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We prove that $X^r$ follows an FID distribution if: (1) $X$ follows a free Poisson distribution without an atom at 0 and $r\in(-\infty,0]\cup[1,\infty)$; (2) $X$ follows a free Poisson distribution with an atom at 0 and $r\geq1$; (3) $X$…

Probability · Mathematics 2019-05-28 Takahiro Hasebe

We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…

Probability · Mathematics 2024-05-28 James A. Mingo , Mihai Popa

Importance sampling and independent Metropolis-Hastings (IMH) are among the fundamental building blocks of Monte Carlo methods. Both require a proposal distribution that globally approximates the target distribution. The Radon-Nikodym…

Statistics Theory · Mathematics 2025-06-17 George Deligiannidis , Pierre E. Jacob , El Mahdi Khribch , Guanyang Wang

We consider isomorphism properties of infinite random geometric graphs defined over a variety of metrics. In previous work, it was shown that for $\mathbb{R}^n$ with the $L_{\infty}$-metric, the infinite random geometric graph is, with…

Combinatorics · Mathematics 2014-08-12 Anthony Bonato , Jeannette Janssen

We propose a general methodology for testing whether a given polynomial with integer coefficients is identically zero. The methodology evaluates the polynomial at efficiently computable approximations of suitable irrational points. In…

Data Structures and Algorithms · Computer Science 2007-05-23 Zhi-Zhong Chen , Ming-Yang Kao

Random access codes are an intriguing class of communication tasks that reveal an operational and quantitative difference between classical and quantum information processing. We formulate a natural generalization of random access codes and…

Quantum Physics · Physics 2022-06-22 Teiko Heinosaari , Leevi Leppäjärvi

Based on collection of bijections, variable and function are extended into ``isomorphic variable'' and ``dual-variable-isomorphic function'', then mean values such as arithmetic mean and mean of a function are extended to ``isomorphic…

General Mathematics · Mathematics 2023-09-04 Yuan Liu

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…

Probability · Mathematics 2015-09-30 D. Shlyakhtenko

We illustrate connections between differential geometry on finite simple graphs G=(V,E) and Riemannian manifolds (M,g). The link is that curvature can be defined integral geometrically as an expectation in a probability space of…

Combinatorics · Mathematics 2019-12-25 Oliver Knill

We derive explicit integrability conditions for stochastic integrals taken over time and space driven by a random measure. Our main tool is a canonical decomposition of a random measure which extends the results from the purely temporal…

Probability · Mathematics 2016-08-11 Carsten Chong , Claudia Klüppelberg

We give new examples and describe the complete lists of all measures on the set of countable homogeneous universal graphs and $K_s$-free homogeneous universal graphs (for $s\geq 3$) that are invariant with respect to the group of all…

Combinatorics · Mathematics 2009-06-30 F. V. Petrov , A. M. Vershik

We study a new biholomorphic invariant of holomorphic maps between domains in different dimensions based on generic initial ideals. We start with the standard generic monomial ideals to find invariants for rational maps of spheres and…

Complex Variables · Mathematics 2016-01-21 Dusty Grundmeier , Jiri Lebl

The new notion of maturity-independent risk measures is introduced and contrasted with the existing risk measurement concepts. It is shown, by means of two examples, one set on a finite probability space and the other in a diffusion…

Risk Management · Quantitative Finance 2008-12-02 Thaleia Zariphopoulou , Gordan Zitkovic

Let $G=\mathop{A\ast B}\limits_C$ be an amalgamated product of finite rank free groups $A$, $B$ and $C$. We introduce atomic measures and corresponding asymptotic densities on a set of normal forms of elements in $G$. We also define two…

Group Theory · Mathematics 2011-07-21 Elizaveta Frenkel , Alexei G. Myasnikov , Vladimir N. Remeslennikov

One of the goals of this article is to define a an unified setting adapted to the description of means (normalized integrals or invariant means) on an infinite product of measured spaces with infinite measure. We first remark that some…

Differential Geometry · Mathematics 2018-07-16 Jean-Pierre Magnot

An approach to infinite dimensional integration which unifies the case of oscillatory integrals and the case of probabilistic type integrals is presented. It provides a truly infinite dimensional construction of integrals as linear…

Probability · Mathematics 2016-04-01 Sergio Albeverio , Sonia Mazzucchi

In a previous paper (called "Rectangular random matrices. Related covolution"), we defined, for $\lambda \in [0,1]$, the rectangular free convolution with ratio $\lambda$. Here, we investigate the related notion of infinite divisiblity,…

Operator Algebras · Mathematics 2007-05-23 Florent Benaych-Georges

The purpose of this note is twofold. In the first part we observe that two finitely generated non-amenable groups are quasi-isometric if and only if they admit topologically orbit equivalent Cantor minimal actions. In particular, free…

Dynamical Systems · Mathematics 2017-06-21 Kostya Medynets , Roman Sauer , Andreas Thom

Given a metric space with a Borel probability measure, for each integer $N$ we obtain a probability distribution on $N\times N$ distance matrices by considering the distances between pairs of points in a sample consisting of $N$ points…

Probability · Mathematics 2011-10-31 Siddhartha Gadgil , Manjunath Krishnapur

We introduce and investigate in this short report the new notion of uniform measure (distribution) on the arbitrary compact metric space. We consider also some possible applications of these measures in the theory of imbedding theorems and…

Functional Analysis · Mathematics 2014-03-25 E. Ostrovsky , L. Sirota