Related papers: Limit Theorems and Wrapping Transforms in Bi-free …
This expository paper is intended for a short self-contained introduction to the theory of infinite convolutions of probability measures on Polish semigroups. We give the proofs of the Rees decomposition theorem of completely simple…
We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…
We analyze a three-dimensional discontinuous piecewise linear system \(Z=(X,Y)\) whose switching manifold \(\Sigma\) contains visible-visible two-fold intersection lines. Assuming that the matrices \(DX\) and \(DY\) each have one nonzero…
Asymptotic properties of finitely generated subgroups of free groups, and of finite group presentations, can be considered in several fashions, depending on the way these objects are represented and on the distribution assumed on these…
We show how to define Riemannian metrics and connections on a noncommutative torus in such a way that an analogue of Levi-Civita's theorem on the existence and uniqueness of a Riemannian connection holds. The major novelty is that we need…
The Aldous-Hoover Theorem concerns an infinite matrix of random variables whose distribution is invariant under finite permutations of rows and columns. It states that, up to equality in distribution, each random variable in the matrix can…
In this paper, the notion of bi-Boolean independence for non-unital pairs of algebras is introduced thereby extending the notion of Boolean independence to pairs of algebras. The notion of B-$(\ell, r)$-cumulants is defined via a bi-Boolean…
We prove a converse theorem for the case of quasi-split non-split even special orthogonal groups over finite fields. There are two main difficulties which arise from the outer automorphism and non-split part of the torus. The outer…
We initiate the study of distribution testing for probability distributions over the edges of a graph, motivated by the closely related question of ``edge-distribution-free'' graph property testing. The main results of this paper are…
We compute the limiting distributions of the lengths of the longest monotone subsequences of random (signed) involutions with or without conditions on the number of fixed points (and negated points) as the sizes of the involutions tend to…
After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of…
We consider a random walk $(Y_N)_{N\geq 0}$ on $\mathbb{R}^2$ generated by successively applying independent random isometries, drawn from a fixed measure $\mu$, to the point $0$. When the support of $\mu$ is finite and includes an…
Infinitesimal symmetries of a classical mechanical system are usually described by a Lie algebra acting on the phase space, preserving the Poisson brackets. We propose that a quantum analogue is the action of a Lie bi-algebra on the…
Let L be a Lie group and Lambda a lattice in L. Suppose G is a non-compact simple Lie group realized as a Lie subgroup of L, and the image of G on L/Lambda is dense. Let c be a diagonalizable element of G not contained in a compact…
We investigate questions related to the notion of traffics introduced by the author C. Male as a noncommutative probability space with numerous additional operations and equipped with the notion of traffic independence. We prove that any…
Using the combinatorics of non-crossing partitions, we construct a conditionally free analogue of the Voiculescu's S-transform. The result is applied to analytical description of conditionally free multiplicative convolution and…
We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular…
The local (central) limit theorem precisely describes the behavior of iterated convolution powers of a probability distribution on the $d$-dimensional integer lattice, $\mathbb{Z}^d$. Under certain mild assumptions on the distribution, the…
Consider multiple sums $S_n$ on the $d$-dimensional integer grid,which are generated by i.i.d.\ random variables with a positive expectation. We prove the strong law of large numbers, the law of the iterated logarithm and the distributional…
We introduce and study the permanence properties of the class of linear transfers between probability measures. This class contains all cost minimizing mass transports, but also martingale mass transports, the Schrodinger bridge associated…