Related papers: $S$-transform in Finite Free Probability
It is shown that if a probability measure $\nu$ is supported on a closed subset of $(0,\infty)$, that is, its support is bounded away from zero, then the free multiplicative convolution of $\nu$ and the semicircle law is absolutely…
The aim of the present work is to provide a supplement to the authors' paper (2018). It is shown that our results on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the…
In many applications including financial risk measurement, copulas have shown to be a powerful building block to reflect multivariate dependence between several random variables including the mapping of tail dependencies. A famous key…
We show that the distribution of the spectral maximum of monotonically independent self-adjoint operators coincides with the classical max-convolution of their distributions. In free probability, it was proven that for any probability…
Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a nonconstant distribution, then (i) the limit distribution is…
The concept of freeness was introduced by Voiculescu in the context of operator algebras. Later it was observed that it is also relevant for large random matrices. We will show how the combination of various free probability results with a…
We extend the notions of finite free convolution and finite free cumulants to the setting of formal power series by introducing their natural analogues, namely $t$-deformed convolution and $t$-deformed cumulants. In this framework, we…
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.…
We characterize the limiting distributions of random variables of the form $P_n\left( (X_i)_{i \ge 1} \right)$, where: (i) $(P_n)_{n \ge 1}$ is a sequence of multivariate polynomials, each potentially involving countably many variables;…
A universality conjecture of Farmer and Rhoades [Trans. Amer. Math. Soc., 357(9):3789--3811, 2005] and Farmer [Adv. Math., 411:Paper No. 108781, 14, 2022] asserts that, under some natural conditions, the roots of an entire function should…
We characterize asymptotic collective behaviour of rectangular random matrices, the sizes of which tend to infinity at different rates: when embedded in a space of larger square matrices, independent rectangular random matrices are…
In this paper, we present a combinatorial approach to the 2-variable bi-free partial $S$- and $T$-transforms recently discovered by Voiculescu. This approach produces an alternate definition of said transforms using $(\ell, r)$-cumulants.
We study random variables of the form $f(X)$, when $f$ is a degree $d$ polynomial, and $X$ is a random vector on $\mathbb{R}^{n}$, motivated towards a deeper understanding of the covariance structure of $X^{\otimes d}$. For applications,…
We prove Edgeworth type expansions for distribution functions of sums of free random variables under minimal moment conditions. The proofs are based on the analytic definition of free convolution. We apply these results to the expansion of…
In this paper, we investigate Voiculescu's theorem on approximate unitary equivalence in separable properly infinite factors. As applications, we establish the norm-denseness of the set of all reducible operators, prove a generalized…
Consider a square random matrix with independent and identically distributed entries of mean zero and unit variance. We show that as the dimension tends to infinity, the spectral radius is equivalent to the square root of the dimension in…
The key result in the paper concerns two transformations, Phi(rho, psi) and B_t(psi) on states on the algebra of non-commutative polynomials, or equivalently on joint distributions of d-tuples of non-commuting operators. These…
We introduce and study a new type of convolution of probability measures called the orthogonal convolution, which is related to the monotone convolution. Using this convolution, we derive alternating decompositions of the free additive…
We investigate the asymptotic behavior of the eigenvalues of spiked perturbations of Wigner matrices when the dimension goes to infinity. The entries of the Hermitian Wigner matrix have a distribution which is symmetric and satisfies a…
Free probability and random matrix theory has shown to be a fruitful combination in many fields of research, such as digital communications, nuclear physics and mathematical finance. The link between free probability and eigenvalue…