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We consider noncommutative rational functions as well as matrices in polynomials in noncommuting variables in two settings: in an algebraic context the variables are formal variables, and their rational functions generate the "free field";…

Operator Algebras · Mathematics 2020-04-17 Tobias Mai , Roland Speicher , Sheng Yin

Recent work of Belinschi, Mai and Speicher resulted in a general algorithm to calculate the distribution of any selfadjoint polynomial in free variables. Since many classes of independent random matrices become asymptotically free if the…

Operator Algebras · Mathematics 2015-10-28 Roland Speicher

We show that the spectral measure of any non-commutative polynomial of a non-commutative $n$-tuple cannot have atoms if the free entropy dimension of that $n$-tuple is $n$ (see also work of Mai, Speicher, and Weber). Under stronger…

Operator Algebras · Mathematics 2015-08-10 I. Charlesworth , D. Shlyakhtenko

In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…

Probability · Mathematics 2018-09-17 Benoit Collins , Takahiro Hasebe , Noriyoshi Sakuma

It is well known that the ratio of two independent standard Gaussian random variables follows a Cauchy distribution. Any convex combination of independent standard Cauchy random variables also follows a Cauchy distribution. In a recent…

Statistics Theory · Mathematics 2016-03-04 Natesh S. Pillai

Consider a tuple $(Y_1,\dots,Y_d)$ of normal operators in a tracial operator algebra setting with prescribed sizes of the eigenspaces for each $Y_i$. We address the question what one can say about the sizes of the eigenspaces for any…

Operator Algebras · Mathematics 2022-05-23 Octavio Arizmendi , Guillaume Cébron , Roland Speicher , Sheng Yin

We give an analytical approach to the definition of additive and multiplicative free convolutions which is based on the theory of Nevanlinna and of Schur functions. We consider the set of probability distributions as a semigroup $\bold M$…

Operator Algebras · Mathematics 2010-10-12 G. Chistyakov , F. Götze

We consider (self-adjoint) families of infinite matrices of noncommutative random variables such that the joint distribution of their entries is invariant under conjugation by a free quantum group. For the free orthogonal and…

Operator Algebras · Mathematics 2011-01-05 Stephen Curran , Roland Speicher

In Surveys in Differential Geometry, Volume 7, published in 2002 and Philosophical Transactions of the Royal Society A, Volume 359, published in 2001, Sir Michael Atiyah introduced what is known as the Atiyah problem on configurations of…

Combinatorics · Mathematics 2023-06-07 Joseph Malkoun

We prove that $X^r$ follows an FID distribution if: (1) $X$ follows a free Poisson distribution without an atom at 0 and $r\in(-\infty,0]\cup[1,\infty)$; (2) $X$ follows a free Poisson distribution with an atom at 0 and $r\geq1$; (3) $X$…

Probability · Mathematics 2019-05-28 Takahiro Hasebe

In this note, we study asymptotic zero distribution of multivariable full system of random polynomials with independent Bernoulli coefficients. We prove that with overwhelming probability their simultaneous zeros sets are discrete and the…

Complex Variables · Mathematics 2023-10-31 Turgay Bayraktar , Çiğdem Çelik

Given a sequence of real rooted polynomials $\{p_n\}_{n\geq 1}$ with a fixed asymptotic root distribution, we study the asymptotic root distribution of the repeated polar derivatives of this sequence. This limiting distribution can be seen…

Probability · Mathematics 2025-08-27 Daniel Perales , Zhiyuan Yang

Let $X_1,\dots,X_n$ be operators in a finite von Neumann algebra and consider their division closure in the affiliated unbounded operators. We address the question when this division closure is a skew field (aka division ring) and when it…

Operator Algebras · Mathematics 2020-04-17 Tobias Mai , Roland Speicher , Sheng Yin

It is a classical result in complex analysis that the class of functions that arise as the Cauchy transform of probability measures may be characterized entirely in terms of their analytic and asymptotic properties. Such transforms are a…

Operator Algebras · Mathematics 2014-05-28 John D. Williams

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

Portfolio Management · Quantitative Finance 2016-05-24 Takashi Shinzato

Building on the work of Arizmendi and Celestino (2021), we derive the $*$-distributions of polynomials in monotone independent and infinitesimally monotone independent elements. For non-zero complex numbers $\alpha$ and $\beta$, we derive…

Probability · Mathematics 2024-05-09 Marwa Banna , Pei-Lun Tseng

Belinschi and Nica introduced a composition semigroup on the set of probability measures. Using this semigroup, they introduced a free divisibility indicator, from which one can know whether a probability measure is freely infinitely…

Probability · Mathematics 2013-12-04 Octavio Arizmendi , Takahiro Hasebe

In this paper, we show that it is possible for a commutative ring with identity to be non-atomic (that is, there exist non-zero nonunits that cannot be factored into irreducibles) and yet have a strongly atomic polynomial extension. In…

Commutative Algebra · Mathematics 2016-12-20 Jim Coykendall , Stacy Trentham

We consider free multiple stochastic measures in the combinatorial framework of the lattice of all diagonals of an n-dimensional space. In this free case, one can restrict the analysis to only the noncrossing diagonals. We give definitions…

Operator Algebras · Mathematics 2007-05-23 Michael Anshelevich

Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of…

Information Theory · Computer Science 2022-12-12 Yue Yu , Pavel Loskot
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