Related papers: Cauchy transforms arising from homomorphic conditi…
Sublinear functionals of random variables are known as sublinear expectations; they are convex homogeneous functionals on infinite-dimensional linear spaces. We extend this concept for set-valued functionals defined on measurable set-valued…
We introduce a class of independence relations, which include free, Boolean and monotone independence, in operator valued probability. We show that this class of independence relations have a matricial extension property so that we can…
A Herglotz function is a holomorphic map from the open complex unit disk into the closed complex right halfplane. A classical Herglotz function has an integral representation against a positive measure on the unit circle. We prove a free…
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 construct a sequence that converges to a solution of the Cauchy problem for a singularly perturbed linear inhomogeneous differential equation of an arbitrary order. This sequence is also an asymptotic sequence in the following sense: the…
We study the variance and the Laplace transform of the probability law of linear eigenvalue statistics of unitary invariant Matrix Models of n-dimentional Hermitian matrices as n tends to infinity. Assuming that the test function of…
We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…
We design and analyze an algorithm for first-order stochastic optimization of a large class of functions on $\mathbb{R}^d$. In particular, we consider the \emph{variationally coherent} functions which can be convex or non-convex. The…
The classical Cauchy completion of a metric space (by means of Cauchy sequences) as well as the completion of a uniform space (by means of Cauchy filters) are well-known to rely on the symmetry of the metric space or uniform space in…
We obtain variants of the classical von Neumann-Morgenstern expected utility theorem, with and without the completeness axiom, in which the derived Bernoulli utility functions are Lipschitz. The prize space in these results is an arbitrary…
In this paper, we discuss some special properties of operator- valued semicircular random variables including representation of the Cauchy transform of a compactly supported probability measure in terms of their operator-valued Cauchy…
We study asymptotic expansions in free probability. In a class of classical limit theorems Edgeworth expansion can be obtained via a general approach using sequences of "influence" functions of individual random elements described by…
The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…
We study the flexibility of the pressure function of a continuous potential (observable) with respect to a parameter regarded as the inverse temperature. The points of non-differentiability of this function are of particular interest in…
In a noncontextual hidden variable model of quantum theory, hidden variables determine the outcomes of every measurement in a manner that is independent of how the measurement is implemented. Using a generalization of this notion to…
Below we discuss the existence of a motherbody measure for the exterior inverse problem in potential theory in the complex plane. More exactly, we study the question of representability almost everywhere (a.e.) in C of (a branch of) an…
We propose to view hermitian metrics on trivial holomorphic vector bundles $E\to\Omega$ as noncommutative analogs of functions defined on the base $\Omega$, and curvature as the notion corresponding to the Laplace operator or…
We study asymptotics of representations of the unitary groups U(n) in the limit as n tends to infinity and we show that in many aspects they behave like large random matrices. In particular, we prove that the highest weight of a random…
We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variable and random stationary ergodic in time. As was proved in [25] and [13] in this case…
We study the hydrodynamic limits of three kinds of one-dimensional stochastic log-gases known as Dyson's Brownian motion model, its chiral version, and the Bru-Wishart process studied in dynamical random matrix theory. We define the…