Related papers: On the Lukacs property for free random variables
Conditional independence and Markov properties are powerful tools allowing expression of multidimensional probability distributions by means of low-dimensional ones. As multidimensional possibilistic models have been studied for several…
Recently a distribution free approach for testing parametric hypotheses based on unitary transformations has been suggested in \cite{Khm13, Khm16, Khm17} and further studied in \cite{Ngu17} and \cite{Rob19}. In this note we show that the…
We calculate exactly the first cumulants of the free energy of a directed polymer in a random medium for the geometry of a cylinder. By using the fact that the n-th moment <Z^n> of the partition function is given by the ground state energy…
We apply the Poisson sum rule to obtain formal expressions for the Fourier coefficients of the potential of a lattice of generalized charge. Each generalized charge is assumed to contribute to the potential a term which depends only on the…
We present Lilac, a separation logic for reasoning about probabilistic programs where separating conjunction captures probabilistic independence. Inspired by an analogy with mutable state where sampling corresponds to dynamic allocation, we…
We propose new goodness-of-fit tests for the Poisson distribution. The testing procedure entails fitting a weighted Poisson distribution, which has the Poisson as a special case, to observed data. Based on sample data, we calculate an…
I give a survey about my work on combinatorial and probabilistic aspects of free probability theory. In particular, I present the combinatorial description of freeness in terms of free cumulants and I give some ideas of the main results of…
The well-known "Janson's inequality" gives Poisson-like upper bounds for the lower tail probability \Pr(X \le (1-\eps)\E X) when X is the sum of dependent indicator random variables of a special form. We show that, for large deviations,…
Let $\{T_{k}\}_{k=1}^{\infty}$ be a family of *--free identically distributed operators in a finite von Neumann algebra. In this work we prove a multiplicative version of the free central limit Theorem. More precisely, let…
Wick polynomials and Wick products are studied in the context of non-commutative probability theory. It is shown that free, boolean and conditionally free Wick polynomials can be defined and related through the action of the group of…
We study the tail behavior of the distribution of the sum of asymptotically independent risks whose marginal distributions belong to the maximal domain of attraction of the Gumbel distribution. We impose conditions on the distribution of…
Let $(X_k)_{k\geq 1}$ and $(Y_k)_{k\geq 1}$ be two independent sequences of i.i.d. random variables, with values in a finite and totally ordered alphabet $\mathcal{A}_m:=\{1,\dots,m\}$, and having respective probability mass function…
We prove a general multidimensional invariance principle for a family of U-statistics based on freely independent non-commutative random variables of the type $U_n(S)$, where $U_n(x)$ is the $n$-th Chebyshev polynomial and $S$ is a standard…
At low temperature in the epsilon regime of QCD the low-end of the Dirac spectrum is described by random matrix theory. In contrast, there has been no similarly well established staistical description in the high temperature, chirally…
Available in the literature are properties which characterize the gamma distribution via independence of two appropriately chosen statistics. Well-known is the classical result when one of the statistics is the sample mean and the other one…
Kagan and Shalaevski 1967 have shown that if the random variables $X_1,\dots,X_n$ are independent and identically distributed and the distribution of $\sum_{i=1}^n(X_i+a_i)^2$ $a_i\in \mathbb{R}$ depends only on $\sum_{i=1}^na_i^2$ , then…
An infinite convergent sum of independent and identically distributed random variables discounted by a multiplicative random walk is called perpetuity, because of a possible actuarial application. We give three disjoint groups of sufficient…
The Harris-Luck criterion judges the relevance of (potentially) spatially correlated, quenched disorder induced by, e.g., random bonds, randomly diluted sites or a quasi-periodicity of the lattice, for altering the critical behavior of a…
In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…
The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. For $k=1$ it is the standard Poisson distribution. Our main result is a proof that for sufficiently small values of the rate parameter $\lambda$,…