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For $0<\alpha<1,$ and $\theta>-\alpha,$ let $(S^{-\alpha}_{\alpha,\theta+r})_{\{r\ge 0\}}$ denote an increasing(decreasing) sequence of variables forming a time inhomogeneous Markov chain whose marginal distributions are equivalent to…

Probability · Mathematics 2015-10-13 Lancelot F. James

We study the joint distribution of SYK Hamiltonians for different systems with specified overlaps. We show that, in the large-system limit, their joint distribution converges in distribution to a mixed $q$-Gaussian system. We explain that…

Operator Algebras · Mathematics 2026-04-07 Weihua Liu , Haoqi Shen

This work provides a survey of the general class of distributions generated from the mixture of the beta random variables. We provide an extensive review of the literature, concerning generating new distributions via the inverse CDF…

Methodology · Statistics 2020-05-12 Palash Sharma

Asymptotic properties of finitely generated subgroups of free groups, and of finite group presentations, can be considered in several fashions, depending on the way these objects are represented and on the distribution assumed on these…

Group Theory · Mathematics 2018-04-25 Frédérique Bassino , Cyril Nicaud , Pascal Weil

We establish a link between free probability theory and Witt vectors, via the theory of formal groups. We derive an exponential isomorphism which expresses Voiculescu's free multiplicative convolution $\boxtimes$ as a function of the free…

Operator Algebras · Mathematics 2019-12-06 Roland Friedrich , John McKay

We formulate an abstract notion of equidistribution for families of $\lambda$-probability spaces parameterized by admissible $\mathbb{Z}$-sets. Under the assumption of equidistribution, we show that the $\sigma$-moment generating functions…

Number Theory · Mathematics 2025-06-02 Matthew Bertucci , Sean Howe

The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…

Data Analysis, Statistics and Probability · Physics 2026-03-26 Mario Castro , José A. Cuesta

We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…

Operator Algebras · Mathematics 2010-05-28 Romuald Lenczewski

It has been shown by Voiculescu that important classes of square independent random matrices are asymptotically free, where freeness is a noncommutative analog of classical independence. Recently, we introduced the concept of matricial…

Operator Algebras · Mathematics 2018-05-28 Romuald Lenczewski

Let $X_1, X_2,\ldots, X_n$ (resp. $Y_1, Y_2,\ldots, Y_n$) be independent random variables such that $X_i$ (resp. $Y_i$) follows generalized exponential distribution with shape parameter $\theta_i$ and scale parameter $\lambda_i$ (resp.…

Applications · Statistics 2016-01-18 Amarjit Kundu , Shovan Chowdhury , Asok K. Nanda , Nil Kamal Hazra

In this article, we study a form of free transport for the interpolated free group factors, extending the work of Guionnet and Shlyakhtenko for the usual free group factors. Our model for the interpolated free group factors comes from a…

Operator Algebras · Mathematics 2018-10-02 Michael Hartglass , Brent Nelson

We generalize the usual exponential Boltzmann factor to any reasonable and potentially observable distribution function, $B(E)$. By defining generalized logarithms $\Lambda$ as inverses of these distribution functions, we are led to a…

Statistical Mechanics · Physics 2007-05-23 Rudolf Hanel , Stefan Thurner

This paper presents a new class of probability distributions generated from the gamma distribution. For the new class proposed, we present several statistical properties, such as the risk function, the density expansions, Moment-generating…

Statistics Theory · Mathematics 2021-08-16 Cícero Carlos Ramos de Brito , Leandro Chaves Rêgo , Wilson Rosa de Oliveira

The class of selfdecomposable distributions in free probability theory was introduced by Barndorff-Nielsen and the third named author. It constitutes a fairly large subclass of the freely infinitely divisible distributions, but so far…

Probability · Mathematics 2017-07-21 Takahiro Hasebe , Noriyoshi Sakuma , Steen Thorbjørnsen

We show that the distribution of (a suitable rescaling of) a single eigenvalue gap $\lambda_{i+1}(M_n)-\lambda_i(M_n)$ of a random Wigner matrix ensemble in the bulk is asymptotically given by the Gaudin-Mehta distribution, if the Wigner…

Probability · Mathematics 2012-09-03 Terence Tao

Let $(x_{i}, y_{i})_{i=1,\dots,n}$ denote independent samples from a general mixture distribution $\sum_{c\in\mathcal{C}}\rho_{c}P_{c}^{x}$, and consider the hypothesis class of generalized linear models $\hat{y} = F(\Theta^{\top}x)$. In…

Statistics Theory · Mathematics 2024-07-22 Yatin Dandi , Ludovic Stephan , Florent Krzakala , Bruno Loureiro , Lenka Zdeborová

We consider a class of probability measures $\mu_{s,r}^{\alpha}$ which have explicit Cauchy-Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases. Also, we…

Probability · Mathematics 2013-12-20 Octavio Arizmendi , Takahiro Hasebe

The Generalized Mallows Model (GMM) is a well known family of models for ranking data. A GMM is a distribution over $\mathbb{S}_n$, the set of permutations of n objects, characterized by a location parameter $\sigma \in \mathbb{S}_n$, known…

Statistics Theory · Mathematics 2025-03-25 Marina Meilă

We consider Gibbs distributions, which are families of probability distributions over a discrete space $\Omega$ with probability mass function of the form $\mu^\Omega_\beta(\omega) \propto e^{\beta H(\omega)}$ for $\beta$ in an interval…

Data Structures and Algorithms · Computer Science 2025-04-04 David G. Harris , Vladimir Kolmogorov

We express generalized Cauchy-Stieltjes transforms of some particular Beta distributions (of ultraspherical type generating functions for orthogonal polynomials) as a powered Cauchy-Stieltjes transform of some measure. For suitable values…

Probability · Mathematics 2009-02-03 Nizar Demni