Related papers: Max-convolution semigroups and extreme values in l…
We investigate a Belinschi-Nica type semigroup for free and Boolean max-convolutions. We prove that this semigroup at time one connects limit theorems for freely and Boolean max-infinitely divisible distributions. Moreover, we also…
We introduce new homomorphisms relative to additive convolutions and max-convolutions in free, boolean and classical cases. Crucial roles are played by the limit distributions for free multiplicative law of large numbers.
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…
Bercovici and Pata showed that the correspondence between classically, freely, and Boolean infinitely divisible distributions holds on the level of limit theorems. We extend this correspondence also to distributions infinitely divisible…
Belinschi and Nica introduced a composition semigroup on the set of probability measures. Using this semigroup, they introduced a free divisibility indicator, from which one can know whether a probability measure is freely infinitely…
We compute the bi-free max-convolution which is the operation on bi-variate distribution functions corresponding to the max-operation with respect to the spectral order on bi-free bi-partite two-faced pairs of hermitian non-commutative…
We define strongly continuous max-additive and max-plus linear operator semigroups and study their main properties. We present some important examples of such semigroups coming from non-linear evolution equations.
We give an analytical approach to the definition of additive and multiplicative free convolutions which is based on the theory of Nevanlinna and of Schur functions. We consider the set of probability distributions as a semigroup $\bold M$…
We consider the free additive convolution $\mu_\alpha\boxplus\mu_\beta$ of two probability measures $\mu_\alpha$ and $\mu_\beta$, supported on respectively $n_\alpha$ and $n_\beta$ disjoint bounded intervals on the real line, and derive a…
Let $\boxplus$, $\boxtimes$ and $\uplus$ be the free additive, free multiplicative, and boolean additive convolutions, respectively. For a probability measure $\mu$ on $[0,\infty)$ with finite second moment, we find the scaling limit of…
This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…
We introduce a finite version of free probability and show the link between recent results using polynomial convolutions and the traditional theory of free probability. One tool for accomplishing this is a seemingly new transformation that…
The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…
This paper investigates homomorphisms \`a la Bercovici-Pata between additive and multiplicative convolutions. We also consider their matricial versions which are associated with measures on the space of Hermitian matrices and on the unitary…
In this article we study the influence of regularly varying probability measures on additive and multiplicative Boolean convolutions. We introduce the notion of Boolean subexponentiality (for additive Boolean convolution), which extends the…
We study the distributional behavior for products, and for sums of boolean independent random variables in an infinitesimal triangular array. We show that the limit laws of boolean convolutions are determined by the limit laws of free…
Free probability analogs of the basics of extreme-value theory are obtained, based on Ando's spectral order. This includes classification of freely max-stable laws and their domains of attraction, using ``free extremal convolutions'' on the…
The extension of Hille-Phillips functional calculus of semigroup generators which leads to unbounded operators is considered. Connections of this calculus to Bochner-Phillips functional calculus are indicated. In particular, the…
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…
We provide the law of large numbers for roots of finite free multiplicative convolution of polynomials which have only non-negative real roots. Moreover, we study the empirical root distributions of limit polynomials obtained through the…