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We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

Let $Z_\al$ be a positive $\alpha$-stable random variable and $T_\al=(Z_\al/\tilde Z_\al)^\al,$ with independents components in the quotient. It is known that $T_\al$ is distributed as the positive branch of a Cauchy random variable with…

Probability · Mathematics 2014-02-06 Pierre Bosch

We prove a multiple recurrence result for arbitrary measure-preserving transformations along polynomials in two variables of the form $m+p_i(n)$, with rationally independent $p_i$'s with zero constant term. This is in contrast to the single…

Dynamical Systems · Mathematics 2019-02-20 Nikos Frantzikinakis , Pavel Zorin-Kranich

We design the first efficient polynomial identity testing algorithms over the nonassociative polynomial algebra. In particular, multiplication among the formal variables is commutative but it is not associative. This complements the strong…

Computational Complexity · Computer Science 2025-09-16 Partha Mukhopadhyay , C Ramya , Pratik Shastri

This paper develops a theory for completely random measures in the framework of free probability. A general existence result for free completely random measures is established, and in analogy to the classical work of Kingman it is proved…

Probability · Mathematics 2020-07-13 Francesca Collet , Fabrizio Leisen , Steen Thorbjørnsen

For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…

Operator Algebras · Mathematics 2023-04-07 Michael Anshelevich , Zhichao Wang

We give further support for our conjecture relating eigenvalue distributions of the Kapustin-Willett-Yaakov matrix model in the large N limit to numbers of operators in the chiral ring of the corresponding supersymmetric three-dimensional…

High Energy Physics - Theory · Physics 2015-05-28 Daniel R. Gulotta , Christopher P. Herzog , Silviu S. Pufu

We prove the two-dimensional analogue of the asymptotics for Toeplitz determinants with Fisher-Hartwig singularities, for general real symbols. This formula has applications to random normal matrices with complex spectra: (i) the…

Probability · Mathematics 2026-01-13 Paul Bourgade , Guillaume Dubach , Lisa Hartung , Ahmet Keles

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

Classical Analysis and ODEs · Mathematics 2009-11-11 P. J. Forrester , N. S. Witte

A numerical semigroup $S$ is a cofinite, additively-closed subset of the nonnegative integers that contains $0$. In this paper, we initiate the study of atomic density, an asymptotic measure of the proportion of irreducible elements in a…

Group Theory · Mathematics 2021-03-09 A. A. Antoniou , R. A. C. Edmonds , B. Kubik , C. O'Neill , S. Talbott

We propose a new nonparametric test for the supposition of independence between two continuous random variables. The test is based on the size of the longest increasing subsequence of a random permutation. We identified the independence…

Methodology · Statistics 2015-03-13 Jesus E. Garcia , Veronica A. Gonzalez-Lopez

We describe a simple approach to factorize non-commutative (nc) polynomials, that is, elements in free associative algebras (over a commutative field), into atoms (irreducible elements) based on (a special form of) their minimal linear…

Rings and Algebras · Mathematics 2018-08-09 Konrad Schrempf

Single-particle and coincidence distributions of photons are analyzed for the noncollinear frequency-degenerate type-I regime of Spontaneous Parametric Down-Conversion. Noncollinearity itself is shown to provide a new mechanism of strong…

Quantum Physics · Physics 2018-01-24 M. V. Fedorov

Dual Lukacs type characterizations of random variables in free probability are studied here. First, we develop a freeness property satisfied by Lukacs type transformations of free-Poisson and free-Binomial non-commutative variables which…

Operator Algebras · Mathematics 2013-12-10 Kamil Szpojankowski , Jacek Wesolowski

We characterize semicircular distribution by the freeness of linear and quadratic forms in noncommutative random variables from a tracial $W^*$-probability space with relaxed moment conditions.

Operator Algebras · Mathematics 2012-12-06 G. P. Chistyakov , F. Götze , F. Lehner

We apply the method of determinants to study the distribution of the largest singular values of large $ m \times n $ real rectangular random matrices with independent Cauchy entries. We show that statistical properties of the (rescaled by a…

Probability · Mathematics 2009-11-10 Alexander Soshnikov , Yan V. Fyodorov

The Koornwinder-Macdonald multivariable generalization of the Askey-Wilson polynomials is studied for parameters satisfying a truncation condition such that the orthogonality measure becomes discrete with support on a finite grid. For this…

q-alg · Mathematics 2010-09-28 Jan F. van Diejen , Jasper V. Stokman

An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…

Probability · Mathematics 2016-03-25 Radosław Adamczak , Djalil Chafaï , Paweł Wolff

A wide array of graphical models can be parametrised to have atomic probabilities represented by monomial functions. Such monomial structure has proven very useful when studying robustness under the assumption of a multilinear model where…

Statistics Theory · Mathematics 2019-01-09 Manuele Leonelli

Inspired by the notion of quasi-infinite divisibility (QID), we introduce and study the class of freely quasi-infinitely divisible (FQID) distributions on $\mathbb{R}$, i.e. distributions which admit the free L\'{e}vy-Khintchine-type…

Probability · Mathematics 2022-03-10 Ikkei Hotta , Wojciech Młotkowski , Noriyoshi Sakuma , Yuki Ueda