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Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…

Probability · Mathematics 2007-05-23 Boris Tsirelson

We prove a law of large numbers and a central limit theorem for a tagged particle in a symmetric simple exclusion process in the one-dimensional lattice with variable diffusion coefficient. The scaling limits are obtained from a similar…

Statistical Mechanics · Physics 2009-04-24 Milton Jara , Patricia Goncalves

The algorithmic theory of randomness is well developed when the underlying space is the set of finite or infinite sequences and the underlying probability distribution is the uniform distribution or a computable distribution. These…

Computational Complexity · Computer Science 2016-08-31 Peter Gacs

We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…

Probability · Mathematics 2009-08-26 Max Skipper

We study unimodality for free multiplicative convolution with free normal distributions $\{\lambda_t\}_{t>0}$ on the unit circle. We give four results on unimodality for $\mu\boxtimes\lambda_t$: (1) if $\mu$ is a symmetric unimodal…

Probability · Mathematics 2022-09-05 Takahiro Hasebe , Yuki Ueda

An application of Levy's continuity theorem and Hankel transform allow us to establish a law limit theorem for the sequence $V_n=f(U)\sin(n U)$, where $U$ is uniformly distributed in $(0,1)$ and $f$ a given function. Further, we investigate…

Probability · Mathematics 2024-06-24 Mostafa Maslouhi

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

Probability · Mathematics 2015-05-20 Daniel Paulin , Domokos Szász

We prove Edgeworth type expansions for distribution functions of sums of free random variables under minimal moment conditions. The proofs are based on the analytic definition of free convolution. We apply these results to the expansion of…

Probability · Mathematics 2011-12-22 G. P. Chistyakov , F. Götze

Given two nondegenerate Borel probability measures $\mu$ and $\nu$ on $\mathbb{R}_{+}=[0,\infty)$, we prove that their free multiplicative convolution $\mu\boxtimes\nu$ has zero singular continuous part and its absolutely continuous part…

Probability · Mathematics 2020-06-09 Hong Chang Ji

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

Belinschi et al. [Adv. Math., 226 (2011), 3677--3698] proved that the normal distribution is freely infinitely divisible. This paper establishes a certain monotonicity, real analyticity and asymptotic behavior of the density of the free…

Probability · Mathematics 2023-10-16 Takahiro Hasebe , Yuki Ueda

Under the assumption that the distribution of a nonnegative random variable $X$ admits a bounded coupling with its size biased version, we prove simple and strong concentration bounds. In particular the upper tail probability is shown to…

Probability · Mathematics 2014-07-15 Richard Arratia , Peter Baxendale

We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…

Probability · Mathematics 2023-10-25 Aurelien Gribinski

We consider large uniform labeled random graphs in different classes with prescribed decorations in their modular decomposition. Our main result is the estimation of the number of copies of every graph as an induced subgraph. As a…

Combinatorics · Mathematics 2023-10-25 Théo Lenoir

We provide the first quantitative estimates for the rate of convergence in the free multiplicative central limit theorem (CLT), in terms of the Kolmogorov and $r$-Wasserstein distances for $r \geq 1$. While the free additive CLT has been…

Operator Algebras · Mathematics 2025-07-03 Marwa Banna , Nicolas Gilliers , Pei-Lun Tseng

We give a complete expansion, at any accuracy order, for the iterated convolution of a complex valued integrable sequence in one space dimension. The remainders are estimated sharply with generalized Gaussian bounds. The result applies in…

Numerical Analysis · Mathematics 2024-11-14 Jean-François Coulombel , Grégory Faye

We investigate random Bernoulli convolutions, namely, probability measures given by the infinite convolution \[ \mu_\omega = \mathop{\circledast}_{k=1}^{\infty} \left( \frac{\delta_0 + \delta_{\lambda_1 \lambda_2 \ldots \lambda_{k-1}…

Dynamical Systems · Mathematics 2025-08-06 Simon Baker , Henna Koivusalo , Sascha Troscheit , Xintian Zhang

Let $ V_{n} = X_{1,n} + X_{2,n} + \cdots + X_{n,n}$ where $X_{i,n}$ are Bernoulli random variables which take the value $1$ with probability $b(i;n)$. Let $\lambda_{n} = \sum\limits_{i=1}^{n} b(i;n) $, $\lambda = \lim\limits_{n \to \infty}…

Probability · Mathematics 2018-12-18 Italo Simonelli , Lucia D. Simonelli

We consider a compact orientable hyperbolic 3-manifold with a compressible boundary. Suppose that we are given a sequence of geometrically finite hyperbolic metrics whose conformal boundary structures at infinity diverge to a projective…

Geometric Topology · Mathematics 2011-11-28 Inkang Kim , Cyril Lecuire , Ken'ichi Ohshika

We investigate the Brown measures of compressions of $R$-diagonal random variables, extending previous results to include unbounded cases. For random variables with finite variance, we demonstrate that the Brown measures of their…

Probability · Mathematics 2026-04-27 Vladislav Kargin
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