Related papers: Free probability and random matrices
Using the standard concepts of free random variables, we show that for a large class of nonhermitean random matrix models, the support of the eigenvalue distribution follows from their hermitean analogs using a conformal transformation. We…
This is a joint introduction to classical and free probability, which are twin sisters. We first review the foundations of classical probability, notably with the main limiting theorems (CLT, CCLT, PLT, CPLT), and with a look into examples…
We discuss free probability theory and free harmonic analysis from a categorical perspective. In order to do so, we extend first the set of analytic convolutions and operations and then show that the comonadic structure governing free…
We study three convolutions of polynomials in the context of free probability theory. We prove that these convolutions can be written as the expected characteristic polynomials of sums and products of unitarily invariant random matrices.…
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…
Free cumulants were introduced by Speicher as a proper analog of classical cumulants in Voiculescu's theory of free probability. The relation between free moments and free cumulants is usually described in terms of Moebius calculus over the…
We prove that independent rectangular random matrices, when embedded in a space of larger square matrices, are asymptotically free with amalgamation over a commutative finite dimensional subalgebra $D$ (under an hypothesis of unitary…
Free probability provides a framework for describing correlations between non-commuting observables in complex quantum systems whose Hilbert-space states follow maximum-entropy distributions. We examine the robustness of this framework…
This is an introduction to some of the most probabilistic aspects of free probability theory.
In this article we introduce powerful tools and techniques from invariant theory to free analysis. This enables us to study free maps with involution. These maps are free noncommutative analogs of real analytic functions of several…
We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…
We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…
We show that finite rank perturbations of certain random matrices fit in the framework of infinitesimal (type B) asymptotic freeness. This can be used to explain the appearance of free harmonic analysis (such as subordination functions…
We pursue the current developments in random tensor theory by laying the foundations of a free probability theory for tensors and establish its relevance in the study of random tensors of high dimension. We give a definition of freeness…
We consider a new class of non-Hermitian random matrices, namely the ones which have the form of sums of freely independent terms involving unitary matrices. To deal with them, we exploit the recently developed quaternion technique. After…
In this paper, we generalize a permutation model for free random variables which was first proposed by Biane in \cite{biane}. We also construct its classical probability analogue, by replacing the group of permutations with the group of…
Fair Machine Learning endeavors to prevent unfairness arising in the context of machine learning applications embedded in society. Despite the variety of definitions of fairness and proposed "fair algorithms", there remain unresolved…
We use freeness assumptions of random matrix theory to analyze the dynamical behavior of inference algorithms for probabilistic models with dense coupling matrices in the limit of large systems. For a toy Ising model, we are able to recover…
We study random matrices acting on tensor product spaces which have been transformed by a linear block operation. Using operator-valued free probability theory, under some mild assumptions on the linear map acting on the blocks, we compute…
In this article, we introduce the notion of free subexponentiality, which extends the notion of subexponentiality in the classical probability setup to the noncommutative probability spaces under freeness. We show that distributions with…