Related papers: Computing Free Convolutions via Contour Integrals
We consider the free additive convolution of two probability measures $\mu$ and $\nu$ on the real line and show that $\mu\boxplus\nu$ is supported on a single interval if $\mu$ and $\nu$ each has single interval support. Moreover, the…
We introduce a finite version of free probability and show the link between recent results using polynomial convolutions and the traditional theory of free probability. One tool for accomplishing this is a seemingly new transformation that…
In this paper, we present a numerical algorithm for the accurate and efficient computation of the convolution of the frequency domain layered media Green's function with a given density function. Instead of compressing the convolution…
Contour integral algorithms seek to compute a small number of eigenvalues located within a bounded region of the complex plane. These methods can be applied to both linear and nonlinear matrix eigenvalue problems. In the latter case, the…
We study the hydrodynamic limits of three kinds of one-dimensional stochastic log-gases known as Dyson's Brownian motion model, its chiral version, and the Bru-Wishart process studied in dynamical random matrix theory. We define the…
Given two nondegenerate Borel probability measures $\mu$ and $\nu$ on $\mathbb{R}_{+}=[0,\infty)$, we prove that their free multiplicative convolution $\mu\boxtimes\nu$ has zero singular continuous part and its absolutely continuous part…
We consider the free additive convolution $\mu_\alpha\boxplus\mu_\beta$ of two probability measures $\mu_\alpha$ and $\mu_\beta$, supported on respectively $n_\alpha$ and $n_\beta$ disjoint bounded intervals on the real line, and derive a…
We turn the long time puzzle of the free volume, known for its highly irregular form, into exact analytical formulae and develop statistical mechanics of the hard disk model. The free volume is exactly expressed in terms of the intersection…
In this paper, we determine the effect of the free multiplicative convolution on the pseudo-variance function of a Cauchy-Stieltjes kernel family. We then use the machinery of variance functions to establish some limit theorems related to…
We propose a class of estimators for deconvolution in mixture models based on a simple two-step "bin-and-smooth" procedure applied to histogram counts. The method is both statistically and computationally efficient: by exploiting recent…
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 consider the problem of numerically evaluating the expected value of a smooth bounded function of a chi-distributed random variable, divided by the square root of the number of degrees of freedom. This problem arises in the contexts of…
We introduce the notion of a conditionally free product and conditionally free convolution. We describe this convolution both from a combinatorial point of view, by showing its connection with the lattice of non-crossing partitions, and…
Let $\mu$ and $\nu$ be probability measures on $\mathbb{R}$ with compact support, and let $\mu \boxplus \nu$ denote their additive free convolution. We show that for $z \in \mathbb{R}$ greater than the sum of essential suprema of $\mu$ and…
Situations in many fields of research, such as digital communications, nuclear physics and mathematical finance, can be modelled with random matrices. When the matrices get large, free probability theory is an invaluable tool for describing…
We study numerical computation of conformal invariants of domains in the complex plane. In particular, we provide an algorithm for computing the conformal capacity of a condenser. The algorithm applies for wide kind of geometries: domains…
We construct one and two parameter deformations of the two dimensional Chebyshev polynomials with simple recurrence coefficients, following the algorithm in [3]. Using inverse scattering techniques, we compute the corresponding…
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…
Dimensionality reduction is a crucial technique in data analysis, as it allows for the efficient visualization and understanding of high-dimensional datasets. The circular coordinate is one of the topological data analysis techniques…
In this work, we extend the fractional linear multistep methods in [C. Lubich, SIAM J. Math. Anal., 17 (1986), pp.704--719] to the tempered fractional integral and derivative operators in the sense that the tempered fractional derivative…