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The aim of this paper is to show how free probability theory sheds light on spectral properties of deformed matricial models and provides a unified understanding of various asymptotic phenomena such as spectral measure description,…

Probability · Mathematics 2016-07-20 M Capitaine , C Donati-Martin

Free probabilistic considerations of type B first appeared in a paper by Biane, Goodman and Nica in 2003. Recently, connections between type B and infinitesimal free probability were put into evidence by Belinschi and Shlyakhtenko…

Operator Algebras · Mathematics 2009-06-12 Maxime Fevrier , Alexandru Nica

Free variables occur frequently in mathematics and computer science with ad hoc and altering semantics. We present the most recent version of our free-variable framework for two-valued logics with properly improved functionality, but only…

Artificial Intelligence · Computer Science 2024-05-30 Claus-Peter Wirth

The standard method to check for the independence of two real-valued random variables -- demonstrating that the bivariate joint distribution factors into the product of its marginals -- is both necessary and sufficient. Here we present a…

Probability · Mathematics 2021-11-30 David Draper , Erdong Guo , Robert Lund , Jon Woody

In the paper we study characterizations of probability measures in free probability. By constancy of regressions for random variable $\V(\I-\U)\V$ given by $\V\U\V$, where $\U$ and $\V$ are free, we characterize free Poisson and free…

Operator Algebras · Mathematics 2014-12-11 Kamil Szpojankowski

We show that any $L^2$-bounded rational function in free semicircular random variables is a bounded operator, which implies the coincidence of the usual spectrum and $L^2$-spectrum for rational functions. Based on this observation, we also…

Operator Algebras · Mathematics 2026-04-22 Akihiro Miyagawa

The signature(s) of the curvature of the zero set V of a free (non-commutative) polynomial is defined as the number of positive and negative eigenvalues of the non-commutative second fundamental form on V determined by p. With some natural…

Functional Analysis · Mathematics 2012-02-02 Harry Dym , J. William Helton , Scott McCullough

We propose the extension of Fr\'{e}chet-Hoeffding copula bounds for circular data. The copula is a powerful tool for describing the dependency of random variables. In two dimensions, the Fr\'{e}chet-Hoeffding upper (lower) bound indicates…

Statistics Theory · Mathematics 2023-11-17 Hiroaki Ogata

We consider the existence of a continuous set of mutually unbiased bases for the continuous and periodic degree of freedom that describes motion on a circle (rotor degree of freedom). By a singular mapping of the circle to the line, we find…

Quantum Physics · Physics 2012-05-24 Xin Lü , Philippe Raynal , Berthold-Georg Englert

We define the notion of asymptotically free for locally restricted compositions, which means roughly that large parts can often be replaced by any larger parts. Two well-known examples are Carlitz and alternating compositions. We show that…

Combinatorics · Mathematics 2012-08-07 Edward A. Bender , E. Rodney Canfield , Zhicheng Gao

We propose a coefficient of conditional dependence between two random variables $Y$ and $Z$ given a set of other variables $X_1,\ldots,X_p$, based on an i.i.d. sample. The coefficient has a long list of desirable properties, the most…

Statistics Theory · Mathematics 2021-03-30 Mona Azadkia , Sourav Chatterjee

Measuring a strength of dependence of random variables is an important problem in statistical practice. In this paper, we propose a new function valued measure of dependence of two random variables. It allows one to study and visualize…

Methodology · Statistics 2014-05-12 Teresa Ledwina

It is shown that a choice of degrees of freedom of a bipartite continuous variable system determines amount of non-classical correlations (quantified by discord) in the system's state. Non-classical correlations (that include entanglement…

Quantum Physics · Physics 2013-04-01 M. Dugic , M. Arsenijevic , J. Jeknic-Dugic

The problem of a nonrelativistic particle with an internal color degree of freedom, with and without spin, moving in a free random gauge background is discussed. Freeness is a concept developed recently in the mathematical literature…

High Energy Physics - Theory · Physics 2015-06-26 Michael Engelhardt

We consider testing marginal independence versus conditional independence in a trivariate Gaussian setting. The two models are non-nested and their intersection is a union of two marginal independences. We consider two sequences of such…

Statistics Theory · Mathematics 2020-10-23 F. Richard Guo , Thomas S. Richardson

Given two second order free random variables $a$ and $b$, we study the second order free cumulants of their product $ab$, their commutator $ab-ba$, and their anti-commutator $ab+ba$. Let $(\kappa_n^a)_{n\geq 1}$ and…

Operator Algebras · Mathematics 2025-07-29 Daniel Munoz George , Daniel Perales

We study the properties of the analogue of R-diagonal operators in the setting of bi-free probability. Products of bi-R-diagonal pairs of operators that are $*$-bi-free are studied and powers of such pairs are found to also be…

Operator Algebras · Mathematics 2026-03-19 Georgios Katsimpas

It is well known that an extreme order statistic and a central order statistic (os) as well as an intermediate os and a central os from a sample of iid univariate random variables get asymptotically independent as the sample size increases.…

Statistics Theory · Mathematics 2017-02-01 Michael Falk , Florian Wisheckel

Testing for association or dependence between pairs of random variables is a fundamental problem in statistics. In some applications, data are subject to selection bias that causes dependence between observations even when it is absent from…

Methodology · Statistics 2020-10-13 Yaniv Tenzer , Micha Mandel , Or Zuk

We examine three probabilistic concepts related to the sentence "two variables have no bearing on each other". We explore the relationships between these three concepts and establish their relevance to the process of constructing similarity…

Artificial Intelligence · Computer Science 2016-11-08 Dan Geiger , David Heckerman
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