Related papers: Operator-valued Jacobi parameters and examples of …
A large branch of explainable machine learning is grounded in cooperative game theory. However, research indicates that game-theoretic explanations may mislead or be hard to interpret. We argue that often there is a critical mismatch…
Distribution functions for random variables that depend on a parameter are computed asymptotically for ensembles of positive Hermitian matrices. The inverse Fourier transform of the distribution is shown to be a Fredholm determinant of a…
We express generalized Cauchy-Stieltjes transforms of some particular Beta distributions (of ultraspherical type generating functions for orthogonal polynomials) as a powered Cauchy-Stieltjes transform of some measure. For suitable values…
A real persymmetric Jacobi matrix of order $n$ whose eigenvalues are $2k^2$ $(k=0, ..., n-1)$ is presented, with entries given as explicit functions of $n$. Besides the possible use for testing forward and inverse numerical algorithms, such…
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…
Algorithms are proposed for the computation of set-valued quantiles and the values of the lower cone distribution function for bivariate data sets. These new objects make data analysis possible involving an order relation for the data…
We obtain a number of new general properties, related to the closedness of the class of long-tailed distributions under convolutions, that are of interest themselves and may be applied in many models that deal with "plus" and/or "max"…
A new three parameter natural extension of the Conway-Maxwell-Poisson (COM-Poisson) distribution is proposed. This distribution includes the recently proposed COM-Poisson type negative binomial (COM-NB) distribution [Chakraborty, S. and…
In this paper, we study compound bi-free Poisson distributions for {\sl two-faced families of random variables}. We prove a Poisson limit theorem for compound bi-free Poisson distributions. Furthermore, a bi-free infinitely divisible…
This paper contains a study of multivariate second order stochastic mappings indexed by an abstract set $\Lambda$ in close connection to their operator covariance functions. The characterizations of the normal Hilbert module or of Hilbert…
This paper discusses operators lowering or raising the degree but preserving the parameters of special orthogonal polynomials. Results for one-variable classical (q-)orthogonal polynomials are surveyed. For Jacobi polynomials associated…
Morphisms in the linear category A of Jacobi diagrams in handlebodies give rise to interesting contravariant functors on the category gr of finitely-generated free groups, encoding part of the composition structure of the category A. These…
In a $n$-dimensional Lie algebra, random numerical values are assigned by computer to $n(n-1)$ especially selected structure constants. An algorithm is then created, which calculates without ambiguity the remaining constants, obeying the…
We introduce the filtered *-bialgebra which is a noncommutative analog of the *-bialgebra of multivariate polynomials with the canonical coproduct and counit. We study the associated filtered convolutions, random walks and random variables.…
It has been shown by Voiculescu and Biane that the analytic subordination property holds for free additive and multiplicative convolutions. In this paper, we present an operatorial approach to subordination for free multiplicative…
It is proved that the eigenvalues of the Jacobi Tau method for the second derivative operator with Dirichlet boundary conditions are real, negative and distinct for a range of the Jacobi parameters. Special emphasis is placed on the…
The computation of the entries of Jacobi operators associated with orthogonal polynomials has important applications in numerical analysis. From truncating the operator to form a Jacobi matrix, one can apply the Golub--Welsh algorithm to…
We consider a non-commutative polynomial in several independent $N$-dimensional random unitary matrices, uniformly distributed over the unitary, orthogonal or symmetric groups, and assume that the coefficients are $n$-dimensional matrices.…
In this article, we discuss a bivariate distribution whose conditionals are univariate binomial distributions and the marginals are not binomial that exhibits negative correlation. Some useful structural properties of this distribution…
For the Weyl-Heisenberg group, convolutions between functions and operators were defined by Werner as a part of a framework called quantum harmonic analysis. We show how recent results by Feichtinger can be used to extend this definition to…