Related papers: Subordination methods for free deconvolution
We give an explicit description, via analytic subordination, of free multiplicative convolution of operator-valued distributions. In particular, the subordination function is obtained from an iteration process. This algorithm is easily…
In this paper we study some analytic properties of bi-free additive convolution, both scalar and operator-valued. We show that using properties of Voiculescu's subordination functions associated to free additive convolution of…
This work proposes algorithms for computing additive and multiplicative free convolutions of two given measures. We consider measures with compact support whose free convolution results in a measure with a density function that exhibits a…
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…
We realize the Belinschi-Nica semigroup of homomorphisms as a free multiplicative subordination. This realization allows to define more general semigroups of homomorphisms with respect to free multiplicative convolution. For these…
In his article "On the free convolution with a semicircular distribution," Biane found very useful characterizations of the boundary values of the imaginary part of the Cauchy-Stieltjes transform of the free additive convolution of a…
We develop an analytic theory of operator-valued additive free convolution in terms of subordination functions. In contrast to earlier investigations our functions are not just given by power series expansions, but are defined as Frechet…
We introduce and study a new type of convolution of probability measures called the orthogonal convolution, which is related to the monotone convolution. Using this convolution, we derive alternating decompositions of the free additive…
Stable computational algorithms for the approximate solution of the Cauchy problem for nonstationary problems are based on implicit time approximations. Computational costs for boundary value problems for systems of coupled multidimensional…
This paper is concerned with the fractional evolution equation with a discrete distribution of Caputo time-derivatives such that the largest and the smallest orders, $\alpha$ and $\alpha_m$, satisfy the conditions $1<\alpha\le 2$ and…
We develop analytic tools for studying the free multiplicative convolution of any measure on the real line and any measure on the nonnegative real line. More precisely, we construct the subordination functions and the $S$-transform of an…
Let k be a positive integer and let D_k denote the space of joint distributions for k-tuples of selfadjoint elements in C*-probability space. The paper studies the concept of "subordination distribution of \mu \boxplus \nu with respect to…
Domain decomposition methods are essential in solving applied problems on parallel computer systems. For boundary value problems for evolutionary equations the implicit schemes are in common use to solve problems at a new time level…
The abstract Cauchy problem for the fractional evolution equation with the Caputo derivative of order $\beta\in(0,1)$ and operator $-A^\alpha$, $\alpha\in(0,1)$, is considered, where $-A$ generates a strongly continuous one-parameter…
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…
Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations in free probability to random variables with unbounded…
Numerical methods of approximate solution of the Cauchy problem for coupled systems of evolution equations are considered. Separating simpler subproblems for individual components of the solution achieves simplification of the problem at a…
In this work, we propose an exponentially convergent numerical method for the Caputo fractional propagator $S_\alpha(t)$ and the associated mild solution of the Cauchy problem with time-independent sectorial operator coefficient $A$ and…
Based on the~method of subordinating functions we prove bounds for the minimal error of approximations of $n$-fold convolutions of probability measures by free infinitely divisible probability measures.
We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of ``stochastic composition" of the solutions to two simpler problems. These Cauchy sub-problems respectively…