Related papers: Some Bi-Matrix Models for Bi-Free Limit Distributi…
Graph independence (also known as $\epsilon$-independence or $\lambda$-independence) is a mixture of classical independence and free independence corresponding to graph products or groups and operator algebras. Using conjugation by certain…
We construct a matrix model equivalent (exactly, not asymptotically), to the random plane partition model, with almost arbitrary boundary conditions. Equivalently, it is also a random matrix model for a TASEP-like process with arbitrary…
We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…
We investigate the implications of free probability for random matrices. From rules for calculating all possible joint moments of two free random matrices, we develop a notion of partial freeness which is quantified by the breakdown of…
In this paper, we examine how various notions of independence in non-commutative probability theory arise in bi-free probability. We exhibit how Boolean and monotone independence occur from bi-free pairs of faces and establish a Kac/Loeve…
Matrices are said to behave as free non-commuting random variables if the action which governs their dynamics constrains only their eigenvalues, i.e. depends on traces of powers of individual matrices. The authors use recently developed…
Graphical models have proven to be powerful tools for representing high-dimensional systems of random variables. One example of such a model is the undirected graph, in which lack of an edge represents conditional independence between two…
The Bercovici-Pata bijection maps the set of classical infinitely divisible distributions to the set of free infinitely divisible distributions. The purpose of this work is to study random matrix models for free infinitely divisible…
We demonstrate the asymptotic real second order freeness of Haar distributed orthogonal matrices and an independent ensemble of random matrices. Our main result states that if we have two independent ensembles of random matrices with a real…
The paper presents conditions on entry permutations that induce asymptotic freeness when acting on Gaussian random matrices. The class of permutations described includes the matrix transpose, as well as entry permutations relevant in…
We propose a bivariate model for a pair of dependent unit vectors which is generated by Brownian motion. Both marginals have uniform distributions on the sphere, while the conditionals follow so-called ``exit'' distributions. Some…
This paper introduces a novel two-sample test for a broad class of orthogonally equivalent positive definite symmetric matrix distributions. Our test is the first of its kind and we derive its asymptotic distribution. To estimate the test…
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…
We discuss two parameterizations of models for marginal independencies for discrete distributions which are representable by bi-directed graph models, under the global Markov property. Such models are useful data analytic tools especially…
An asymmetric variant of the contact process where the activity spreads with different and independent random rates to the left and to the right is introduced. A real space renormalization scheme is formulated for model by means of which it…
We study several-matrix models and show that when the potential is convex and a small perturbation of the Gaussian potential, the first order correction to the free energy can be expressed as a generating function for the enumeration of…
Voiculescu's freeness emerges in computing the asymptotic of spectra of polynomials on $N\times N$ random matrices with eigenspaces in generic positions: they are randomly rotated with a uniform unitary random matrix $U_N$. In this article…
We establish a strong-weak coupling duality between two types of free matrix models. In the large-N limit, the real-symmetric matrix model is dual to the quaternionic-real matrix model. Using the large-N conformal invariant collective field…
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…
The paper investigates the asymptotic behavior of (non-normalized) traces of certain classes of matrices with non-commutative random variables as entries. We show that, unlike in the commutative framework, the asymptotic behavior of…