Related papers: Free Brownian motion and free convolution semigrou…

We associate to every function $u\in GBD(\Omega)$ a measure $\mu_u$ with values in the space of symmetric matrices, which generalises the distributional symmetric gradient $Eu$ defined for functions of bounded deformation. We show that this…

We show that a probability measure is not a nontrivial free additive convolution if it puts no mass in an interval whose endpoints are atoms. The analogous results for free multiplicative convolutions are proved as well. The proofs use…

We present a modified Brownian motion model for random matrices where the eigenvalues (or levels) of a random matrix evolve in "time" in such a way that they never cross each other's path. Also, owing to the exact integrability of the level…

In a previous paper (called "Rectangular random matrices. Related covolution"), we defined, for $\lambda \in [0,1]$, the rectangular free convolution with ratio $\lambda$. Here, we investigate the related notion of infinite divisiblity,…

We investigate first and second order fluctuations of additive functionals of a fractional Brownian motion (fBm) of the form \begin{align}\label{eq:abstractmain} Z_n=\left\{\int_{0}^{t}f(n^{H}(B_{s}-\lambda))ds\ ; t\geq 0 \right\}…

We consider a class of probability measures $\mu_{s,r}^{\alpha}$ which have explicit Cauchy-Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases. Also, we…

Let $\nu$ be a finite complex measure with support in $\bar {\mathbb D}$ and let $\mathcal C\nu$ denote the Cauchy transform of $\nu .$ Suppose that $\nu$ annihilates polynomials in complex variable $z$ and $\nu |_{\partial \mathbb D} =…

We introduce and study the notion of k-divisible elements in a non-commutative probability space. A k-divisible element is a (non-commutative) random variable whose n-th moment vanishes whenever n is not a multiple of k. First, we consider…

We generalize a previous result concerning free martingale polynomials for the stationary free Jacobi process of parameters $\lambda \in ]0.1], \theta = 1/2$. Hopelessly, apart from the case $\lambda = 1$, the polynomials we derive are no…

We consider certain questions pertaining to noncommutative generalized Brownian motions with multiple processes. We establish a framework for generalized Brownian motion with multiple processes similar to that defined by Guta and prove…

The following result is proven. Let $G_1 \cc^{T_1} (X_1,\mu_1)$ and $G_2 \cc^{T_2} (X_2,\mu_2)$ be orbit-equivalent, essentially free, probability measure preserving actions of countable groups $G_1$ and $G_2$. Let $H$ be any countable…

We propose a bivariate model for a pair of dependent unit vectors which is generated by Brownian motion. Both marginals have uniform distributions on the sphere, while the conditionals follow so-called ``exit'' distributions. Some…

Let $\mu$ be a probability measure on $\mathbb C$, and let $P_n$ be the random polynomial whose zeros are sampled independently from $\mu$. We study the asymptotic distribution of zeros of high-order derivatives of $P_n$. We show that, for…

On the space of (non-commutative) distributions of k-tuples of selfadjoint elements in a $C^*$-probability space $D_c(k)$, one has an operation $\freeplus$ of free additive convolution, and one can consider the subspace $D_c^{inf-div}$ of…

Given a multiplicative function $f$ which is periodic over the primes, we obtain a full asymptotic expansion for the shifted convolution sum $\sum_{|h|<n\leq x} f(n) \tau(n-h)$, where $\tau$ denotes the divisor function and…

Consider two free measure preserving group actions $\Gamma \actson (X, \mu), \Delta \actson (X, \mu)$, and a measure preserving action $\Delta \actson^a (Z, \nu)$ where $(X, \mu), (Z, \nu)$ are standard probability spaces. We show how to…

We consider the last zero crossing time $T_{\mu,t}$ of a Brownian motion, with drift $\mu \neq 0$ in the time interval $[0, t]$. We prove the large deviation principle of $\{T_{\mu \sqrt r t} : r > 0 \}$ as $r$ tends to infinity. Moreover,…

We investigate commutators of free variables of the form \( i[x, s] \), where \( s \) is a semicircular element. We show that although \( s \) and \( i[x, s] \) are not free, their sum nevertheless satisfies the free additive convolution…

In this paper, we consider the self-similar measure $\nu_\lambda=\mathrm{law}\left(\sum_{j \geq 0} \xi_j \lambda^j\right)$ on $\mathbb{R}$, where $|\lambda|<1$ and the $\xi_j \sim \nu$ are independent, identically distributed with respect…

Let $\mu$ be a probability measure in $\mathbb{C}$ with a continuous and compactly supported density function, let $z_1, \dots, z_n$ be independent random variables, $z_i \sim \mu$, and consider the random polynomial $$ p_n(z) =…