matrices get large, free probability theory is an invaluable tool for describing…

Information Theory · Computer Science 2007-07-13 O. Ryan , M. Debbah

In this article we introduce powerful tools and techniques from invariant theory to free analysis. This enables us to study free maps with involution. These maps are free noncommutative analogs of real analytic functions of several…

Rings and Algebras · Mathematics 2019-08-15 Igor Klep , Špela Špenko

We study the operator-valued free Fisher information of random matrices in an operator-valued noncommutative probability space. We obtain a formula for $\Phi^\ast_{M_2(\mb)}(A,A^\ast,M_2(\mb),\eta)$, where $A\in M_2(\mb)$ is a $2\times 2$…

Operator Algebras · Mathematics 2007-05-23 Bin Meng

We extend Voiculescu's approach to analytic subordination through the coalgebra of the free difference quotient to non-coassociative derivation-comultiplications appearing in free probability theory. We obtain new proofs of Voiculescu's…

Operator Algebras · Mathematics 2008-10-28 Stephen Curran

Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations in free probability to random variables with unbounded…

Operator Algebras · Mathematics 2021-04-20 Wiktor Ejsmont , Uwe Franz , Kamil Szpojankowski

In this paper, we introduce the notion of conditionally bi-free independence in an amalgamated setting. We define operator-valued conditionally bi-multiplicative pairs of functions and construct operator-valued conditionally bi-free moment…

Operator Algebras · Mathematics 2019-02-08 Yinzheng Gu , Paul Skoufranis

We study the class $\mathcal{M}_{\mathrm{ratio}}$ of those probability distributions for which the free $R$-transforms are rational functions. This class is closed under the additive free convolution, additive free powers and under the…

Probability · Mathematics 2021-11-22 Wojciech Młotkowski

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…

Operator Algebras · Mathematics 2019-03-07 Mingchu Gao

Free probability and random matrix theory has shown to be a fruitful combination in many fields of research, such as digital communications, nuclear physics and mathematical finance. The link between free probability and eigenvalue…

Probability · Mathematics 2007-05-23 Øyvind Ryan , Mérouane Debbah

In this paper, we define the general framework to describe the diffusion operators associated to a positive matrix. We define the equations associated to diffusion operators and present some general properties of their state vectors. We…

Numerical Analysis · Computer Science 2013-01-15 Dohy Hong , Fabien Mathieu , Gérard Burnside

We present an adaptive grid matrix-free operator approximation scheme based on a "product-convolution" interpolation of convolution operators. This scheme is appropriate for operators that are locally translation-invariant, even if these…

Numerical Analysis · Mathematics 2019-02-07 Nick Alger , Vishwas Rao , Aaron Myers , Tan Bui-Thanh , Omar Ghattas

Consider the $\mathcal{B}$-valued probability space $(\mathcal{A}, E, \mathcal{B})$, where $\mathcal{A}$ is a tracial von Neumann algebra. We extend the theory of operator valued free probability to the algebra of affiliated operators…

Operator Algebras · Mathematics 2015-12-18 John D. Williams

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…

Operator Algebras · Mathematics 2015-03-17 Romuald Lenczewski

We extend the relation between random matrices and free probability theory from the level of expectations to the level of all correlation functions (which are classical cumulants of traces of products of the matrices). We introduce the…

Operator Algebras · Mathematics 2007-06-13 Benoit Collins , James A. Mingo , Piotr Sniady , Roland Speicher

We propose a way to study one-dimensional statistical mechanics models with complex-valued action using transfer operators. The argument consists of two steps. First, the contour of integration is deformed so that the associated transfer…

Mathematical Physics · Physics 2016-11-10 Margherita Disertori , Sasha Sodin

Motivated by recent work of Au, C{\'e}bron, Dahlqvist, Gabriel, and Male, we study regularity properties of the distribution of a sum of two selfad-joint random variables in a tracial noncommutative probability space which are free over a…

Operator Algebras · Mathematics 2018-11-12 Serban Belinschi

We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…

Operator Algebras · Mathematics 2010-05-28 Romuald Lenczewski

We consider the notions of operator-valued infinitesimal (OVI) free independence, OVI Boolean independence, and OVI monotone independence. For each notion of OVI independence, we introduce the corresponding infinitesimal transforms, and…

Operator Algebras · Mathematics 2024-05-27 Pei-Lun Tseng