Related papers: Free Probability for Pairs of Faces I
Long-range dependence in time series may yield non-central limit theorems. We show that there are analogous time series in free probability with limits represented by multiple Wigner integrals, where Hermite processes are replaced by…
This is a continuation of our previous work in bi-free harmonic analysis for commuting left and right variables. Here we analyze the bi-free partial S-transform and use the results to study limit theorems and infinite divisibility relative…
In this paper, a connection between bi-free probability and the asymptotics of random quantum channels and tensor products of random matrices is established. Using bi-free matrix models, it is demonstrated that the spectral distribution of…
We introduce the notion of a combinatorial inverse system in non-commutative variables. We present two important examples, some conjectures and results. These conjectures and results were suggested and supported by computer investigations.
We study the linear span of commutators of free random variables and show that these are the only quadratic forms which satisfy the following equivalent properties: * preservation free infinite divisibility * free and strong cancellation of…
We solve two longstanding major problems in Free Probability. This is achieved by generalising the theory to one with values in arbitrary commutative algebras. We prove the existence of the multi-variable $S$-transform, and show that it is…
We point out that bi-free product constructions respect reflection positivity.
We show that real second order freeness appears in the study of Haar unitary and unitarily invariant random matrices when transposes are also considered. In particular we obtain the unexpected result that a unitarily invariant random matrix…
This paper deals with characterizing the freeness and asymptotic freeness of free multiple integrals with respect to a free Brownian motion or a free Poisson process. We obtain three characterizations of freeness, in terms of contraction…
As in the cases of freeness and monotonic independence, the notion of conditional freeness is meaningful when complex-valued states are replaced by positive conditional expectations. In this framework, the paper presents several positivity…
It is well known that when a pair of random variables is statistically independent, it has no-correlation (zero covariance, $E[XY] - E[X]E[Y] = 0$), and that the converse is not true. However, if both of these random variables take only two…
The functional equation defining the free cumulants in free probability is lifted successively to the noncommutative Fa\`a di Bruno algebra, and then to the group of a free operad over Schr\"oder trees. This leads to new combinatorial…
The key result in the paper concerns two transformations, Phi(rho, psi) and B_t(psi) on states on the algebra of non-commutative polynomials, or equivalently on joint distributions of d-tuples of non-commuting operators. These…
This talk is organized as follows: First we explain some basic concepts in non-commutative probability theory in the frame of operator algebras. In Section 2, we discuss related topics in von Neumann algebras. Sections 3 and 4 contain some…
We propose two model-free, permutation-based tests of independence between a pair of random variables. The tests can be applied to samples from any bivariate distribution: continuous, discrete or mixture of those, with light tails or heavy…
In this article the idea of random variables over the set theoretic universe is investigated. We explore what it can mean for a random set to have a specific probability of belonging to an antecedently given class of sets.
This paper is concerned with two examples on the application of the free boundary formulation to BVPs on a semi-infinite interval. In both cases we are able to provide the exact solution of both the BVP and its free boundary formulation.…
Let $(\kappa_n(a))_{n\geq 1}$ denote the sequence of free cumulants of a random variable $a$ in a non-commutative probability space $(\mathcal{A},\varphi)$. Based on some considerations on bipartite graphs, we provide a formula to compute…
In this paper, we present a combinatorial approach to the opposite 2-variable bi-free partial $S$-transforms where the opposite multiplication is used on the right. In addition, extensions of this partial $S$-transforms to the conditional…
Positivity, the assumption that every unique combination of confounding variables that occurs in a population has a non-zero probability of an action, can be further delineated as deterministic positivity and stochastic positivity. Here, we…