Related papers: The Kummer distribution in free probability, and i…
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 article, we study tests of independence for data with arbitrary distributions in the non-serial case, i.e., for independent and identically distributed random vectors, as well as in the serial case, i.e., for time series. These…
This paper will be devoted to study weighted (deformed) free Poisson random variables from the viewpoint of orthogonal polynomials and statistics of non-crossing partitions. A family of weighted (deformed) free Poisson random variables will…
Applying the concept of matricial freeness which generalizes freeness in free probability, we have recently studied asymptotic joint distributions of symmetric blocks of Gaussian random matrices (Gaussian Symmetric Block Ensemble). This…
Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…
In this paper, we develop the notion of free-Boolean independence in an amalgamation setting. We construct free-Boolean cumulants and show that the vanishing of mixed free-Boolean cumulants is equivalent to our free-Boolean independence…
A Poisson Binomial distribution over $n$ variables is the distribution of the sum of $n$ independent Bernoullis. We provide a sample near-optimal algorithm for testing whether a distribution $P$ supported on $\{0,...,n\}$ to which we have…
We prove the Freiheitssatz for Poisson algebras in characteristic zero. We also give a proof of the tameness of automorphisms for two generated free Poisson algebras and prove that an analogue of the commutator test theorem is equivalent to…
An alternative parametric description for discrete random variables, called muculants, is proposed. In contrast to cumulants, muculants are based on the Fourier series expansion, rather than on the Taylor series expansion, of the logarithm…
We study unimodality for free multiplicative convolution with free normal distributions $\{\lambda_t\}_{t>0}$ on the unit circle. We give four results on unimodality for $\mu\boxtimes\lambda_t$: (1) if $\mu$ is a symmetric unimodal…
In the paper we resolve positively the conjecture on a characterization of matrix Kummer and Wishart laws through independence property, which was posed in [Koudou, Statist. Probab. Lett. 82 (2012), 1903--1907] . Apart from the…
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…
Over the last couple of decades, several copula based methods have been proposed in the literature to test for the independence among several random variables. But these existing tests are not invariant under monotone transformations of the…
We consider a class of probability measures $\mu_{s,r}^{\alpha}$ which have explicit Cauchy-Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases. Also, we…
We calculate exactly the first cumulants of the free energy of a directed polymer in a random medium for the geometry of a cylinder. By using the fact that the n-th moment <Z^n> of the partition function is given by the ground state energy…
The q-semicircular distribution is a probability law that interpolates between the Gaussian law and the semicircular law. There is a combinatorial interpretation of its moments in terms of matchings where q follows the number of crossings,…
Many kinds of independence have been defined in non-commutative probability theory. Natural independence is an important class of independence; this class consists of five independences (tensor, free, Boolean, monotone and anti-monotone…
We study the problem of conditional expectations in free random variables and provide closed formulas for the conditional expectation of resolvents of arbitrary non-commutative polynomials in free random variables onto the subalgebra of an…
We derive a simple and precise approximation to probability density functions in sampling distributions based on the Fourier cosine series. After clarifying the required conditions, we illustrate the approximation on two examples: the…
In this article, we discuss a bivariate distribution whose conditionals are univariate binomial distributions and the marginals are not binomial that exhibits negative correlation. Some useful structural properties of this distribution…