Related papers: Boolean Cumulants and Subordination in Free Probab…
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.
Given two polynomials $p(x), q(x)$ of degree $d$, we give a combinatorial formula for the finite free cumulants of $p(x)\boxtimes_d q(x)$. We show that this formula admits a topological expansion in terms of non-crossing multi-annular…
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…
A random variable $Y_1$ is said to be smaller than $Y_2$ in the increasing concave stochastic order if $\mathbb{E}[\phi(Y_1)] \leq \mathbb{E}[\phi(Y_2)]$ for all increasing concave functions $\phi$ for which the expected values exist, and…
The functional equation defining the free cumulants in free probability is lifted successively to the noncommutative Fa\`a di Bruno algebra, and then to the group of a free operad over Schr\"oder trees. This leads to new combinatorial…
We develop a theory of formal multivariate polynomials over commutative rings by treating them as ring terms. Our main result is that two ring terms are s-equivalent (when expanded they yield the same standard polynomial) iff they are…
Factors $\frac{X}{Y}$ in a free group $F$ with $Y$ normal in $X$ are considered. Precise results on the free structure of ${Y}$ relative to the free structure of ${X}$ when $\frac{X}{Y}$ is abelian are obtained. Some extensions and…
We construct pairs of algebras with mixed independence relations by using truncations of reduced free products of algebras. For example, we construct free-Boolean pairs of algebras and free-monotone pairs of algebras. We also introduce…
Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting.It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the…
We follow the guiding line offered by canonical operators on the full Fock space, in order to identify what kind of cumulant functionals should be considered for the concept of bi-free independence introduced in the recent work of…
Conditional copulas are flexible statistical tools that couple joint conditional and marginal conditional distributions. In a linear regression setting with more than one covariate and two dependent outcomes, we propose the use of additive…
This paper is concerned with test of the conditional independence. We first establish an equivalence between the conditional independence and the mutual independence. Based on the equivalence, we propose an index to measure the conditional…
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…
This paper develops upper and lower bounds for the probability of Boolean functions by treating multiple occurrences of variables as independent and assigning them new individual probabilities. We call this approach dissociation and give an…
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…
Recently established, directed dependence measures for pairs $(X,Y)$ of random variables build upon the natural idea of comparing the conditional distributions of $Y$ given $X=x$ with the marginal distribution of $Y$. They assign pairs…
Linear representations for a subclass of boolean symmetric functions selected by a parity condition are shown to constitute a generalization of the linear constraints on probabilities introduced by Boole. These linear constraints are…
When the copula of the conditional distribution of two random variables given a covariate does not depend on the value of the covariate, two conflicting intuitions arise about the best possible rate of convergence attainable by…
A copula of continuous random variables $X$ and $Y$ is called an \emph{implicit dependence copula} if there exist functions $\alpha$ and $\beta$ such that $\alpha(X) = \beta(Y)$ almost surely, which is equivalent to $C$ being factorizable…
We consider Boolean functions f:{-1,1}^n->{-1,1} that are close to a sum of independent functions on mutually exclusive subsets of the variables. We prove that any such function is close to just a single function on a single subset. We also…