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Related papers: Lecture Notes on "Non-Commutative Distributions"

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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

Recent developments have found unexpected connections between non-commutative probability theory and algebraic topology. In particular, Boolean cumulants functionals seem to be important for describing morphisms of homotopy operadic…

Algebraic Topology · Mathematics 2017-09-11 Carlos Vargas

Random matrix theory has played a major role in several areas of pure and applied mathematics, as well as statistics, physics, and computer science. This lecture aims to describe the intrinsic freeness phenomenon and how it provides new…

Probability · Mathematics 2025-10-02 Afonso S. Bandeira

We study a model of repeated interaction between quantum systems which can be thought of as a non-commutative Markov chain. It is shown that there exists an outgoing Cuntz scattering system associated to this model which induces an…

Mathematical Physics · Physics 2009-02-20 Rolf Gohm

Motivated by recent work of Au, C{\'e}bron, Dahlqvist, Gabriel, and Male, we study regularity properties of the distribution of a sum of two selfad-joint random variables in a tracial noncommutative probability space which are free over a…

Operator Algebras · Mathematics 2018-11-12 Serban Belinschi

We discuss non commutative functions, which naturally arise when dealing with functions of more than one matrix variable.

Functional Analysis · Mathematics 2017-08-22 Jim Agler , John E. McCarthy

We study the non-uniqueness of factorizations of non zero-divisors into atoms (irreducibles) in noncommutative rings. To do so, we extend concepts from the commutative theory of non-unique factorizations to a noncommutative setting. Several…

Rings and Algebras · Mathematics 2015-09-03 Nicholas R. Baeth , Daniel Smertnig

A decomposition principle for nonlinear dynamic compartmental systems is introduced in the present paper. This theory is based on the mutually exclusive and exhaustive, analytical and dynamic, novel system and subsystem partitioning…

Systems and Control · Computer Science 2020-11-24 Huseyin Coskun

In complex systems, crucial parameters are often subject to unpredictable changes in time. Climate, biological evolution and networks provide numerous examples for such non-stationarities. In many cases, improved statistical models are…

Statistical Finance · Quantitative Finance 2015-12-09 Frederik Meudt , Martin Theissen , Rudi Schäfer , Thomas Guhr

In these lecture notes we present an introduction to non-standard analysis especially written for the community of mathematicians, physicists and engineers who do research on J. F. Colombeau' theory of new generalized functions and its…

Functional Analysis · Mathematics 2010-10-19 Todor D. Todorov

This paper studies majorization of high tensor powers of finitely supported probability distributions. Viewing probability distributions as a resource with majorization as a means of transformation corresponds to the resource theory of pure…

Quantum Physics · Physics 2019-06-17 Asger Kjærulff Jensen

Let $a_{1},...,a_{n}, b_{1},...,b_{n}$ be random variables in some (non-commutative) probability space, such that $\{a_{1}, ..., a_{n} \}$ is free from $\{b_{1}, ..., b_{n} \}$. We show how the joint distribution of the $n$-tuple $(a_{1}…

funct-an · Mathematics 2008-02-03 Alexandru Nica , Roland Speicher

These lecture notes are an expanded write-up of my short lecture series "Noncommutative Resolutions" given to the MSRI Graduate Student Workshop "Noncommutative Algebraic Geometry" during June 2012. The notes include five chapters, an…

Representation Theory · Mathematics 2014-09-30 M. Wemyss

In a mathematical context in which one can multiply distributions the "`formal"' nonperturbative canonical Hamiltonian formalism in Quantum Field Theory makes sense mathematically, which can be understood a priori from the fact the so…

Mathematical Physics · Physics 2018-01-12 J. Aragona , P. Catuogno , J. F. Colombeau , S. O. Juriaans , C. Olivera

Distributed learning has become a critical enabler of the massively connected world envisioned by many. This article discusses four key elements of scalable distributed processing and real-time intelligence --- problems, data, communication…

Machine Learning · Computer Science 2020-06-24 Tsung-Hui Chang , Mingyi Hong , Hoi-To Wai , Xinwei Zhang , Songtao Lu

Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…

Methodology · Statistics 2013-10-16 David S. Matteson , Nicholas A. James

We study the class $\mathcal{M}_{\mathrm{ratio}}$ of those probability distributions for which the free $R$-transforms are rational functions. This class is closed under the additive free convolution, additive free powers and under the…

Probability · Mathematics 2021-11-22 Wojciech Młotkowski

This paper examines the foundational concept of random variables in probability theory and statistical inference, demonstrating that their mathematical definition requires no reference to randomization or hypothetical repeated sampling. We…

Other Statistics · Statistics 2025-02-11 Paul W. Vos

There is an increasing interest in algorithms to learn invariant correlations across training environments. A big share of the current proposals find theoretical support in the causality literature but, how useful are they in practice? The…

Machine Learning · Computer Science 2021-02-23 Benjamin Aubin , Agnieszka Słowik , Martin Arjovsky , Leon Bottou , David Lopez-Paz

We introduce and study the notion of k-divisible elements in a non-commutative probability space. A k-divisible element is a (non-commutative) random variable whose n-th moment vanishes whenever n is not a multiple of k. First, we consider…

Probability · Mathematics 2012-03-22 Octavio Arizmendi