Related papers: Generalized Meixner-type free gamma distributions:…
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,…
We start by studying the distribution of (cyclically reduced) elements of the free groups with respect to their abelianization. We derive an explicit generating function, and a limiting distribution, by means of certain results (of…
Gaussian distributions can be generalized from Euclidean space to a wide class of Riemannian manifolds. Gaussian distributions on manifolds are harder to make use of in applications since the normalisation factors, which we will refer to as…
Let $(M, \varphi) = (M_1, \varphi_1) \ast (M_2, \varphi_2)$ be a free product of arbitrary von Neumann algebras endowed with faithful normal states. Assume that the centralizer $M_1^{\varphi_1}$ is diffuse. We first show that any…
Building upon the theory of graph limits and the Aldous-Hoover representation and inspired by Panchenko's work on asymptotic Gibbs measures (Annals of Probability 2013), we construct continuous embeddings of discrete probability…
Inspired by applications to theories of coding and communication in networks of nervous tissue, we study maximum entropy distributions on weighted graphs with a given expected degree sequence. These distributions are characterized by…
Motivated by applications in Bayesian analysis we introduce a multidimensional beta distribution in an ordered simplex. We study properties of this distribution and connect them with the generalized incomplete beta function. This function…
A new class of Random Matrix Ensembles is introduced. The Gaussian orthogonal, unitary, and symplectic ensembles GOE, GUE, and GSE, of random matrices are analogous to the classical Gibbs ensemble governed by Boltzmann's distribution in the…
In the past two years, several points of view have been proposed to address the question of the generalization of the theory of free probability to random tensors with different invariances, and it is unclear at this point whether they lead…
Free probability and random matrix theory has shown to be a fruitful combination in many fields of research, such as digital communications, nuclear physics and mathematical finance. The link between free probability and eigenvalue…
In this paper we propose an objective Bayesian estimation approach for the parameters of the generalized gamma distribution. Various reference priors are obtained, but showing that they lead to improper posterior distributions. We overcome…
Let $X_{\lambda _{1}},X_{\lambda _{2}},\ldots ,X_{\lambda _{n}}$ be independent nonnegative random variables with $X_{\lambda _{i}}\sim F(\lambda _{i}t)$, $i=1,\ldots ,n$, where $\lambda _{i}>0$, $i=1,\ldots ,n$ and $F$ is an absolutely…
We prove general de Finetti type theorems for classical and free independence. The de Finetti type theorems work for all non-easy quantum groups, which generalize a recent work of Banica, Curran and Speicher. We determine maximal…
We study general coordinate-wise MCMC schemes (such as Metropolis-within-Gibbs samplers), which are commonly used to fit Bayesian non-conjugate hierarchical models. We relate their convergence properties to the ones of the corresponding…
In this paper, we extend Stein's method to products of independent beta, gamma, generalised gamma and mean zero normal random variables. In particular, we obtain Stein operators for mixed products of these distributions, which include the…
Azzalini (1985) introduced a skew-normal distribution of which normal distribution is a special case. Recently Kundu (2014) introduced a geometric skew-normal distribution and showed that it has certain advantages over Azzalini's…
We derive Vorono\"{\dotlessi} summation formulas for the Liouville function $\lambda(n)$, the M\"{o}bius function $\mu(n)$, and for $d^{2}(n)$, where $d(n)$ is the divisor function. The formula for $\lambda(n)$ requires explicit evaluation…
We study infinitely divisible (ID) distributions on the nonnegative half-line $\mathbb{R}_+$. The L\'{e}vy-Khintchine representation of such distributions is well-known. Our primary contribution is to cast the probabilistic objects and the…
We consider the general supersymmetric one-dimensional quantum system with boundary, critical in the bulk but not at the boundary. The renormalization group flow on the space of boundary conditions is generated by the boundary beta…
We introduce new diffuse approximations of the Willmore functional and the Willmore flow. They are based on a corresponding approximation of the perimeter that has been studied by Amstutz-van Goethem [{\em Interfaces Free Bound. 14…