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Let k be a positive integer and let D_k denote the space of joint distributions for k-tuples of selfadjoint elements in C*-probability space. The paper studies the concept of "subordination distribution of \mu \boxplus \nu with respect to…

Operator Algebras · Mathematics 2008-10-30 Alexandru Nica

We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…

Probability · Mathematics 2023-10-25 Aurelien Gribinski

We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…

Probability · Mathematics 2013-07-22 Sheehan Olver , Raj Rao Nadakuditi

In a previous paper (called "Rectangular random matrices. Related covolution"), we defined, for $\lambda \in [0,1]$, the rectangular free convolution with ratio $\lambda$. Here, we investigate the related notion of infinite divisiblity,…

Operator Algebras · Mathematics 2007-05-23 Florent Benaych-Georges

We give a streamlined proof of the limit theorems for the free additive convolution of infinitesimal triangular arrays of probability measures on the real line. The result was first proved by Chistyakov and G\"otze using analytic…

Operator Algebras · Mathematics 2007-05-23 Hari Bercovici , Jiun-Chau Wang

This article, which is substantially motivated by the previous joint work with J. McKay [8], establishes the analytic analogues of the relations we found free probability has with Witt vectors. Therefore, we first present a novel analytic…

Probability · Mathematics 2018-03-12 Roland M. Friedrich

We give an explicit description, via analytic subordination, of free multiplicative convolution of operator-valued distributions. In particular, the subordination function is obtained from an iteration process. This algorithm is easily…

Operator Algebras · Mathematics 2012-09-18 Serban T. Belinschi , Roland Speicher , John Treilhard , Carlos Vargas

There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…

Probability · Mathematics 2012-06-15 Zbigniew J. Jurek

We prove that the classical normal distribution is infinitely divisible with respect to the free additive convolution. We study the Voiculescu transform first by giving a survey of its combinatorial implications and then analytically,…

Operator Algebras · Mathematics 2012-12-06 Serban T. Belinschi , Marek Bozejko , Franz Lehner , Roland Speicher

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

Let $\mu$ be a compactly supported probability measure on the real line. Bercovici-Voiculescu and Nica-Speicher proved the existence of a free convolution power $\mu^{\boxplus k}$ for any real $k \geq 1$. The purpose of this short note is…

Probability · Mathematics 2021-03-17 Stefan Steinerberger

We study the convolution of functions of the form \[ f_\alpha (z) := \dfrac{\left( \frac{1 + z}{1 - z} \right)^\alpha - 1}{2 \alpha}, \] which map the open unit disk of the complex plane onto polygons of 2 edges when $\alpha\in(0,1)$. We…

Complex Variables · Mathematics 2024-10-29 Martin Chuaqui , Rodrigo Hernández , Adrián Llinares , Alejandro Mas

Recently, in a work that grew out of their exploration of interlacing polynomials, Marcus, Spielman and Srivastava and then Marcus studied certain combinatorial polynomial convolutions. These convolutions preserve real-rootedness and…

Rings and Algebras · Mathematics 2018-12-04 Amnon Rosenmann , Franz Lehner , Aljosa Peperko

We define the rectangular additive convolution of polynomials with nonnegative real roots as a generalization of the asymmetric additive convolution introduced by Marcus, Spielman and Srivastava. We then prove a sliding bound on the largest…

Combinatorics · Mathematics 2022-02-28 Aurelien Gribinski , Adam W. Marcus

We provide polynomial completeness results for finite algebras in congruence permutable varieties. In 2001, Idziak and S{\l}omczy{\'n}ska introduced the completeness concept of being \emph{polynomially rich}: a finite algebra is…

Rings and Algebras · Mathematics 2026-04-01 Erhard Aichinger , Mario Kapl , Bernardo Rossi

A compactly supported distribution is called invertible in the sense of Ehrenpreis-H\"ormander if the convolution with it induces a surjection from $\mathcal{C}^{\infty}(\mathbb{R}^{n})$ to itself. We give sufficient conditions for radial…

Functional Analysis · Mathematics 2024-05-28 Yasunori Okada , Hideshi Yamane

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…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

We revisit Marcus' finite free analogue of Voiculescu $R$-transform from an analytic viewpoint. By relating the finite free Fourier transform to the Laplace transform, we study the finite $R$-transform through logarithmic potentials and…

Probability · Mathematics 2026-05-06 Octavio Arizmendi , Katsunori Fujie

We establish the functional relations between generating series of higher-order free cumulants and moments in higher-order free probability, solving an open problem posed fifteen years ago by Collins, Mingo, \'Sniady and Speicher. We…

Operator Algebras · Mathematics 2023-09-28 Gaëtan Borot , Séverin Charbonnier , Elba Garcia-Failde , Felix Leid , Sergey Shadrin

It is known that backward iterations of independent copies of a contractive random Lipschitz function converge almost surely under mild assumptions. By a sieving (or thinning) procedure based on adding to the functions time and space…

Probability · Mathematics 2020-03-25 Alexander Marynych , Ilya Molchanov