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Let $\mu$ be a compactly supported probability measure on the real line. Bercovici-Voiculescu and Nica-Speicher proved the existence of a free convolution power $\mu^{\boxplus k}$ for any real $k \geq 1$. The purpose of this short note is…

Probability · Mathematics 2021-03-17 Stefan Steinerberger

We extend Voiculescu's microstates-free definitions of free Fisher information and free entropy to the non-tracial framework. We explain the connection between these quantities and free entropy with respect to certain completely positive…

Operator Algebras · Mathematics 2007-05-23 Dimitri Shlyakhtenko

D. Voiculescu [2] proved that a standard family of independent random unitary k by k matrices and a constant k by k unitary matrix is asymtotically free as k goes to infinity. This result was a key ingredient in Voiculescu's proof [3] that…

Operator Algebras · Mathematics 2008-02-05 Don Hadwin , Weihua Li , Junhao Shen

We introduce a modification of Voiculescu's free entropy which coincides with the liminf variant of Voiculescu's free entropy on extremal states, but is a concave upper semi-continuous function on the trace state space. We also extend the…

Operator Algebras · Mathematics 2012-11-13 Philippe Biane , Yoann Dabrowski

We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…

Operator Algebras · Mathematics 2010-05-28 Romuald Lenczewski

We introduce a class of independence relations, which include free, Boolean and monotone independence, in operator valued probability. We show that this class of independence relations have a matricial extension property so that we can…

Operator Algebras · Mathematics 2018-09-21 Weihua Liu

Finite-free additive and multiplicative convolutions are operations on the set of polynomials with real roots, introduced independently by Szeg\"{o} and Walsh in the 1920s. These operations have regained some interest, in the last decade,…

Probability · Mathematics 2025-07-30 Octavio Arizmendi , Daniel Perales , Josue Vazquez-Becerra

We extend the free convolution of Brown measures of $R$-diagonal elements introduced by K\"{o}sters and Tikhomirov [Probab. Math. Statist. 38 (2018), no. 2, 359--384] to fractional powers. We then show how this fractional free convolution…

Probability · Mathematics 2024-03-18 Andrew Campbell , Sean O'Rourke , David Renfrew

In this article we introduce powerful tools and techniques from invariant theory to free analysis. This enables us to study free maps with involution. These maps are free noncommutative analogs of real analytic functions of several…

Rings and Algebras · Mathematics 2019-08-15 Igor Klep , Špela Špenko

We study the addditon problem for strongly matricially free random variables which generalize free random variables. Using operators of Toeplitz type, we derive a linearization formula for the `matricial R-transform' related to the…

Operator Algebras · Mathematics 2015-03-17 Romuald Lenczewski

Free probability and random matrix theory has shown to be a fruitful combination in many fields of research, such as digital communications, nuclear physics and mathematical finance. The link between free probability and eigenvalue…

Probability · Mathematics 2007-05-23 Øyvind Ryan , Mérouane Debbah

The concept of freeness was introduced by Voiculescu in the context of operator algebras. Later it was observed that it is also relevant for large random matrices. We will show how the combination of various free probability results with a…

Operator Algebras · Mathematics 2014-04-15 Roland Speicher

We formulate the planar `large N limit' of matrix models with a continuously infinite number of matrices directly in terms of U(N) invariant variables. Non-commutative probability theory, is found to be a good language to describe this…

High Energy Physics - Theory · Physics 2014-11-18 A. Agarwal , L. Akant , G. S. Krishnaswami , S. G. Rajeev

Voiculescu's notion of asymptotic free independence applies to a wide range of random matrices, including those that are independent and unitarily invariant. In this work, we generalize this notion by considering random matrices with a…

Operator Algebras · Mathematics 2025-04-03 Ion Nechita , Sang-Jun Park

We develop finite free information theory for real-rooted polynomials, establishing finite free analogues of entropy and Fisher information monotonicity, as well as the Stam and entropy power inequalities. These results resolve conjectures…

Probability · Mathematics 2026-02-18 Jorge Garza-Vargas , Nikhil Srivastava , Zachary Stier

We prove a technical result, showing that the existence of a closable unbounded dual system in the sense of Voiculescu is equivalent to the finiteness of free Fisher information. This approach allows one to give a purely operator-algebraic…

Operator Algebras · Mathematics 2007-05-23 Dimitri Shlyakhtenko

In noncommutative probability theory independence can be based on free products instead of tensor products. This yields a highly noncommutative theory: free probability . Here we show that the classical Shannon's entropy power inequality…

Probability · Mathematics 2016-09-06 Stanislaw J. Szarek , D. Voiculescu

We define and study a relative free entropy quantity, analogous in its properties to Voiculescu's relative free entropy Chi^*(...:B). Our definition uses matricial microstates, unlike his definition, which involves non-commutative Hilbert…

Operator Algebras · Mathematics 2007-05-23 Dimitri Shlyakhtenko

We present a simplified explanation of why free fractional convolution corresponds to the differentiation of polynomials, by finding how the finite free cumulants of a polynomial behave under differentiation. This approach allows us to…

Operator Algebras · Mathematics 2025-02-06 Octavio Arizmendi , Katsunori Fujie , Daniel Perales , Yuki Ueda

In a 1999 paper, Bercovici and Pata showed that a natural bijection between the classically, free and Boolean infinitely divisible measures held at the level of limit theorems of triangular arrays. This result was extended to include…

Operator Algebras · Mathematics 2015-05-20 Michael Anshelevich , John D. Williams
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