Related papers: Limit Theorems and Wrapping Transforms in Bi-free …
We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…
We define a new independence in non-commutative probability, called $\alpha$-freeness, with respect to a triplet of states. This concept unifies several independences in non-commutative probability, in particular, free, monotone,…
There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…
It is known that limit theorems for triangular arrays with identically distributed rows yields convergence of densities rather than just convergence in distribution. We show that this superconvergence result holds -- at least at points at…
We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…
Sampling bias is a foundational concept in statistics; associated bias transforms, such as size bias, have come to play important roles in probability theory of late. The first author and G. Reinert introduced zero bias, a transform whose…
Bi-log-concavity of probability measures is a univariate extension of the notion of log-concavity that has been recently proposed in a statistical literature. Among other things, it has the nice property from a modelisation perspective to…
We introduce a new model for random simplicial complexes which with high probability generates a complex that has a simply-connected double cover. Hence we develop a model for random simplicial complexes with fundamental group…
In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the…
Let $\{T_{k}\}_{k=1}^{\infty}$ be a family of *--free identically distributed operators in a finite von Neumann algebra. In this work we prove a multiplicative version of the free central limit Theorem. More precisely, let…
Given a bicovariant differential calculus $(\mathcal{E}, d)$ such that the braiding map is diagonalisable in a certain sense, the bimodule of two-tensors admits a direct sum decomposition into symmetric and anti-symmetric tensors. This is…
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 showed that isomorphism classes of idempotent evolution algebras are in bijection with the orbits of the semidirect product group of the symmetric group and the torus, considered the combinatoric problem of enumeration of isomorphism…
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.
In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…
A general formulation of translationally invariant, parametrically correlated random matrix ensembles, is used to classify universality in correlation functions. Surprisingly, the range of possible physical systems is bounded, and can be…
In this article we review the standard versions of the Central and of the Levy-Gnedenko Limit Theorems, and illustrate their application to the convolution of independent random variables associated with the distribution known as…
We propose a log-concavity conjecture for BPS invariants arising in the enumerative geometry of planar curve singularities, identified with the local Euler obstructions of Severi strata in their versal deformations. We further extend this…
We obtain a formula for the density of the free convolution of an arbitrary probability measure on the unit circle of $\mathbb{C}$ with the free multiplicative analogues of the normal distribution on the unit circle. This description relies…
This article focuses on properties of monotone convolutions. A criterion for infinite divisibility and time evolution of convolution semigroups are mainly studied. In particular, we clarify that many analogues of the classical results of…