Related papers: Free Moment Measures and Laws

We prove that the Gibbs measures $\rho$ for a class of Hamiltonian equations written $\partial_t u = J (-\triangle u + V'(|u|^2)u)$ on the real line are invariant under the flow of this equation in the sense that there exist random…

We initiate a systematic investigation of group actions on compact medain algebras via the corresponding dynamics on their spaces of measures. We show that a probability measure which is invariant under a natural push forward operation must…

This paper concerns the convergence of empirical measures in high dimensions. We propose a new class of probability metrics and show that under such metrics, the convergence is free of the curse of dimensionality (CoD). Such a feature is…

We study a model of spatial random permutations over a discrete set of points. Formally, a permutation $\sigma$ is sampled proportionally to the weight $\exp\{-\alpha \sum_x V(\sigma(x)-x)\},$ where $\alpha>0$ is the temperature and $V$ is…

A new formulation of the Hamiltonian dynamics of the gravitational field interacting with(non-dissipative) thermo-elastic matter is discussed. It is based on a gauge condition which allows us to encode the six degrees of freedom of the…

In this paper we extend the construction of random walks with a prescribed Poisson boundary to the case of measures in the class of a generalized Gibbs state. The price for dropping the $\alpha$-quasiconformal assumptions is that we must…

We study the parabolic defocusing stochastic quantization equation with both mutliplicative spatial white noise and an independant space-time white noise forcing, on compact surfaces, with polynomial nonlinearity. After renormalizing the…

The moment problem in probability theory asks for criteria for when there exists a unique measure with a given tuple of moments. We study a variant of this problem for random objects in a category, where a moment is given by the average…

The framework of this paper is that of risk measuring under uncertainty, which is when no reference probability measure is given. To every regular convex risk measure on ${\cal C}_b(\Omega)$, we associate a unique equivalence class of…

In the paper we study characterizations of probability measures in free probability. By constancy of regressions for random variable $\V(\I-\U)\V$ given by $\V\U\V$, where $\U$ and $\V$ are free, we characterize free Poisson and free…

Let $I=[0,1]$ and consider disjoint closed regions $G_{1},....,G_{n}$ in $% I\times I$ and subintervals $I_{1},......,I_{n},$ such that $G_{i}$ projects onto $I_{i.}$ We define the lower and upper maps $\tau_{1},$ $\tau_{2}$ by the lower…

We study stochastically forced semilinear parabolic PDE's of the Ginzburg-Landau type. The class of forcings considered are white noises in time and colored smooth noises in space. Existence of the dynamics in $L^\infty$, as well as…

This paper concerns free analytic maps on noncommutative domains. These maps are free analogs of classical holomorphic functions in several complex variables, and are defined in terms of noncommuting variables amongst which there are no…

Consider a measurable space with a finite vector measure. This measure defines a mapping of the $\sigma$-field into a Euclidean space. According to Lyapunov's convexity theorem, the range of this mapping is compact and, if the measure is…

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…

We succeed in writing 2-dimensional conformally invariant non-linear elliptic PDE (harmonic map equation, prescribed mean curvature equations...etc) in divergence form. This divergence free quantities generalize to target manifolds without…

We prove a moment majorization principle for matrix-valued functions with domain $\{-1,1\}^{m}$, $m\in\mathbb{N}$. The principle is an inequality between higher-order moments of a non-commutative multilinear polynomial with different random…

In this paper we study empirical measures which can be thought as a decoupled version of the empirical measures generated by random matrices. We prove the large deviation principle with the rate function, which is finite only on product…

Moments are expectation values of products of powers of position and momentum, taken over quantum states (or averages over a set of classical particles). For free particles, the evolution in the quantum case is closely related to that of a…

This paper develops a theory for completely random measures in the framework of free probability. A general existence result for free completely random measures is established, and in analogy to the classical work of Kingman it is proved…