Related papers: Free probability of type B prime
We consider the three finite free convolutions for polynomials studied in a recent paper by Marcus, Spielman, and Srivastava. Each can be described either by direct explicit formulae or in terms of operations on randomly rotated matrices.…
When humans infer underlying probabilities from stochastic observations, they exhibit biases and variability that cannot be explained on the basis of sound, Bayesian manipulations of probability. This is especially salient when beliefs are…
In this paper, we propose a probabilistic approach to the study of the characteristic polynomial of a random unitary matrix. We recover the Mellin Fourier transform of such a random polynomial, first obtained by Keating and Snaith, using a…
We investigate analytical properties of free stable distributions and discover many connections with their classical counterparts. Our main result is an explicit formula for the Mellin transform, which leads to explicit series…
This work presents a construction of stationary Markov models with negative-binomial marginal distributions. A simple closed form expression for the corresponding transition probabilities is given, linking the proposal to well-known classes…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
Consider a finite sequence of independent random permutations, chosen uniformly either among all permutations or among all matchings on n points. We show that, in probability, as n goes to infinity, these permutations viewed as operators on…
The classical problem of maximizing the Shannon entropy of a sum of independent random variables supported on a finite alphabet is considered and settled in the ternary case. Namely, the following theorem is established: if…
We performed a Lorentz covariant quantization of the spin-1/2 fermion field assuming the space-like energy-momentum dispersion relation. We a\-chieved the task in the following steps: ($i$) determining the unitary realizations of the…
Independence and conditional independence are fundamental concepts for reasoning about groups of random variables in probabilistic programs. Verification methods for independence are still nascent, and existing methods cannot handle…
In this paper, we observevd the amalgamated free probability of direct product of noncommutative probability spaces. We defined the amalgamated R-transforms, amalgamated moment series and the amalgamated boxed convolution. They maks us to…
We consider the problem of independence testing for two univariate random variables in a sequential setting. By leveraging recent developments on safe, anytime-valid inference, we propose a test with time-uniform type I error control and…
An iterative randomness extraction algorithm which generalized the Von Neumann's extraction algorithm is detailed, analyzed and implemented in standard C++. Given a sequence of independently and identically distributed biased Bernoulli…
Since the idea of fiducial inference was put forward by Fisher, researchers have been attempting to place it within a rigorous and well motivated framework. It is fair to say that a general definition has remained elusive. In this paper we…
Finite type invariants (also known as Vassiliev invariants) of pure braids are considered from a group-theoretic point of view. New results include a construction of a universal invariant with integer coefficients based on the Magnus…
The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…
For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…
Since Voiculescu introduced his bi-free probability theory in 2013, the major development of the theory has been on its combinatorial side; in particular, on the combinatorics of bi-free cumulants and its application to the bi-free…
The distribution functions of the matricvariate beta type I and II distributions are studied under real normed division algebras. The unified approach for real, complex, quaternions and octonions, also considers general properties and…
Limit theorems for a random number of independent random variables are frequently called transfer theorems. Investigations into this direction for sums of random variables with independent random sample size have been originated by…