Related papers: Matricial model for the free multiplicative convol…
This paper constructs a class of martingale transforms based on L\'evy processes on Lie groups. From these, a natural class of bounded linear operators on the $L^p$-spaces of the group (with respect to Haar measure) for $1<p<\infty$, are…
The extension $k \mapsto \mu^{\boxplus k}$ of the concept of a free convolution power to the case of non-integer $k \geq 1$ was introduced by Bercovici-Voiculescu and Nica-Speicher, and related to the minor process in random matrix theory.…
We study matricial approximations of master fields we constructed in a previous work. These approximations (in non-commutative distribution) are obtained by extracting blocks of a Brownian unitary diffusion (with entries in $\mathbb{R},…
We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. In the case of positive variables, the main theorem extends a result proved earlier for arrays with identically…
In this paper, we introduce and study a unitary matrix-valued process which is closely related to the Hermitian matrix-Jacobi process. It is precisely defined as the product of a deterministic self-adjoint symmetry and a randomly-rotated…
The goal of this paper is to investigate how the marginal and dependence structures of a variety of multivariate L\'evy models affect calibration and pricing. To this aim, we study the approaches of Luciano and Semeraro (2010) and Ballotta…
We review the recent developments in the theory of normal, normal self-dual and general complex random matrices. The distribution and correlations of the eigenvalues at large scales are investigated in the large $N$ limit. The 1/N expansion…
Motivated by limits of critical inhomogeneous random graphs, we construct a family of sequences of measured metric spaces that we call continuous multiplicative graphs, that are expected to be the universal limit of graphs related to the…
The complex analytic methods have found a wide range of applications in the study of multiplicity-free representations. This article discusses, in particular, its applications to the question of restricting highest weight modules with…
We study line patterns in a free group by considering the topology of the decomposition space, a quotient of the boundary at infinity of the free group related to the line pattern. We show that the group of quasi-isometries preserving a…
We present a diagrammatic technique for calculating the free energy of the Hermitian one-matrix model to all orders of 1/N expansion in the case where the limiting eigenvalue distribution spans arbitrary (but fixed) number of disjoint…
The eigenvalue spectrum of the sum of large random matrices that are mutually "free", i.e., randomly rotated, can be obtained using the formalism of R-transforms, with many applications in different fields. We provide a direct…
This thesis deals with the geometric and integrable aspects associated with random matrix models. Its purpose is to provide various applications of random matrix theory, from algebraic geometry to partial differential equations of…
We study the asymptotic behavior of the free cumulants (in the sense of free probability theory of Voiculescu) of Jucys--Murphy elements--or equivalently--of the transition measure associated with a Young diagram. We express these cumulants…
We study a stochastic branching model for a population structured by a quantitative phenotypic trait and subject to births, deaths, and mutations. In a regime of large population and small mutations, and in logarithmic scales of size and…
We prove new vanishing results on the growth of higher torsion homologies for suitable arithmetic lattices, Artin groups and mapping class groups. The growth is understood along Farber sequences, in particular, along residual chains. For…
We introduce the concept of matrix liberation process, a random matrix counterpart of the liberation process in free probability, and prove a large deviation upper bound for its empirical distribution with several properties on its rate…
Macroscopic loop correlators are investigated in the hermitian one matrix model with the potential perturbed by the higher order curvature term. In the phase of smooth surfaces the model is equivalent to the minimal conformal matter coupled…
In this paper, an analogue of matrix models from free probability is developed in the bi-free setting. A bi-matrix model is not simply a pair of matrix models, but a pair of matrix models where one element in the pair acts by…
Modeling correlation (and covariance) matrices can be challenging due to the positive-definiteness constraint and potential high-dimensionality. Our approach is to decompose the covariance matrix into the correlation and variance matrices…