Related papers: Finite Free Convolution: Infinitesimal Distributio…

We consider a pair of probability measures $\mu,\nu$ on the unit circle such that $\Sigma_{\lambda}(\eta_{\nu}(z))=z/\eta_{\mu}(z)$. We prove that the same type of equation holds for any $t\geq 0$ when we replace $\nu$ by…

We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…

The one-dimensional Dickman distribution arises in various stochastic models across number theory, combinatorics, physics, and biology. Recently, a definition of the multidimensional Dickman distribution has appeared in the literature,…

We find necessary and sufficient conditions for the free additive infinite divisibility of some free multiplicative convolutions with the Wigner, the arcsine, the free Poisson and other distributions, including explicit examples.

The concept of finitely additive supermartingales, originally due to Bochner, is revived and developed. We exploit it to study measure decompositions over filtered probability spaces and the properties of the associated Dol\'{e}ans-Dade…

Let $X^N = (X_1^N,\dots, X^N_d)$ be a d-tuple of $N\times N$ independent GUE random matrices and $Z^{NM}$ be any family of deterministic matrices in $\mathbb{M}_N(\mathbb{C})\otimes \mathbb{M}_M(\mathbb{C})$. Let $P$ be a self-adjoint…

The paper is devoted to infinite Bernoulli convolutions generated by positive multigeometric series and to probability distributions of random variables whose digits in an even integer base-$s$ expansion with two redundant digits form a…

This work shows how exponential concentration inequalities for additive functionals of stochastic processes over a finite time interval can be derived from concentration inequalities for martingales. The approach is entirely probabilistic…

In this paper we investigate the properties of the free Sheffer systems, which are certain families of martingale polynomials with respect to the free Levy processes. First, we classify such families that consist of orthogonal polynomials;…

We establish asymptotic expansions for factorial moments of following distributions: number of cycles in a random permutation, number of inversions in a random permutation, and number of comparisons used by the randomized quick sort…

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…

In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss…

In this paper we prove pointwise and distributional Fourier transform inversion theorems for functions on the real line that are locally of bounded variation, while in a neighbourhood of infinity are Lebesgue integrable or have polynomial…

In their proof of the IP Szemer\'edi theorem, a far reaching extension of the classic theorem of Szemer\'edi on arithmetic progressions, Furstenberg and Katznelson introduced an important class of additively large sets called…

Convolution sums are introduced and special instances of the cyclic convolution on finite sets is examined in more detail. The distributions that emerge are multidimensional generalizations of the Catalan and Narayana numbers. This work…

The Bercovici-Pata bijection maps the set of classical infinitely divisible distributions to the set of free infinitely divisible distributions. The purpose of this work is to study random matrix models for free infinitely divisible…

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…

An exponential polynomial is a finite linear sum of terms $P(z)e^{Q(z)}$, where $P(z)$ and $Q(z)$ are polynomials. The early results on the value distribution of exponential polynomials can be traced back to Georg P\'olya's paper published…

For given two harmonic functions $\Phi$ and $\Psi$ with real coefficients in the open unit disk $\mathbb{D}$, we study a class of harmonic functions $f(z)=z-\sum_{n=2}^{\infty}A_nz^{n}+\sum_{n=1}^{\infty}B_n\bar{z}^n$ $(A_n, B_n \geq 0)$…

A sharp, distribution free, non-asymptotic result is proved for the concentration of a random function around the mean function, when the randomization is generated by a finite sequence of independent data and the random functions satisfy…