Related papers: Free Brownian motion and free convolution semigrou…

We present functional versions of recent results on the univariate distributions of the process $V_{x,u} = x + W_{u\tau(x)},$ $0\le u\le 1$, where $W_\bullet$ is the standard Brownian motion process, $x>0$ and $\tau (x) =\inf\{t>0 :…

Gao, Jackson, and Seward (see arXiv:1201.0513) proved that every countably infinite group $\Gamma$ admits a nonempty free subshift $X \subseteq \{0,1\}^\Gamma$. Furthermore, a theorem of Seward and Tucker-Drob (see arXiv:1402.4184) implies…

Motivated by recent developments on random polymer models we propose a generalisation of reflected Brownian motion (RBM) in a polyhedral domain. This process is obtained by replacing the singular drift on the boundary by a continuous one…

Let $(Z^{(n)}_k)_{1 \leq k \leq n}$ be a random set of points and let $\mu_n$ be its \emph{empirical measure}: $$\mu_n = \frac{1}{n} \sum_{k=1}^n \delta_{Z^{(n)}_k}. $$ Let $$P_n(z) := (z - Z^{(n)}_1)\cdots (z - Z^{(n)}_n)\quad…

We consider a branching Brownian motion which starts from $0$ with drift $\mu \in \mathbb{R}$ and we focus on the number $Z_x$ of particles killed at $-x$, where $x>0$. Let us call $\mu_0$ the critical drift such that there is a positive…

It is well-known that, as $n\to\infty$, the zero distribution of the $n$-th Hermite polynomial converges to the semicircular law (the free normal distribution), while the zero distribution of the associated Laguerre polynomials converges to…

Let $G$ be a locally compact group and $\mu$ be a probability measure on $G$. We consider the convolution operator $\lambda_1(\mu)\colon L_1(G)\to L_1(G)$ given by $\lambda_1(\mu)f=\mu \ast f$ and its restriction $\lambda_1^0(\mu)$ to the…

Recently Khmaladze has shown how to `rotate' one empirical process to another. This paper is the first to apply this transform when successive data points are generated by a single distributional family, but with covariates varying over the…

Let $T \colon M \to M$ be a nonuniformly expanding dynamical system, such as logistic or intermittent map. Let $v \colon M \to \mathbb{R}^d$ be an observable and $v_n = \sum_{k=0}^{n-1} v \circ T^k$ denote the Birkhoff sums. Given a…

By solving a free analog of the Monge-Amp\`ere equation, we prove a non-commutative analog of Brenier's monotone transport theorem: if an $n$-tuple of self-adjoint non-commutative random variables $Z_{1},...,Z_{n}$ satisfies a regularity…

In arXiv:0807.0677, K\"ostler and Speicher observed that de Finetti's theorem on exchangeable sequences has a free analogue if one replaces exchangeability by the stronger condition of invariance under quantum permutations. In this paper we…

We study the probability measure $\mu_{0}$ for which the moment sequence is $\binom{3n}{n}\frac{1}{n+1}$. We prove that $\mu_{0}$ is absolutely continuous, find the density function and prove that $\mu_{0}$ is infinitely divisible with…

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 $\hat\mu(y)$…

We provide a refined combinatorial identity for the set of partitions of $\{1,\dots, n\}$, which plays an important role in investigating several limit theorems related to finite free convolutions. Firstly, we present the finite free…

The goal of this paper is twofold: we study metric measure spaces $(X,d,m)$ with variable lower bounds for the Ricci curvature and we study pathwise coupling of Brownian motions. Given any lower semicontinuous function $k:X\to \mathbb R$ we…

We consider Toeplitz operators $T_f^{\lambda}$ with symbol $f$ acting on the standard weighted Bergman spaces over a bounded symmetric domain $\Omega\subset \mathbb{C}^n$. Here $\lambda > genus-1$ is the weight parameter. The classical…

We present a constructive probabilistic proof of the fact that if $B=(B_t)_{t\ge0}$ is standard Brownian motion started at $0$, and $\mu$ is a given probability measure on $\mathbb{R}$ such that $\mu(\{0\})=0$, then there exists a unique…

We propose a simple conjecture for the functional form of the asymptotic behavior of work distributions for driven overdamped Brownian motion of a particle in confining potentials. This conjecture is motivated by the fact that these…

We study when a given Gaussian random variable on a given probability space $(\Omega, {\cal{F}}, P) $ is equal almost surely to $\beta_{1}$ where $\beta $ is a Brownian motion defined on the same (or possibly extended) probability space. As…

We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…