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Debbah and Ryan have recently proved a result about the limit empirical singular distribution of the sum of two rectangular random matrices whose dimensions tend to infinity. In this paper, we reformulate it in terms of the rectangular free…

Probability · Mathematics 2008-07-04 Florent Benaych-Georges

We develop the complex-analytic viewpoint on the tree convolutions studied by the second author and Weihua Liu in "An operad of non-commutative independences defined by trees" (Dissertationes Mathematicae, 2020, doi:10.4064/dm797-6-2020),…

Operator Algebras · Mathematics 2021-04-13 Ethan Davis , David Jekel , Zhichao Wang

Quantile aggregation with dependence uncertainty has a long history in probability theory with wide applications in finance, risk management, statistics, and operations research. Using a recent result on inf-convolution of quantile-based…

Risk Management · Quantitative Finance 2024-09-09 Jose Blanchet , Henry Lam , Yang Liu , Ruodu Wang

Finite-free additive and multiplicative convolutions are operations on the set of polynomials with real roots, introduced independently by Szeg\"{o} and Walsh in the 1920s. These operations have regained some interest, in the last decade,…

Probability · Mathematics 2025-07-30 Octavio Arizmendi , Daniel Perales , Josue Vazquez-Becerra

The purpose of this paper is to introduce several new convolution operators, generated by some known probability densities. By using the inverse Fourier transform and taking inverse steps (in the analogues of the classical procedures used…

Classical Analysis and ODEs · Mathematics 2017-09-15 Sorin G. Gal

We consider the zeros of the sum of independent random polynomials as their degrees tend to infinity. Namely, let $p$ and $q$ be two independent random polynomials of degree $n$, whose roots are chosen independently from the probability…

Probability · Mathematics 2020-10-12 Sean O'Rourke , Tulasi Ram Reddy

Convolution is a broadly useful operation with applications including signal processing, machine learning, probability, optics, polynomial multiplication, and efficient parsing. Usually, however, this operation is understood and implemented…

Programming Languages · Computer Science 2019-03-27 Conal Elliott

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

The concept of freeness was introduced by Voiculescu in the context of operator algebras. Later it was observed that it is also relevant for large random matrices. We will show how the combination of various free probability results with a…

Operator Algebras · Mathematics 2014-04-15 Roland Speicher

In this paper we aim to generalize results obtained in the framework of fractional calculus by the way of reformulating them in terms of operator theory. In its own turn, the achieved generalization allows us to spread the obtained…

Functional Analysis · Mathematics 2020-09-08 Maksim Kukushkin

We establish a link between free probability theory and Witt vectors, via the theory of formal groups. We derive an exponential isomorphism which expresses Voiculescu's free multiplicative convolution $\boxtimes$ as a function of the free…

Operator Algebras · Mathematics 2019-12-06 Roland Friedrich , John McKay

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

We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…

Probability · Mathematics 2024-05-28 James A. Mingo , Mihai Popa

Convolution sums are introduced and special instances of the cyclic convolution on finite sets is examined in more detail. The distributions that emerge are multidimensional generalizations of the Catalan and Narayana numbers. This work…

Combinatorics · Mathematics 2025-01-31 Gregory M Constantine , Rodica R Constantine

Let $\boxplus$, $\boxtimes$ and $\uplus$ be the free additive, free multiplicative, and boolean additive convolutions, respectively. For a probability measure $\mu$ on $[0,\infty)$ with finite second moment, we find the scaling limit of…

Probability · Mathematics 2013-03-22 Noriyoshi Sakuma , Hiroaki Yoshida

We introduce a class of independence relations, which include free, Boolean and monotone independence, in operator valued probability. We show that this class of independence relations have a matricial extension property so that we can…

Operator Algebras · Mathematics 2018-09-21 Weihua Liu

The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the proximity of sequential…

Probability · Mathematics 2022-08-04 Friedrich Götze , Andrei Yu. Zaitsev

Permutation polynomials are an interesting subject of mathematics and have applications in other areas of mathematics and engineering. In this paper, we develop general theorems on permutation polynomials over finite fields. As a…

Information Theory · Computer Science 2013-08-28 Pingzhi Yuan , Cunsheng Ding

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

We study the probability that a random polynomial with integer coefficients is reducible when factored over the rational numbers. Using computer-generated data, we investigate a number of different models, including both monic and non-monic…