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We consider the three finite free convolutions for polynomials studied in a recent paper by Marcus, Spielman, and Srivastava. Each can be described either by direct explicit formulae or in terms of operations on randomly rotated matrices.…

Combinatorics · Mathematics 2022-09-02 Jacob Campbell , Zhi Yin

We introduce the notion of a conditionally free product and conditionally free convolution. We describe this convolution both from a combinatorial point of view, by showing its connection with the lattice of non-crossing partitions, and…

funct-an · Mathematics 2008-02-03 Marek Bozejko , Michael Leinert , Roland Speicher

The sets of $k$-free integers in general quadratic number fields are studied, with special emphasis on (extended) symmetries and their impact on the topological dynamical systems induced by such integers. We establish correspondences…

Dynamical Systems · Mathematics 2025-05-22 Michael Baake , Alvaro Bustos , Andreas Nickel

We establish a general variational formula for the logarithmic potential of the free additive convolution of two compactly supported probability measure on $\R$. The formula is given in terms of the $R$-transform of the first measure, and…

Probability · Mathematics 2025-06-25 Francesco Concetti , David Belius , Giuseppe Genovese

The free analog of the pressure is introduced for multivariate noncommutative random variables and its Legendre transform is compared with Voiculescu's microstate free entropy.

Operator Algebras · Mathematics 2009-11-10 Fumio Hiai

We consider the free additive convolution of two probability measures $\mu$ and $\nu$ on the real line and show that $\mu\boxplus\nu$ is supported on a single interval if $\mu$ and $\nu$ each has single interval support. Moreover, the…

Mathematical Physics · Physics 2018-10-30 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

Data Analysis, Statistics and Probability · Physics 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

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…

Operator Algebras · Mathematics 2008-05-29 Mihai Popa , Jiun-Chau Wang

We study entropy and optimal transport theory in the free probabilistic setting motivated by the large-$n$ theory of random tuples of matrices. We define a new version of free entropy $\chi_{\operatorname{chron}}^{\mathcal{U}}$, which is…

Operator Algebras · Mathematics 2026-04-15 David Jekel

We consider a probabilistic approach to compute the Wiener--Young $\Phi$-variation of fractal functions in the Takagi class. Here, the $\Phi$-variation is understood as a generalization of the quadratic variation or, more generally, the…

Probability · Mathematics 2021-12-14 Xiyue Han , Alexander Schied , Zhenyuan Zhang

In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…

Probability · Mathematics 2017-05-17 Takahiro Hasebe , Hao-Wei Huang , Jiun-Chau Wang

In this paper we study multi-matrix models whose potentials are perturbations of the quadratic potential associated with independent GUE random matrices. More precisely, we compute the free energy and the expectation of the trace of…

Probability · Mathematics 2025-07-30 Félix Parraud , Kevin Schnelli

These expository notes propose to follow, across fields, some aspects of the concept of entropy. Starting from the work of Boltzmann in the kinetic theory of gases, various universes are visited, including Markov processes and their…

History and Overview · Mathematics 2016-03-25 Djalil Chafaï

A recent conjecture by C. Carlet on the sum-freedom of the binary multiplicative inverse function can be stated as follows: For each pair of positive integers $(n,k)$ with $3\le k\le n-3$, there is a $k$-dimensional $\Bbb F_2$-subspace $E$…

Number Theory · Mathematics 2025-05-01 Xiang-dong Hou , Shujun Zhao

Using a matrix approach, we define the free Jacobi process as the limit of the complex Jacobi matrix process. The we derive a free SDE which is analogous to its classical counterpart. To proceed, we prove that fro suitable parameters the…

Probability · Mathematics 2007-10-02 Nizar Demni

Free probability of type B was invented by Biane--Goodman--Nica, and then it was generalized by Belinschi--Shlyakhtenko and F\'evrier--Nica to infinitesimal free probability. The latter found its applications to eigenvalues of perturbed…

Operator Algebras · Mathematics 2024-10-24 Katsunori Fujie , Takahiro Hasebe

Utilizing the framework of free probability, we analyze the spectral and operator statistics of the Rosenzweig-Porter random matrix ensembles, which exhibit a rich phase structure encompassing ergodic, fractal, and localized regimes.…

High Energy Physics - Theory · Physics 2025-12-03 Viktor Jahnke , Pratik Nandy , Kuntal Pal , Hugo A. Camargo , Keun-Young Kim

We discuss some results concerning the multiplication of non-commutative random variables that are c-free with respect to a pair $( \Phi, \varphi) $, where $ \Phi $ is a linear map with values in some Banach or C$^\ast$-algebra and $…

Operator Algebras · Mathematics 2016-04-29 Mihai Popa , Victor Vinnikov , Jiun-Chau Wang

We study a quantum process that can be considered as a quantum analogue for the classical Markov process. We specifically construct a version of these processes for free Fermions. For such free Fermionic processes we calculate the entropy…

Quantum Physics · Physics 2012-04-27 Mark Fannes , Jeroen Wouters

We show that Voiculescu's circular operator and, more generally, each circular free Poisson operator has a continuous family of invariant subspaces relative to the von Neumann algebra it generates. The proof relies on upper triangular…

Operator Algebras · Mathematics 2007-05-23 Ken Dykema , Uffe Haagerup
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