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The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the proximity of sequential…

Probability · Mathematics 2022-08-04 Friedrich Götze , Andrei Yu. Zaitsev

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…

Probability · Mathematics 2024-04-05 Octavio Arizmendi , Samuel G. G. Johnston

We consider the zeros of the sum of independent random polynomials as their degrees tend to infinity. Namely, let $p$ and $q$ be two independent random polynomials of degree $n$, whose roots are chosen independently from the probability…

Probability · Mathematics 2020-10-12 Sean O'Rourke , Tulasi Ram Reddy

The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…

Probability · Mathematics 2018-03-16 Hari Bercovici , Jiun-Chau Wang , Ping Zhong

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…

Probability · Mathematics 2013-07-24 Zbigniew J. Jurek

We define an extension of the polynomial calculus on a W*-probability space by introducing an abstract algebra which contains polynomials. This extension allows us to define transition operators for additive and multiplicative free…

Probability · Mathematics 2013-09-11 Guillaume Cébron

We start with a random polynomial $P^{N}(z)$ of degree $N$ with independent coefficients. We then consider a new polynomial $P_{t}^{N}$ obtained by $\lceil Nt\rceil$ applications of a fractional differential operator of the form $z^{a}…

Probability · Mathematics 2026-05-05 Brian C. Hall , Ching-Wei Ho , Jonas Jalowy , Zakhar Kabluchko

We study distributions of polynomials in conditionally free (c-free) random variables, a notion of independence for two-state noncommutative probability spaces introduced by Bozejko, Leinert and Speicher. To this end we establish recursive…

Operator Algebras · Mathematics 2026-03-24 Adrian Celestino , Franz Lehner , Kamil Szpojankowski

The extension $k \mapsto \mu^{\boxplus k}$ of the concept of a free convolution power to the case of non-integer $k \geq 1$ was introduced by Bercovici-Voiculescu and Nica-Speicher, and related to the minor process in random matrix theory.…

Probability · Mathematics 2021-02-10 Dimitri Shlyakhtenko , Terence Tao. With an appendix by David Jekel

Based on a new analytical approach to the definition of additive free convolution on probability measures on the real line we prove free analogs of limit theorems for sums for non-identically distributed random variables in classical…

Operator Algebras · Mathematics 2007-05-23 G. P. Chistyakov , F. Götze

We consider the canonical pseudodistributive law between various free limit completion pseudomonads and the free coproduct completion pseudomonad. When the class of limits includes pullbacks, we show that this consideration leads to notions…

Category Theory · Mathematics 2024-06-13 Fernando Lucatelli Nunes , Rui Prezado , Matthijs Vákár

We study the distributional behavior for products, and for sums of boolean independent random variables in an infinitesimal triangular array. We show that the limit laws of boolean convolutions are determined by the limit laws of free…

Operator Algebras · Mathematics 2007-07-30 Jiun-Chau Wang

We consider two extensions of free probability that have been studied in the research literature, and are based on the notions of c-freeness and respectively of infinitesimal freeness for noncommutative random variables. In a 2012 paper,…

Operator Algebras · Mathematics 2022-12-13 Maxime Fevrier , Mitja Mastnak , Alexandru Nica , Kamil Szpojankowski

We obtain a formula for the density of the free convolution of an arbitrary probability measure on the unit circle of $\mathbb{C}$ with the free multiplicative analogues of the normal distribution on the unit circle. This description relies…

Probability · Mathematics 2014-04-25 Ping Zhong

Let $X^N = (X_1^N,\dots, X^N_d)$ be a d-tuple of $N\times N$ independent GUE random matrices and $Z^{NM}$ be any family of deterministic matrices in $\mathbb{M}_N(\mathbb{C})\otimes \mathbb{M}_M(\mathbb{C})$. Let $P$ be a self-adjoint…

Probability · Mathematics 2023-10-25 Benoît Collins , Alice Guionnet , Félix Parraud

We study the concept of (generalized) $p$-th variation of a real-valued continuous function along a general class of refining sequence of partitions. We show that the finiteness of the $p$-th variation of a given function is closely related…

Probability · Mathematics 2025-06-23 Purba Das , Donghan Kim

We investigate commutators of free variables of the form \( i[x, s] \), where \( s \) is a semicircular element. We show that although \( s \) and \( i[x, s] \) are not free, their sum nevertheless satisfies the free additive convolution…

Operator Algebras · Mathematics 2025-11-18 Mihai Popa , Kamil Szpojankowski

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…

Probability · Mathematics 2023-01-18 Katsunori Fujie , Yuki Ueda

This paper contributes to the study of the free additive convolution of probability measures. It shows that under some conditions, if measures $\mu_i$ and $\nu_i, i=1,2$, are close to each other in terms of the L\'{e}vy metric and if the…

Probability · Mathematics 2013-10-04 V. Kargin

Given a sequence of real rooted polynomials $\{p_n\}_{n\geq 1}$ with a fixed asymptotic root distribution, we study the asymptotic root distribution of the repeated polar derivatives of this sequence. This limiting distribution can be seen…

Probability · Mathematics 2025-08-27 Daniel Perales , Zhiyuan Yang