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We present an alternative proof of asymptotic freeness of independent sample covariance matrices, when the dimension and the sample size grow at the same rate, by embedding these matrices into Wigner matrices of a larger order and using…

Probability · Mathematics 2021-01-19 Monika Bhattacharjee , Arup Bose

The free Jacobi process is the radial part of the compression of the free unitary Brownian motion by two free orthogonal projections in a non commutative probability space. In this paper, we derive spectral properties of the free Jacobi…

Probability · Mathematics 2025-03-28 Nizar Demni , Tarek Hamdi

The entropy power inequality for independent random vectors is a foundational result of information theory, with deep connections to probability and geometric functional analysis. Several extensions of the entropy power inequality have been…

Information Theory · Computer Science 2025-12-23 Mokshay Madiman , James Melbourne , Cyril Roberto

Free probability provides a framework for describing correlations between non-commuting observables in complex quantum systems whose Hilbert-space states follow maximum-entropy distributions. We examine the robustness of this framework…

Quantum Physics · Physics 2025-12-17 Alexander Altland , Francisco Divi , Tobias Micklitz , Maedeh Rezaei

This paper contributes to the study of the free additive convolution of probability measures. It shows that under some conditions, if measures $\mu_i$ and $\nu_i, i=1,2$, are close to each other in terms of the L\'{e}vy metric and if the…

Probability · Mathematics 2013-10-04 V. Kargin

This work builds on our previous developments regarding a notion of freeness for tensors. We aim to establish a tensorial free convolution for compactly supported measures. First, we define higher-order analogues of the semicircular (or…

Operator Algebras · Mathematics 2025-03-03 Remi Bonnin

By using Araki's relative entropy, Lieb's convexity and the theory of singular integrals, we compute the mutual information associated with free fermions, and we deduce many results about entropies for chiral CFT's which are embedded into…

Operator Algebras · Mathematics 2017-12-21 Roberto Longo , Feng Xu

It is a classical result in complex analysis that the class of functions that arise as the Cauchy transform of probability measures may be characterized entirely in terms of their analytic and asymptotic properties. Such transforms are a…

Operator Algebras · Mathematics 2014-05-28 John D. Williams

Let $k$ be a field of characteristic different from $2$ and let $G$ be a nonabelian residually torsion-free nilpotent group. It is known that $G$ is an orderable group. Let $k(G)$ denote the subdivision ring of the Malcev-Neumann series…

Rings and Algebras · Mathematics 2018-05-23 Vitor O. Ferreira , Jairo Z. Goncalves , Javier Sanchez

For random dynamical systems, by summarizing the fundamental properties of Kifer's topological pressure we introduce the concept of random pressure functions, and define Ruelle's metric entropy for invariant measures. Employing the…

Dynamical Systems · Mathematics 2026-05-19 Rui Yang , Ercai Chen , Xiaoyao Zhou

We give a method to obtain, from Voiculescu's inequality, norm estimates for sums of free variables with amalgamation in general fully symmetric spaces. We use these estimates to interpolate the Burkholder inequalities for non commutative…

Operator Algebras · Mathematics 2021-01-13 Léonard Cadilhac , Eric Ricard

Applying the concept of matricial freeness which generalizes freeness in free probability, we have recently studied asymptotic joint distributions of symmetric blocks of Gaussian random matrices (Gaussian Symmetric Block Ensemble). This…

Operator Algebras · Mathematics 2018-05-28 Romuald Lenczewski

We prove that the free Fock space ${\F}(\R^+;\C)$, which is very commonly used in Free Probability Theory, is the continuous free product of copies of the space $\C^2$. We describe an explicit embedding and approximation of this continuous…

Probability · Mathematics 2015-02-12 Stéphane Attal , Ion Nechita

In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…

Probability · Mathematics 2018-09-17 Benoit Collins , Takahiro Hasebe , Noriyoshi Sakuma

We extend a recently introduced free-energy formalism for homogeneous Fokker-Planck equations to a wide, and physically appealing, class of inhomogeneous nonlinear Fokker-Planck equations. In our approach, the free-energy functional is…

Statistical Mechanics · Physics 2017-01-04 Gabriele Sicuro , Peter Rapčan , Constantino Tsallis

In three dimensions, the pure Maxwell theory with compact U(1) gauge group is dual to a free compact scalar, and flows from the Maxwell theory with non-compact gauge group in the ultraviolet to a non-compact free massless scalar theory in…

High Energy Physics - Theory · Physics 2014-02-05 Cesar A. Agon , Matthew Headrick , Daniel L. Jafferis , Skyler Kasko

Motivated by the asymptotic collective behavior of random and deterministic matrices, we propose an approximation (called "free deterministic equivalent") to quite general random matrix models, by replacing the matrices with operators…

Information Theory · Computer Science 2011-10-07 Roland Speicher , Carlos Vargas , Tobias Mai

A combinatorial approach to free probability theory has been developped by Roland Speicher, based on the notion of noncrossing cumulants, a free analogue of the classical theory of cumulants in probability theory. We review this theory, and…

Operator Algebras · Mathematics 2007-05-23 Philippe Biane

We derive a formula for the moments and the free cumulants of the multiplication of $k$ free random variables in terms of $k$-equal and $k$-divisible non-crossing partitions. This leads to a new simple proof for the bounds of the right-edge…

Operator Algebras · Mathematics 2012-02-28 Octavio Arizmendi , Carlos Vargas

We show that finite rank perturbations of certain random matrices fit in the framework of infinitesimal (type B) asymptotic freeness. This can be used to explain the appearance of free harmonic analysis (such as subordination functions…

Probability · Mathematics 2015-09-30 D. Shlyakhtenko