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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

We study the decomposition of free random variables in terms of their orthogonal replicas from a new perspective. First, we show that the mixed moments of orthogonal replicas with respect to the normalized linear functional $\Phi$ are…

Operator Algebras · Mathematics 2023-06-27 Romuald Lenczewski

We study discrete probabilistic programs with potentially unbounded looping behaviors over an infinite state space. We present, to the best of our knowledge, the first decidability result for the problem of determining whether such a…

Logic in Computer Science · Computer Science 2022-06-22 Mingshuai Chen , Joost-Pieter Katoen , Lutz Klinkenberg , Tobias Winkler

We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…

Probability · Mathematics 2007-10-31 N. Raj Rao , Alan Edelman

In this article we study the influence of regularly varying probability measures on additive and multiplicative Boolean convolutions. We introduce the notion of Boolean subexponentiality (for additive Boolean convolution), which extends the…

Probability · Mathematics 2018-08-13 Sukrit Chakraborty , Rajat Subhra Hazra

In the classical probability in continuous random variables there is no distinguishing between the probability involving strict inequality and non strict inequality. Moreover a probability involves equality collapse to zero without…

Signal Processing · Electrical Eng. & Systems 2022-01-11 Oren Fivel , Moshe Klein , Oded Maimon

We prove that if $p\ge 1$ and $0< r\le p$ then the sequence $\binom{mp+r}{m}\frac{r}{mp+r}$, $m=0,1,2,...$, is positive definite, more precisely, is the moment sequence of a probability measure $\mu(p,r)$ with compact support contained in…

Probability · Mathematics 2017-06-20 Wojciech Mlotkowski , Karol A. Penson , Karol Zyczkowski

In this paper, we study the partial bi-free $S$-transform of a pair $(a,b)$ of random variables, and the $S$-transform of the $2\times 2$ matrix-valued random variable $\left(\begin{matrix}a&0\\0&b\end{matrix}\right)$ associated with…

Operator Algebras · Mathematics 2019-03-07 Mingchu Gao

We prove a multidimensional Poisson limit theorem in free probability, and define joint free Poisson distributions in a non-commutative probability space. We define (compound) free Poisson process explicitly, similar to the definitions of…

Operator Algebras · Mathematics 2015-07-31 Guimei An , Mingchu Gao

The randomization of a complete first order theory T is the complete continuous theory T^R with two sorts, a sort for random elements of models of T, and a sort for events in an underlying probability space. We give necessary and sufficient…

Logic · Mathematics 2013-05-01 Uri Andrews , Isaac Goldbring , H. Jerome Keisler

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

A new inequality between some functional of probability distribution functions is given. The inequality is based on strict convexity of a function used in functional definition. Equality sign in the inequality gives a characteristic…

Probability · Mathematics 2018-05-18 Lev B. Klebanov , Irina V. Volchenkova

We determine the probability that a random polynomial of degree $n$ over $\mathbb{Z}_p$ has exactly $r$ roots in $\mathbb{Q}_p$, and show that it is given by a rational function of $p$ that is invariant under replacing $p$ by $1/p$.

Number Theory · Mathematics 2022-03-29 Manjul Bhargava , John Cremona , Tom Fisher , Stevan Gajović

We prove that $X^r$ follows an FID distribution if: (1) $X$ follows a free Poisson distribution without an atom at 0 and $r\in(-\infty,0]\cup[1,\infty)$; (2) $X$ follows a free Poisson distribution with an atom at 0 and $r\geq1$; (3) $X$…

Probability · Mathematics 2019-05-28 Takahiro Hasebe

In [3], we have introduced a probability measure to study the power and exponential sums for a certain coding system. The distribution function of the probability measure gives explicit formulas for the power and exponential sums.…

Number Theory · Mathematics 2015-05-19 Yuichi Kamiya , Tatsuya Okada , Takeshi Sekiguchi , Yasunobu Shiota

This paper introduces and studies a new class of nonparametric prior distributions. Random probability distribution functions are constructed via normalization of random measures driven by increasing additive processes. In particular, we…

Statistics Theory · Mathematics 2007-06-13 Luis E. Nieto-Barajas , Igor Prunster , Stephen G. Walker

We define a product of algebraic probability spaces equipped with two states. This product is called a conditionally monotone product. This product is a new example of independence in non-commutative probability theory and unifies the…

Operator Algebras · Mathematics 2013-12-04 Takahiro Hasebe

It is shown that the free multiplicative convolution of two nondegenerate probability measures on the unit circle has no continuous singular part relative to arclength measure. Analogous results have long been known for free additive…

Operator Algebras · Mathematics 2023-05-24 Serban T. Belinschi , Hari Bercovici , Ching-Wei Ho

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 define a normal form (called the canonical image) of an arbitrary measurable function of several variables with respect to a natural group of transformations; describe a new complete system of invariants of such a function (the system of…

Dynamical Systems · Mathematics 2013-01-25 A. Vershik
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