Related papers: Limit Theorems and Wrapping Transforms in Bi-free …
We consider the canonical pseudodistributive law between various free limit completion pseudomonads and the free coproduct completion pseudomonad. When the class of limits includes pullbacks, we show that this consideration leads to notions…
Voiculescu's notion of asymptotic free independence is known for a large class of random matrices including independent unitary invariant matrices. This notion is extended for independent random matrices invariant in law by conjugation by…
We study the multiplicative convolution for c-monotone independence. This convolution unifies the monotone, Boolean and orthogonal multiplicative convolutions. We characterize convolution semigroups for the c-monotone multiplicative…
We investigate all possible nilpotent symmetries for a particle on torus. We explicitly construct four independent nilpotent BRST symmetries for such systems and derive the algebra between the generators of such symmetries. We show that…
We establish the invariant trace formula (\`a la Arthur) for the ad\'elic covers of connected reductive groups over a number field, under the hypothesis that the trace Paley-Wiener theorem is verified for all Levi subgroups at the real…
We consider the edge-triangle model, a two-parameter family of exponential random graphs in which dependence between edges is introduced through triangles. In the so-called replica symmetric regime, the limiting free energy exists together…
We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…
The paper deals with studying a connection of the Littlewood--Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions. It is shown that the values at zero of the concentration…
In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their…
We present the Levy's distributional property for symmetric Levy processes with generating triplet $(0, 0,\nu)$ or $(\sigma>0, \gamma, \nu)$ where $\nu$ is a symmetric measure on $R\backslash\{0\}$. This generalizes the classical Levy's…
In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In the infill asymptotic setting, where the sampling frequency converges to zero while…
We study the decompositions into irreducible components of tensor products and restrictions of irreducible representations of classical Lie groups as the rank of the group goes to infinity. We prove the Law of Large Numbers for the random…
The Bercovici-Pata bijection maps the set of classical infinitely divisible distributions to the set of free infinitely divisible distributions. The purpose of this work is to study random matrix models for free infinitely divisible…
We show the equivalence of three properties for an infinitely divisible distribution: the subexponentiality of the density, the subexponentiality of the density of its L\'evy measure and the tail equivalence between the density and its…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
It is shown that the free multiplicative convolution of two nondegenerate probability measures on the unit circle has no continuous singular part relative to arclength measure. Analogous results have long been known for free additive…
In this paper, we give some conditions, under which, if an infinitely divisible distribution supported on $[0,\infty)$ belongs to the intersection of exponential distribution class $\mathcal{L}(\gamma)$ for some $\gamma\ge0$ and generalised…
In this paper, we are concerned with higher-order analogues of the Tracy-Widom distribution, which describe the eigenvalue distributions in unitary random matrix models near critical edge points. The associated kernels are constructed by…
The order and disorder of binary representations of the natural numbers < 2^8 is measured using the BiEntropy function. Significant differences are detected between the primes and the non primes. The BiEntropic prime density is shown to be…
Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…