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The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…

Probability · Mathematics 2018-03-16 Hari Bercovici , Jiun-Chau Wang , Ping Zhong

This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…

Functional Analysis · Mathematics 2014-05-07 Michael Anshelevich , Jiun-Chau Wang , Ping Zhong

It is known that limit theorems for triangular arrays with identically distributed rows yields convergence of densities rather than just convergence in distribution. We show that this superconvergence result holds -- at least at points at…

Probability · Mathematics 2022-02-07 Hari Bercovici , Ching-Wei Ho , Jiun-Chau Wang , Ping Zhong

We obtain a formula for the density of the free convolution of an arbitrary probability measure on the unit circle of $\mathbb{C}$ with the free multiplicative analogues of the normal distribution on the unit circle. This description relies…

Probability · Mathematics 2014-04-25 Ping Zhong

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…

Probability · Mathematics 2010-10-19 Jiun-Chau Wang

We prove results concerning the representation of a given distribution by means of a given random quantity. The existence of a solution to this problem is related to the notion of conglomerability, originally introduced by Dubins to study…

Functional Analysis · Mathematics 2017-05-11 Gianluca Cassese

This paper derives sufficient conditions for superconvergence of sums of bounded free random variables and provides an estimate for the rate of superconvergence.

Probability · Mathematics 2007-10-23 Vladislav Kargin

The free convolution is the binary operation on the set of probability measures on the real line which allows to deduce, from the individual spectral distributions, the spectral distribution of a sum of independent unitarily invariant…

Probability · Mathematics 2008-06-05 Serban Belinschi , Florent Benaych-Georges , Alice Guionnet

For a class of random matrix ensembles with correlated matrix elements, it is shown that the density of states is given by the Wigner semi-circle law. This is applied to effective Hamiltonians related to the Anderson model in dimensions…

Mathematical Physics · Physics 2007-05-23 Jeffrey H. Schenker , Hermann Schulz-Baldes

We establish an unexpected phenomenon of strong regularization along normal convergence on Wiener chaoses. For every sequence of chaotic random variables, convergence in law to the Gaussian distribution is upgraded to superconvergence: the…

Probability · Mathematics 2024-06-21 Ronan Herry , Dominique Malicet , Guillaume Poly

We investigate analytical properties of free stable distributions and discover many connections with their classical counterparts. Our main result is an explicit formula for the Mellin transform, which leads to explicit series…

Probability · Mathematics 2024-03-19 Takahiro Hasebe , Alexey Kuznetsov

The theory of quasirandomness has greatly expanded from its inaugural graph theoretical setting to several different combinatorial objects such as hypergraphs, tournaments, permutations, etc. However, these quasirandomness variants have…

Combinatorics · Mathematics 2020-12-23 Leonardo N. Coregliano , Alexander A. Razborov

We solve two longstanding major problems in Free Probability. This is achieved by generalising the theory to one with values in arbitrary commutative algebras. We prove the existence of the multi-variable $S$-transform, and show that it is…

Probability · Mathematics 2013-09-25 Roland M. Friedrich , John McKay

Suppose a $k$-uniform hypergraph $H$ that satisfies a certain regularity instance (that is, there is a partition of $H$ given by the hypergraph regularity lemma into a bounded number of quasirandom subhypergraphs of prescribed densities).…

Combinatorics · Mathematics 2022-08-15 Felix Joos , Jaehoon Kim , Daniela Kühn , Deryk Osthus

In a seminal 2005 paper, Haagerup and Thorbj{\o}rnsen discovered that the norm of any noncommutative polynomial of independent complex Gaussian random matrices converges to that of a limiting family of operators that arises from…

Probability · Mathematics 2026-02-12 Ramon van Handel

We introduce a density model for random quotients of a free product of finitely generated groups. We prove that a random quotient in this model has the following properties with overwhelming probability: if the density is below $1/2$, the…

Group Theory · Mathematics 2025-02-13 Eduard Einstein , Suraj Krishna M S , MurphyKate Montee , Thomas Ng , Markus Steenbock

We introduce a finite version of free probability and show the link between recent results using polynomial convolutions and the traditional theory of free probability. One tool for accomplishing this is a seemingly new transformation that…

Combinatorics · Mathematics 2021-08-17 Adam W. Marcus

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

The bivariate normal density with unit variance and correlation $\rho$ is well-known. We show that by integrating out $\rho$, the result is a function of the maximum norm. The Bayesian interpretation of this result is that if we put a…

Statistics Theory · Mathematics 2015-11-20 Kai Zhang , Lawrence D. Brown , Edward George , Linda Zhao

An equivalent condition for the product of elements of an independent random sample on a compact algebraic group converging in distribution to some random variable as the sample size increases is obtained. Namely, a limit distribution…

Probability · Mathematics 2022-11-21 O. G. Styrt
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