Related papers: Cumulants in rectangular finite free probability a…
Angular integrals arise in a wide range of perturbative quantum field theory calculations. In this work we investigate angular integrals with three denominators in $d=4-2\varepsilon$ dimensions. We derive integration-by-parts relations for…
The problem of convergence of the joint moments, which depend on two parameters $s$ and $h$, of the characteristic polynomial of a random Haar-distributed unitary matrix and its derivative, as the matrix size goes to infinity, has been…
We introduce a theory of probability in $\lambda$-rings designed to efficiently describe random variables valued in multisets of complex numbers, varieties over a field, or other similar enriched settings. A key role is played by the…
The q-characters were introduced by Frenkel and mReshetikhin to study finite dimensional representations of the untwisted quantum affine algebra for q generic. The $\epsilon$-characters at roots of unity were constructed by Frenkel and…
Families of conformal field theories are naturally endowed with a Riemannian geometry which is locally encoded by correlation functions of exactly marginal operators. We show that the curvature of such conformal manifolds can be computed…
In an earlier version of this paper \cite{6} a formula for the 4th cumulant of the Rosenblatt distribution was derived. In this paper formulas for the 3rd, 4th and 5th cumulant are derived using two methods. In the first method the…
We carry out the asymptotic analysis of repulsive ensembles of N particles which are discrete analogues of continuous 1d log-gases or beta-ensembles of random matrix theory. The ensembles that we study have several groups of particles which…
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 study asymptotic expansions in free probability. In a class of classical limit theorems Edgeworth expansion can be obtained via a general approach using sequences of "influence" functions of individual random elements described by…
We construct the generalized version of covariant Z_3-graded differential calculus introduced by one of us (R.K.), and then extended to the case of arbitrary Z_N grading. Here our main purpose is to establish the recurrence formulae for the…
The configuration space, i.e. the Hilbert space, of compound quantum systems grows exponentially with the number of its subsystems: its dimensionality is given by the product of the dimensions of its constituents. Therefore a full quantum…
It is well known that the $(-1)$-evaluation of the enumerator polynomials of permutations (resp. derangements) by the number of excedances gives rise to tangent numbers (resp. secant numbers). Recently, two distinct $q$-analogues of the…
In this paper we construct scalar cumulants for stable random matrix models with single trace interactions of arbitrarily high even order by Weingarten calculus. We obtain explicit and convergent expansions for these scalar cumulants in the…
In this paper, we consider the singular values and singular vectors of finite, low rank perturbations of large rectangular random matrices. Specifically, we prove almost sure convergence of the extreme singular values and appropriate…
A general equation for the probability distribution of parallel transporters on the gauge group manifold is derived using the cumulant expansion theorem. This equation is shown to have a general form known as the Kramers-Moyall cumulant…
Rectangulations are decompositions of a square into finitely many axis-aligned rectangles. We describe realizations of $(n-1)$-dimensional polytopes associated with two combinatorial families of rectangulations composed of $n$ rectangles.…
Quantile aggregation with dependence uncertainty has a long history in probability theory with wide applications in finance, risk management, statistics, and operations research. Using a recent result on inf-convolution of quantile-based…
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,…
Focusing on the discrete probabilistic setting we generalize the combinatorial definition of cumulants to L-cumulants. This generalization keeps all the desired properties of the classical cumulants like semi-invariance and vanishing for…
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…