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Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z=X+Y with Y independent of X, the problem is to estimate the distribution…
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 develop a model-free theory of general types of parametric regression for iid observations. The theory replaces the parameters of parametric models with statistical functionals, to be called "regression functionals'', defined on large…
We provide the law of large numbers for roots of finite free multiplicative convolution of polynomials which have only non-negative real roots. Moreover, we study the empirical root distributions of limit polynomials obtained through the…
The estimation of large covariance matrices has a high dimensional bias. Correcting for this bias can be reformulated via the tool of Free Probability Theory as a free deconvolution. The goal of this work is a computational and statistical…
We analyze properties of apportionment functions in context of the problem of allocating seats in the European Parliament. Necessary and sufficient conditions for apportionment functions are investigated. Some exemplary families of…
A positive integer n is called r-free if n is not divisible by the r-th power of a prime. Generalizing earlier work of Orr, we provide an upper bound of Bombieri-Vinogradov type for the r-free numbers in arithmetic progressions.
In this paper, we examine how various notions of independence in non-commutative probability theory arise in bi-free probability. We exhibit how Boolean and monotone independence occur from bi-free pairs of faces and establish a Kac/Loeve…
In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…
We produce an infinite family of transcendental numbers which, when raised to their own power, become rational. We extend the method, to investigate positive rational solutions to the equation $x^x = \alpha$, where $\alpha$ is a fixed…
In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…
We study existence of random elements with partially specified distributions. The technique relies on the existence of a positive extension for linear functionals accompanied by additional conditions that ensure the regularity of the…
We prove that the free additive convolution of two Borel probability measures supported on the real line can have a component that is singular continuous with respect to the Lebesgue measure on the real line only if one of the two measures…
Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of…
In multicentric calculus one takes a polynomial $p$ with distinct roots as a new variable and represents complex valued functions by $\mathbb C^d$-valued functions, where $d$ is the degree of $p$. An application is e.g. the possibility to…
In [9], we observed Amalgamated R-transform Theory. Different from the original definition of Voiculescu and Speicher, we define R-transforms of operator-valued random variable(s) by operator-valued formal series. By doing that we can…
Motion polynomials (polynomials over the dual quaternions with nonzero real norm) describe rational motions. We present a necessary and sufficient condition for reduced bounded motion polynomials to admit factorizations into monic linear…
This is a thesis on some applications of regularly varying functions. Three problems are considered. The first problem is about the randomly weighted sums, the second is on the behavior of the product under conditional extreme value model…
In this article the relation between the tail behaviours of a free regular infinitely divisible (positively supported) probability measure and its L\'evy measure is studied. An important example of such a measure is the compound free…
We show that finite rank perturbations of certain random matrices fit in the framework of infinitesimal (type B) asymptotic freeness. This can be used to explain the appearance of free harmonic analysis (such as subordination functions…