Related papers: On the anti-commutator of two free random variable…
Using a family of graded algebra structures on a planar algebra and a family of traces coming from random matrix theory, we obtain a tower of non-commutative probability spaces, naturally associated to a given planar algebra. The associated…
We study pairs and m--tuples of compositions of a positive integer n with parts restricted to a subset P of positive integers. We obtain some exact enumeration results for the number of tuples of such compositions having the same number of…
The generating function of the cumulants in random matrix models, as well as the cumulants themselves, can be expanded as asymptotic (divergent) series indexed by maps. While at fixed genus the sums over maps converge, the sums over genera…
This article proves that there are infinitely many primes of the form a^2 + b^4, in fact getting the asymptotic formula. The main result is that \sum_{a^2 + b^4\le x} \Lambda(a^2 + b^4) = 4\pi^{-1}\kappa x^{3/4} (1 + O(\log\log x / \log x))…
Wick polynomials and Wick products are studied in the context of non-commutative probability theory. It is shown that free, boolean and conditionally free Wick polynomials can be defined and related through the action of the group of…
In this paper, we establish an extension of a noncommutative Bennett inequality with a parameter $1\leq r\leq2$ and use it together with some noncommutative techniques to establish a Rosenthal inequality. We also present a noncommutative…
We study the statistics of the condition number $\kappa=\lambda_{\mathrm{max}}/\lambda_{\mathrm{min}}$ (the ratio between largest and smallest squared singular values) of $N\times M$ Gaussian random matrices. Using a Coulomb fluid…
We address the question of the asymptotic description of random tensors that are local-unitary invariant, that is, invariant by conjugation by tensor products of independent unitary matrices. We consider both the mixed case of a tensor with…
I give a survey about my work on combinatorial and probabilistic aspects of free probability theory. In particular, I present the combinatorial description of freeness in terms of free cumulants and I give some ideas of the main results of…
The survey is dedicated to a celebrated series of quantitave results, developed by the Lithuanian school of probability, on the normal approximation for a real-valued random variable. The key ingredient is a bound on cumulants of the type…
Consider a continuous random pair $(X,Y)$ whose dependence is characterized by an extreme-value copula with Pickands dependence function $A$. When the marginal distributions of $X$ and $Y$ are known, several consistent estimators of $A$ are…
We introduce the free analogue of the classical beta prime distribution by the multiplicative free convolution of the free Poisson and the reciprocal of free Poisson distributions, and related free analogues of the classical $F$, $T$, and…
We study the free product of rooted graphs and its various decompositions using quantum probabilistic methods. We show that the free product of rooted graphs is canonically associated with free independence, which completes the proof of the…
We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…
This paper studies the exponential of the sum of two non-commuting operators as an infinite product of exponential operators involving repeated commutators of increasing order. It will be shown how to determine two coefficients in front of…
We derive the asymptotic formula $\alpha(k,q)=\lambda_{k-1}q^k+o(q^k)$, where $\alpha(k,q)$ is the independence number of the de Bruijn graph $B(k,q)$, and $\lambda_{k-1}$ is a constant arising from a variational problem on the unit…
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…
For $\mu, \kappa$ infinite, say $\mathcal{A}\subseteq [\kappa]^\kappa$ is a $(\mu,\kappa)$-maximal independent family if whenever $\mathcal{A}_0$ and $\mathcal{A}_1$ are pairwise disjoint non-empty in $[\mathcal{A}]^{<\mu}$ then…
We compute the fluctuation moments $\alpha_{m_1,\dots,m_r}$ of a Complex Wigner Matrix $X_N$ given by the limit $\lim_{N\rightarrow\infty}N^{r-2}k_r(Tr(X_N^{m_1}),\dots,Tr(X_N^{m_r}))$. We prove the limit exists and characterize the leading…
Abelian cellular automata (CA) are CA which are group endomorphisms of the full group shift when endowing the alphabet with an abelian group structure. A CA randomizes an initial probability measure if its iterated images weak *-converge…