Related papers: Probability distributions with rational free $R$-t…
Let $\mathcal{A}$ be a random set constructed by picking independently each element of $\{1, \dots, n\}$ with probability $\alpha \in (0, 1)$. We give a formula for the probability that a rational number $q$ belong to the random ratio set…
We examine two binary operations on the set of algebraic polynomials, known as multiplicative and additive finite free convolutions, specifically in the context of hypergeometric polynomials. We show that the representation of a…
A probability distribution is n-divisible if its nth convolution root exists. While modeling the dependence structure between several (re)insurance losses by an additive risk factor model, the infinite divisibility, that is the…
We consider closure properties in the class of positively decreasing distributions. Our results stem from different types of dependence, but each type belongs in the family of asymptotically independent dependence structure. Namely we…
We revisit Marcus' finite free analogue of Voiculescu $R$-transform from an analytic viewpoint. By relating the finite free Fourier transform to the Laplace transform, we study the finite $R$-transform through logarithmic potentials and…
We study in detail the class of even polynomials and their behavior with respect to finite free convolutions. To this end, we use some specific hypergeometric polynomials and a variation of the rectangular finite free convolution to…
This note extends Voiculescu's S-transform based analytical machinery for free multiplicative convolution to the case where the mean of the probability measures vanishes. We show that with the right interpretation of the S-transform in the…
The problem 2-Xor-Sat asks for the probability that a random expression, built as a conjunction of clauses $x \oplus y$, is satisfiable. We revisit this classical problem by giving an alternative, explicit expression of this probability. We…
A rational function is the ratio of two complex polynomials in one variable without common roots. Its degree is the maximum of the degrees of the numerator and the denominator. Rational functions belong to the same class if one turns into…
We investigate meandric systems with a large number of loops using tools inspired by free probability. For any fixed integer $r$, we express the generating function of meandric systems on $2n$ points with $n-r$ loops in terms of a finite…
A probability inequality is proved for n-fold convolutions of a smooth cumulative distribution function on (0,infinity)x...x(0,infinity), which is multivariate totally positive of order 2 (MTP2). This inequality is better than an inequality…
We give a general categorical construction that yields several monads of measures and distributions as special cases, alongside several monads of filters. The construction takes place within a categorical setting for generalized functional…
We here provide a distribution-free approach to the random factor analysis model. We show that it leads to the same estimating equations as for the classical ML estimates under normality, but more easily derived, and valid also in the case…
This paper extends earlier work on the distribution in the complex plane of the roots of random polynomials. In this paper, the random polynomials are generalized to random finite sums of given "basis" functions. The basis functions are…
We establish a connection between analytic number theory and computational learning theory by showing that the M\"obius function belongs to a class of functions that is statistically hard to learn from random samples. Let $\mu_R$ denote the…
In this paper we introduce and study the class of multivariate strong and strongly subexponential distributions. Some first properties are verified, as for example a type of multivariate analogue of Kesten's inequality, the closure property…
The class of selfdecomposable distributions in free probability theory was introduced by Barndorff-Nielsen and the third named author. It constitutes a fairly large subclass of the freely infinitely divisible distributions, but so far…
We study subordination of free convolutions. We prove that for free random variables $X,Y$ and a Borel function $f$ the conditional expectation $E_\varphi\left[ (z-X-f(X)Yf^*(X))^{-1}| X\right]$, is a resolvent again. This result allows…
To a planar algebra P in the sense of Jones we associate a natural non- commutative ring, which can be viewed as the ring of non-commutative polynomials in several indeterminates, invariant under a symmetry encoded by P. We show that this…
A novel basis of discrete analytic polynomials on a rhombic lattice is introduced and the associated convolution product is studied. A class of discrete analytic functions that are rational with respect to this product is also described.