Related papers: On the support of the free additive convolution
Free probability and random matrix theory has shown to be a fruitful combination in many fields of research, such as digital communications, nuclear physics and mathematical finance. The link between free probability and eigenvalue…
In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…
Let $\mu$ be a compactly supported absolutely continuous probability measure on ${\Bbb R}^n$, we show that $\mu$ admits Fourier frames if and only if its Radon-Nikodym derivative is upper and lower bounded almost everywhere on its support.…
We prove an exponential deviation inequality for the convex hull of a finite sample of i.i.d. random points with a density supported on an arbitrary convex body in $\R^d$, $d\geq 2$. When the density is uniform, our result yields rate…
We find the laws for the spreading of the spatial widths (parallel and transverse to the direction of average motion) of the relativistic position probability density for a massive, spinless particle. We find that when the momentum width of…
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.
Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that…
We consider a stochastic process in which independent identically distributed random matrices are multiplied and where the Lyapunov exponent of the product is positive. We continue multiplying the random matrices as long as the norm,…
Let $h$ be a log-correlated Gaussian field on $\R^d$, let $\gamma \in (0,\sqrt{2d}),$ let $\mu_h$ be the $\gamma$-Gaussian multiplicative chaos measure, and let $D_h$ be an exponential metric associated with $h$ satisfying certain natural…
Let $(X,\mathcal{B},m,\tau)$ be a dynamical system with $\ds (X,\mathcal{B},m)$ a probability space and $\ds \tau$ an invertible, measure preserving transformation. The present paper deals with the almost everywhere convergence in…
Let $\mu$ be a probability distribution on a multi-state spin system on a set $V$ of sites; equivalently, a $d$-partite simplicial complex with distribution $\mu$ on maximal faces. For any pair of vertices $u,v\in V$, define the pairwise…
We study three convolutions of polynomials in the context of free probability theory. We prove that these convolutions can be written as the expected characteristic polynomials of sums and products of unitarily invariant random matrices.…
The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this…
Let $\mu$ be a probability measure on $\mathbb{R}^n$ with a bounded density $f$. We prove that the marginals of $f$ on most subspaces are well-bounded. For product measures, studied recently by Rudelson and Vershynin, our results show there…
It is the purpose of this thesis to enunciate and prove a collection of explicit results in the theory of prime numbers. First, the problem of primes in short intervals is considered. We prove that there is a prime between consecutive cubes…
We investigate commutators of free variables of the form \( i[x, s] \), where \( s \) is a semicircular element. We show that although \( s \) and \( i[x, s] \) are not free, their sum nevertheless satisfies the free additive convolution…
We study finitely additive extensions of the asymptotic density to all the subsets of natural numbers. Such measures are called density measures. We consider a class of density measures constructed from free ultrafilters on $\mathbb{N}$ and…
We prove that if $p\ge 1$ and $0< r\le p$ then the sequence $\binom{mp+r}{m}\frac{r}{mp+r}$, $m=0,1,2,...$, is positive definite, more precisely, is the moment sequence of a probability measure $\mu(p,r)$ with compact support contained in…
We prove bounds for the number of solutions to $$a_1 + \dots + a_k = a_1' + \dots + a_k'$$ over $N$-element sets of reals, which are sufficiently convex or near-convex. A near-convex set will be the image of a set with small additive…
Let $\mu$ and $\nu$ be two probability measures on $\R^d$, where $\mu(\d x)= \e^{-V(x)}\d x$ for some $V\in C^1(\R^d)$. Explicit sufficient conditions on $V$ and $\nu$ are presented such that $\mu*\nu$ satisfies the log-Sobolev, Poincar\'e…