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Unlike classical and free independence, the boolean and monotone notions of independence lack of the property of independent constants. In the scalar case, this leads to restrictions for the central limit theorems, as observed by F.…

Probability · Mathematics 2021-09-14 Carlos Dias-Aguilera , Tulio Gaxiola , Jorge Santos , Carlos Vargas

In an infinitesimal probability space we consider operators which are infinitesimally free and one of which is infinitesimal, in that all its moments vanish. Many previously analysed random matrix models are captured by this framework. We…

Operator Algebras · Mathematics 2024-05-20 James A. Mingo , Pei-Lun Tseng

We address the question of the asymptotic description of random tensors that are local-unitary invariant, that is, invariant by conjugation by tensor products of independent unitary matrices. We consider both the mixed case of a tensor with…

Mathematical Physics · Physics 2025-04-04 Benoit Collins , Razvan Gurau , Luca Lionni

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

Statistics Theory · Mathematics 2008-10-10 T. Royen

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…

Combinatorics · Mathematics 2024-06-04 Octavio Arizmendi , Jorge Garza-Vargas , Daniel Perales

We explore some properties of a recent representation of permanental vectors which expresses them as sums of independent vectors with components that are independent gamma random variables.

Probability · Mathematics 2016-04-22 Michael B. Marcus , Jay Rosen

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

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 study the coefficients in the expansion of Jack polynomials in terms of power sums. We express them as polynomials in the free cumulants of the transition measure of an anisotropic Young diagram. We conjecture that such polynomials have…

Combinatorics · Mathematics 2009-10-11 Michel Lassalle

We introduce the notion of a conditionally free product and conditionally free convolution. We describe this convolution both from a combinatorial point of view, by showing its connection with the lattice of non-crossing partitions, and…

funct-an · Mathematics 2008-02-03 Marek Bozejko , Michael Leinert , Roland Speicher

In this paper, we will construct the graph free product of noncommutative probability space. This is the attempt to explain and observe the combinatorial-object-depending probabilistic structure.

Operator Algebras · Mathematics 2007-05-23 Ilwoo Cho

From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…

Statistics Theory · Mathematics 2007-11-01 T. Royen

Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…

History and Overview · Mathematics 2018-03-23 Cecilia Chirenti , M. Coleman Miller

The material gives a new combinatorial proof of the multiplicative property of the S-transform. In particular, several properties of the coefficients of its inverse are connected to non-crossing linked partitions and planar trees.

Operator Algebras · Mathematics 2009-01-26 Mihai Popa

A classification of the ways in which an element of a free group can be expressed as a product of commutators or as a product of squares is given. This is then applied to some particular classes of elements. Finally, a question about…

Group Theory · Mathematics 2008-02-03 Leo P. Comerford , Charles C. Edmunds

We characterize semicircular distribution by the freeness of linear and quadratic forms in noncommutative random variables from a tracial $W^*$-probability space with relaxed moment conditions.

Operator Algebras · Mathematics 2012-12-06 G. P. Chistyakov , F. Götze , F. Lehner

This paper will be devoted to study weighted (deformed) free Poisson random variables from the viewpoint of orthogonal polynomials and statistics of non-crossing partitions. A family of weighted (deformed) free Poisson random variables will…

Probability · Mathematics 2025-09-03 Nobuhiro Asai , Hiroaki Yoshida

In this paper we collect a few results about exchangeability systems in which crossing cumulants vanish, which we call noncrossing exchangeability systems. The main result is a free version of De Finetti's theorem, characterising…

Operator Algebras · Mathematics 2013-12-20 Franz Lehner

We study the joint distribution of the input sum and the output sum of a deterministic transducer. Here, the input of this finite-state machine is a uniformly distributed random sequence. We give a simple combinatorial characterization of…

Combinatorics · Mathematics 2015-04-14 Clemens Heuberger , Sara Kropf , Stephan Wagner

Let $f_1, f_2, ..., f_n$ be a family of independent copies of a given random variable f in a probability space $(\Omega, \mathcal{F}, \mu)$. Then, the following equivalence of norms holds whenever $1 \le q \le p < \infty$…

Operator Algebras · Mathematics 2007-07-30 Marius Junge , Javier Parcet