Related papers: Cumulants in rectangular finite free probability a…
We provide an unifying polynomial expression giving moments in terms of cumulants, and viceversa, holding in the classical, boolean and free setting. This is done by using a symbolic treatment of Abel polynomials. As a by-product, we show…
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…
Given two second order free random variables $a$ and $b$, we study the second order free cumulants of their product $ab$, their commutator $ab-ba$, and their anti-commutator $ab+ba$. Let $(\kappa_n^a)_{n\geq 1}$ and…
The survey is dedicated to a celebrated series of quantitave results, developed by the Lithuanian school of probability, on the normal approximation for a real-valued random variable. The key ingredient is a bound on cumulants of the type…
We address the question of the asymptotic description of random tensors that are local-unitary invariant, that is, invariant by conjugation by tensor products of independent unitary matrices. We consider both the mixed case of a tensor with…
This work presents a set of new statistics, the cumulant correlators, aimed at high precision analysis of the galaxy distribution. They form a symmetric matrix, $Q_{NM}$, related to moment correlators the same way as cumulants are related…
We study $\mathrm{U}(N)$ invariant polynomials on the space of $N\times N$ matrices first introduced by Capitaine and Casalis, that are precursors of free cumulants in various respects. First, they are polynomials of deterministic matrices,…
We follow the guiding line offered by canonical operators on the full Fock space, in order to identify what kind of cumulant functionals should be considered for the concept of bi-free independence introduced in the recent work of…
We study the cumulants and their generating functions of the probability distributions of the conductance, shot noise and Wigner delay time in ballistic quantum dots. Our approach is based on the integrable theory of certain matrix…
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…
We derive a formula for the moments and the free cumulants of the multiplication of $k$ free random variables in terms of $k$-equal and $k$-divisible non-crossing partitions. This leads to a new simple proof for the bounds of the right-edge…
Boolean, free and monotone cumulants as well as relations among them, have proven to be important in the study of non-commutative probability theory. Quite notably, Boolean cumulants were successfully used to study free infinite…
We study the regularity of the law of a quadratic form $Q(X,X)$, evaluated in a sequence $X = (X_{i})$ of independent and identically distributed random variables, when $X_{1}$ can be expressed as a sufficiently smooth function of a…
We consider integrals on unitary groups $U_d$ of the form $$\int_{U_d}U_{i_1j_1}... U_{i_qj_q}U^*_{j'_{1}i'_{1}} ... U^*_{j'_{q'}i'_{q'}}dU$$ We give an explicit formula in terms of characters of symmetric groups and Schur functions, which…
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,…
One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…
Let $M_{d,n}(q)$ denote the number of monic irreducible polynomials in $\mathbb{F}_q[x_1, x_2, \ldots , x_n]$ of degree $d$. We show that for a fixed degree $d$, the sequence $M_{d,n}(q)$ converges $q$-adically to an explicitly determined…
We study the diffusion of a particle with a time-dependent diffusion constant $D(t)$ that switches between random values drawn from a distribution $W(D)$ at a fixed rate $r$. Using a renewal approach, we compute exactly the moments of the…
We give a refined definition of the class of random matrix ensembles introduced in our paper "Structured random matrices and cyclic cumulants: A free probability approach" (arXiv:2309.14315) by extending the so-called fourth axiom to deal…
We study the asymptotic behavior of the free cumulants (in the sense of free probability theory of Voiculescu) of Jucys--Murphy elements--or equivalently--of the transition measure associated with a Young diagram. We express these cumulants…