Related papers: The Free Tangent Law
Let $a_{1},...,a_{n}, b_{1},...,b_{n}$ be random variables in some (non-commutative) probability space, such that $\{a_{1}, ..., a_{n} \}$ is free from $\{b_{1}, ..., b_{n} \}$. We show how the joint distribution of the $n$-tuple $(a_{1}…
In this paper, we give several characterizations of Herglotz-Nevanlinna functions in terms of a specific type of positive semi-definite functions called Poisson-type functions. This allows us to propose a multidimensional analogue of the…
A sharp, distribution free, non-asymptotic result is proved for the concentration of a random function around the mean function, when the randomization is generated by a finite sequence of independent data and the random functions satisfy…
A two-dimensional Gauss-Kuzmin theorem for $N$-continued fraction expansions is shown. More exactly, we obtain a Gauss-Kuzmin theorem related to the natural extension of the measure-dynamical system corresponding to these expansions. Then,…
We study the cumulants and their generating functions of the probability distributions of the conductance, shot noise and Wigner delay time in ballistic quantum dots. Our approach is based on the integrable theory of certain matrix…
We present definitions for real and quaternionic second-order free cumulants, functions whose collective vanshing when applied to elements from different subalgebras is equivalent to the second-order real (resp.\ quaternionic) freeness of…
It is well known that, in the Boltzmann-Grad limit, the distribution of the free path length in the Lorentz gas with disordered scatterer configuration has an exponential density. If, on the other hand, the scatterers are located at the…
Sequences of discrete random variables are studied whose probability generating functions are zero-free in a sector of the complex plane around the positive real axis. Sharp bounds on the cumulants of all orders are stated, leading to…
In this paper we study the extension of Painlev\'e/gauge theory correspondence to circular quivers by focusing on the special case of $SU(2)$ $\mathcal{N}=2^*$ theory. We show that the Nekrasov-Okounkov partition function of this gauge…
Dependency functions of dependent variables are relevant for i) performing uncertainty quantification and sensitivity analysis in presence of dependent variables and/or correlated variables, and ii) simulating random dependent variables. In…
Let K be a random variable following a truncated exponential distribution. Such distributions are described by a single parameter here denoted by $\gamma$. The determination of $\gamma$ by Maximum Likelihood methods leads to a…
We study the entanglement entropies of an interval adjacent to the boundary of the half line for the free fermionic spinless Schr\"odinger field theory at finite density and zero temperature, with either Neumann or Dirichlet boundary…
For the fully nonlinear Alt-Phillips problem with parameter $\gamma\in(1,2)$, we show that the free boundary intersects the fixed boundary tangentially where the Dirichlet data vanish. For this range of $\gamma$, this result is new even…
We consider the random functions $S_N(z):=\sum_{n=1}^N z(n) $, where $z(n)$ is the completely multiplicative random function generated by independent Steinhaus variables $z(p)$. It is shown that ${\Bbb E} |S_N|\gg \sqrt{N}(\log…
We calculate in this paper the perturbative gluon transverse momentum dependent parton distribution functions (TMDPDFs) and fragmentation functions (TMDFFs) using the exponential regulator for rapidity divergences. We obtain results for…
In this paper, we study the Onsager-Machlup function and its relationship to the Freidlin-Wentzell function for measures equivalent to arbitrary infinite dimensional Gaussian measures. The Onsager-Machlup function can serve as a density on…
Let $X_1, X_2,\dots, X_n$ denote i.i.d.~centered standard normal random variables, then the law of the sample variance $Q_n=\sum_{i=1}^n(X_i-\bar{X})^2$ is the $\chi^2$-distribution with $n-1$ degrees of freedom. It is an open problem in…
In this paper we develop a theory of free holomorphic functions on noncommutative Reinhardt domains generated by positive regular free holomorphic functions in n noncommuting variables. We show that the free biholomorphic classification of…
In this paper, we address the Wigner distribution and the star exponential function for a time-dependent harmonic oscillator for which the mass and the frequency terms are considered explicitly depending on time. To such an end, we explore…
We consider a free interpolation problem in Nevanlinna and Smirnov classes and find a characterization of the corresponding interpolating sequences in terms of the existence of harmonic majorants of certain functions. We also consider the…