Related papers: On the support of the free additive convolution

We establish high probability estimates on the eigenvalue locations of Brownian motion on the $N$-dimensional unitary group, as well as estimates on the number of eigenvalues lying in any interval on the unit circle. These estimates are…

We introduce and study a remarkable family of real probability measures $\pi_{st}$, that we call free Bessel laws. These are related to the free Poisson law $\pi$ via the formulae $\pi_{s1}=\pi^{\boxtimes s}$ and $\pi_{1t}=\pi^{\boxplus…

Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…

We investigate the asymptotic properties of permutations drawn from the Luce model, a natural probabilistic framework in which permutations are generated sequentially by sampling without replacement, with selection probabilities…

Stochastic dynamical systems consisting of non-invertible continuous maps on an interval are studied. It is proved that if they satisfy the recently introduced so-called $\mu$-injectivity and some mild assumptions, then proximality,…

For manifolds with a distinguished asymptotically flat end, we prove a density theorem which produces harmonic asymptotics on the distinguished end, while allowing for points of incompleteness (or negative scalar curvature) away from this…

In this work we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we verify convergence in probability as well as almost sure…

We show that under very mild conditions on a measure $\mu$ on the interval $[0,\infty)$, the span of $\{x^k\}_{k=n}^{\infty}$ is dense in $L^2(\mu)$ for any $n=0,1,\ldots$. We present two different proofs of this result, one based on the…

We examine Fourier frames and, more generally, frame measures for different probability measures. We prove that if a measure has an associated frame measure, then it must have a certain uniformity in the sense that the weight is distributed…

The feasibility of extrapolation of completely monotone functions can be quantified by examining the worst case scenario, whereby a pair of completely monotone functions agree on a given interval to a given relative precision, but differ as…

We show that under very mild conditions on a measure $\mu$ on the real line, the span of $\{x^n\}_{n=j}^{\infty}$ is dense in $L^2(\mu)$ for any $j\in\mathbb{N}$. We also present a slightly weaker result with an interesting proof that uses…

Our interest is in the cumulative probabilities Pr(L(t) \le l) for the maximum length of increasing subsequences in Poissonized ensembles of random permutations, random fixed point free involutions and reversed random fixed point free…

We study mixtures of free, monotone, and Boolean independence described by a directed graph $G = (V,E)$ in the context of $\mathcal{T}$-free convolutions of Jekel and Liu. We prove general limit theorems for the associated additive…

The Bernoulli convolution $\nu_\lambda$ with parameter $\lambda\in(0,1)$ is the probability measure supported on $\mathbf{R}$ that is the law of the random variable $\sum\pm\lambda^n$, where the $\pm$ are independent fair coin-tosses. We…

We enquire under which conditions, given two $\sigma$-finite, $\omega$-continuous valuations $\nu$ and $\mu$, $\nu$ has density with respect to $\mu$. The answer is that $\nu$ has to be absolutely continuous with respect to $\mu$, plus a…

We consider general self-adjoint polynomials in several independent random matrices whose entries are centered and have the same variance. We show that under certain conditions the local law holds up to the optimal scale, i.e., the…

Recent results from real algebraic geometry and the theory of polynomial optimization are related in a new framework to the existence question of multivariate tight wavelet frames whose generators have at least one vanishing moment. Namely,…

We study the long-time behavior of fully discretized semilinear SPDEs with additive space-time white noise, which admit a unique invariant probability measure $\mu$. We show that the average of regular enough test functions with respect to…

We extend a recent theory of parametric correlations in the spectrum of random matrices to study the response to an external perturbation of eigenvalues near the soft edge of the support. We demonstrate by explicit non-perturbative…

Let $I=[0,1]$ and consider disjoint closed regions $G_{1},....,G_{n}$ in $% I\times I$ and subintervals $I_{1},......,I_{n},$ such that $G_{i}$ projects onto $I_{i.}$ We define the lower and upper maps $\tau_{1},$ $\tau_{2}$ by the lower…