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The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…

Functional Analysis · Mathematics 2021-04-21 Uwe Franz

Bercovici and Pata showed that the correspondence between classically, freely, and Boolean infinitely divisible distributions holds on the level of limit theorems. We extend this correspondence also to distributions infinitely divisible…

Operator Algebras · Mathematics 2013-02-20 Michael Anshelevich , John D. Williams

Boundedness properties of operators associated with non-degenerate symmetric $\alpha$-stable, $\alpha \in (1,2)$, probability measures on $\mathbb{R}^d$ are investigated on appropriate, Euclidean or otherwise, $L^p$-spaces, $p \in…

Probability · Mathematics 2022-07-18 Benjamin Arras , Christian Houdré

The Bernoulli convolution with parameter $\lambda\in(0,1)$ is the measure on $\bf R$ that is the distribution of the random power series $\sum\pm\lambda^n$, where $\pm$ are independent fair coin-tosses. This paper surveys recent progress on…

Classical Analysis and ODEs · Mathematics 2016-08-16 Péter P. Varjú

We study Boolean stable laws, $\mathbf{b}_{\alpha,\rho}$, with stability index $\alpha$ and asymmetry parameter $\rho$. We show that the classical scale mixture of $\mathbf{b}_{\alpha,\rho}$ coincides with a free mixture and also a monotone…

Probability · Mathematics 2014-05-12 Octavio Arizmend , Takahiro Hasebe

We introduce the boolean convolution for probability measures on the unit circle. Roughly speaking, it describes the distribution of the product of two boolean independent unitary random variables. We find an analogue of the characteristic…

Functional Analysis · Mathematics 2009-06-13 Uwe Franz

A phenomenon of classical quantization is discussed. This is revealed in the class of pseudoclassical gauge systems with nonlinear nilpotent constraints containing some free parameters. Variation of parameters does not change local (gauge)…

High Energy Physics - Theory · Physics 2009-10-30 Khazret Nirov , Mikhail Plyushchay

Let $\BS_1,...,\BS_n$ be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter $p\in(0,1)$. Let $m_*(p):=(1+p+2p^2)/(2\sqrt{p-p^2}+4p^2)$ if $0<p\le 1/2$ and $m_*(p):=1$ if…

Probability · Mathematics 2007-12-23 Iosif Pinelis

We explore asymptotically optimal bounds for deviations of Bernoulli convolutions from the Poisson limit in terms of the Shannon relative entropy and the Pearson $\chi^2$-distance. The results are based on proper non-uniform estimates for…

Probability · Mathematics 2019-08-13 S. G. Bobkov , G. P. Chistyakov , F. Götze

In this article we study the influence of regularly varying probability measures on additive and multiplicative Boolean convolutions. We introduce the notion of Boolean subexponentiality (for additive Boolean convolution), which extends the…

Probability · Mathematics 2018-08-13 Sukrit Chakraborty , Rajat Subhra Hazra

As was noted already by A. N. Kolmogorov, any random variable has a Bernoulli component. This observation provides a tool for the extension of results which are known for Bernoulli random variables to arbitrary distributions. Two…

Probability · Mathematics 2010-10-26 Michael Aizenman , Francois Germinet , Abel Klein , Simone Warzel

A distinctive problem of harmonic analysis on $\R$ with respect to a Borel probability measure $\mu$ is identifying all $t\in\R$ such that both \[\left\{e^{-2\pi i\lambda x}: \lambda\in\Lambda\right\}\quad\text{and}\quad \left\{e^{-2\pi…

Classical Analysis and ODEs · Mathematics 2025-06-03 Zi-Chao Chi , Xing-Gang He , Zhi-Yi Wu

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…

Operator Algebras · Mathematics 2007-05-23 Serban Teodor Belinschi

In this paper, we are concerned with obtaining distribution-free concentration inequalities for mixture of independent Bernoulli variables that incorporate a notion of variance. Missing mass is the total probability mass associated to the…

Machine Learning · Statistics 2015-03-05 Bahman Yari Saeed Khanloo

This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…

Functional Analysis · Mathematics 2014-05-07 Michael Anshelevich , Jiun-Chau Wang , Ping Zhong

We study the distributional behavior for products, and for sums of boolean independent random variables in an infinitesimal triangular array. We show that the limit laws of boolean convolutions are determined by the limit laws of free…

Operator Algebras · Mathematics 2007-07-30 Jiun-Chau Wang

We study the freely infinitely divisible distributions that appear as the laws of free subordinators. This is the free analog of classically infinitely divisible distributions supported on [0,\infty), called the free regular measures. We…

Probability · Mathematics 2012-12-20 Octavio Arizmendi , Takahiro Hasebe , Noriyoshi Sakuma

An analogue of the Berry-Esseen inequality is proved for the speed of convergence of free additive convolutions of bounded probability measures. The obtained rate of convergence is of the order n^{-1/2}, the same as in the classical case.…

Probability · Mathematics 2007-09-03 Vladislav Kargin

We obtain a formula for the density of the free convolution of an arbitrary probability measure on the unit circle of $\mathbb{C}$ with the free multiplicative analogues of the normal distribution on the unit circle. This description relies…

Probability · Mathematics 2014-04-25 Ping Zhong

We study of the connection between operator valued central limits for monotone, Boolean and free probability theory, which we shall call the arcsine, Bernoulli and semicircle distributions, respectively. In scalar-valued non-commutative…

Operator Algebras · Mathematics 2010-10-18 Serban T. Belinschi , Mihai Popa , Victor Vinnikov
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