English
Related papers

Related papers: Free multiplicative convolution with an arbitrary …

200 papers

In this paper, we construct a class of random measures $\mu^{\mathbf{n}}$ by infinite convolutions. Given infinitely many admissible pairs $\{(N_{k}, B_{k})\}_{k=1}^{\infty}$ and a positive integral sequence…

Functional Analysis · Mathematics 2025-04-23 Junjie Miao , Hongyi Liu , Hongbo Zhao

We establish a large deviation principle for the empirical spectral measure of a sample covariance matrix with sub-Gaussian entries, which extends Bordenave and Caputo's result for Wigner matrices having the same type of entries [7]. To…

Probability · Mathematics 2015-05-22 Benjamin Groux

Permutation tests date back nearly a century to Fisher's randomized experiments, and remain an immensely popular statistical tool, used for testing hypotheses of independence between variables and other common inferential questions. Much of…

Methodology · Statistics 2022-12-05 Aaditya Ramdas , Rina Foygel Barber , Emmanuel J. Candes , Ryan J. Tibshirani

We study the non-parametric estimation of the value ${\theta}(f )$ of a linear functional evaluated at an unknown density function f with support on $R_+$ based on an i.i.d. sample with multiplicative measurement errors. The proposed…

Statistics Theory · Mathematics 2021-12-01 Sergio Brenner Miguel , Fabienne Comte , Jan Johannes

The demonstration and use of Bell-nonlocality, a concept that is fundamentally striking and is at the core of applications in device independent quantum information processing, relies heavily on the assumption of measurement independence,…

Quantum Physics · Physics 2016-05-13 Gilles Pütz , Nicolas Gisin

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…

Operator Algebras · Mathematics 2012-02-28 Octavio Arizmendi , Carlos Vargas

We classify (up to quasi-isomorphism) the free differential modules whose homology is equal to a given module $M$ by developing a theory for deforming an arbitrary free complex into a differential module. We use an iterative approach to…

Commutative Algebra · Mathematics 2023-08-07 Maya Banks , Keller VandeBogert

We consider, and make precise, a certain extension of the Radon-Nikodym derivative operator, to functions which are additive, but not necessarily sigma-additive, on a subset of a given sigma-algebra. We give applications to probability…

Probability · Mathematics 2022-05-17 Daniel Alpay , Palle Jorgensen

A theorem of McCann shows that for any two absolutely continuous probability measures on R^d there exists a monotone transformation sending one probability measure to the other. A consequence of this theorem, relevant to statistics, is that…

Methodology · Statistics 2015-03-20 Ethan Anderes , Marc Coram

We develop a theory of holomorphic functions in several noncommuting (free) variables and thus provide a framework for the study of arbitrary n-tuples of operators. The main topics are the following: Free holomorphic functions and Hausdorff…

Functional Analysis · Mathematics 2007-11-19 Gelu Popescu

The classic Magnus embedding is a very effective tool in the study of abelian extensions of a finitely generated group $G$, allowing us to see the extension as a subgroup of a wreath product of a free abelian group with $G$. In particular,…

Group Theory · Mathematics 2015-03-20 Andrew W. Sale

We study the convergence of probability measures in terms of moments by applying operators to their Bessel generating functions. We consider a general setting of applying operators such as the Dunkl operator to formal power series that are…

Probability · Mathematics 2025-08-14 Andrew Yao

In this paper, we present a combinatorial approach to the opposite 2-variable bi-free partial $S$-transforms where the opposite multiplication is used on the right. In addition, extensions of this partial $S$-transforms to the conditional…

Operator Algebras · Mathematics 2019-02-08 Paul Skoufranis

We give a Banach algebra approach to the additiveness property of Voiculescu's amalgamated R-transform. We also define an amalgamated S-transform and prove that it is multiplicative on products of amalgamated free random variables when the…

Operator Algebras · Mathematics 2007-05-23 L. Aagaard

In a large class of statistical inverse problems it is necessary to suppose that the transformation that is inverted is known. Although, in many applications, it is unrealistic to make this assumption, the problem is often insoluble without…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Peter Hall , Alexander Meister

In this paper, the defining properties of a valid measure of the dependence between two random variables are reviewed and complemented with two original ones, shown to be more fundamental than other usual postulates. While other popular…

Methodology · Statistics 2019-12-03 Gery Geenens , Pierre Lafaye de Micheaux

We introduce and study the notion of k-divisible elements in a non-commutative probability space. A k-divisible element is a (non-commutative) random variable whose n-th moment vanishes whenever n is not a multiple of k. First, we consider…

Probability · Mathematics 2012-03-22 Octavio Arizmendi

W-transforms are introduced as uniformity-preserving univariate transformations on the unit interval induced by distribution functions and piecewise strictly monotone functions, and their properties are investigated. When applied…

Methodology · Statistics 2025-10-01 Marius Hofert , Zhiyuan Pang

An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…

Statistics Theory · Mathematics 2010-10-11 Lancelot F. James

Let $d,n$ be positive integers and $S$ be an arbitrary set of positive integers. We say that $d$ is an $S$-divisor of $n$ if $d|n$ and gcd $(d,n/d)\in S$. Consider the $S$-convolution of arithmetical functions given by (1.1), where the sum…

Number Theory · Mathematics 2007-05-23 László Tóth