Related papers: Non-Commutative Stochastic Independence and Cumula…
In this paper, we introduce the notion of free-free-Boolean independence relation for triples of algebras. We define free-free-Boolean cumulants ans show that the vanishing of mixed cumulants is equivalent to free-free-Boolean independence.…
We develop a new method for proving algebraic independence of $G$-functions. Our approach rests on the following observation: $G$-functions do not always come with a single linear differential equation, but also sometimes with an infinite…
Over the last couple of decades, several copula based methods have been proposed in the literature to test for the independence among several random variables. But these existing tests are not invariant under monotone transformations of the…
This paper presents a noncommutative theory of symmetric functions, based on the notion of quasi-determinant. We begin with a formal theory, corresponding to the case of symmetric functions in an infinite number of independent variables.…
The richly developed theory of complex manifolds plays important roles in our understanding of holomorphic functions in several complex variables. It is natural to consider manifolds that will play similar roles in the theory of holomorphic…
We develope the framework of transitional conditional independence. For this we introduce transition probability spaces and transitional random variables. These constructions will generalize, strengthen and unify previous notions of…
We show that the stochastic independence of real-valued random variables is equivalent to the conditional uncorrelation, where the conditioning takes place over the Cartesian products of intervals. Next, we express the mutual independence…
Structural independence is the (conditional) independence that arises from the structure rather than the precise numerical values of a distribution. We develop this concept and relate it to $d$-separation and structural causal models.…
We compute the generating series for the simplest class of bi-free cumulants, beyond free cumulants, the two-bands bi-free cumulants of a pair of a left and a right variable. We also consider two-faced systems with a commutation condition…
The purpose of this paper is twofold. First, we provide a novel characterization of independence of random vectors based on the checkerboard approximation to a multivariate copula. Using this result, we then propose a new family of tests of…
We reduce the conditionally monotone (c-monotone) independence of Hasebe to tensor independence. For that purpose, we use the approach developed for the reduction of boolean, free and monotone independences to tensor independence. We apply…
Independent Component Analysis (ICA) is a classical method for recovering latent variables with useful identifiability properties. For independent variables, cumulant tensors are diagonal; relaxing independence yields tensors whose zero…
This is a slightly edited version of my talk on Mathematische Arbeitstagung 2011, Bonn. I present a result relating noncommutative Laurent polynomials with algebraic functions, and show examples of integrability and Laurent phenomenon for…
We study upgraded free independence phenomena for unitary elements $u_1$, $u_2$, \dots representing the large-$n$ limit of Haar random unitaries, showing that free independence extends to several larger algebras containing $u_j$ in the…
Let K,S,D be a division ring, an endomorphism and a S-derivation of K, respectively. In this setting we introduce generalized noncommutative symmetric functions and obtain Vieta formula and decompositions of differential operators.…
We consider the group $(\mathcal{G},*)$ of unitized multiplicative functions in the incidence algebra of non-crossing partitions, where ``$*$'' denotes the convolution operation. We introduce a larger group $(\widetilde{\mathcal{G}},*)$ of…
We continue the investigation of noncommutative cumulants. In this paper various characterizations of noncommutative Gaussian random variables are proved.
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…
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence, offer a great flexibility in building multivariate stochastic models. In statistics, a copula is used as a general way of…
We attack the classification problem of multi-faced independences, the first non-trivial example being Voiculescu's bi-freeness. While the present paper does not achieve a complete classification, it formalizes the idea of lifting an…