Related papers: Monotone max-convolution and subordination functio…
We consider the free additive convolution $\mu_\alpha\boxplus\mu_\beta$ of two probability measures $\mu_\alpha$ and $\mu_\beta$, supported on respectively $n_\alpha$ and $n_\beta$ disjoint bounded intervals on the real line, and derive a…
We develop the complex-analytic viewpoint on the tree convolutions studied by the second author and Weihua Liu in "An operad of non-commutative independences defined by trees" (Dissertationes Mathematicae, 2020, doi:10.4064/dm797-6-2020),…
We study unimodality for free multiplicative convolution with free normal distributions $\{\lambda_t\}_{t>0}$ on the unit circle. We give four results on unimodality for $\mu\boxtimes\lambda_t$: (1) if $\mu$ is a symmetric unimodal…
The free convolution is the binary operation on the set of probability measures on the real line which allows to deduce, from the individual spectral distributions, the spectral distribution of a sum of independent unitarily invariant…
We study the Matsumoto-Yor property in free probability. We prove three characterizations of free-GIG and free Poisson distributions by freeness properties together with some assumptions about conditional moments. Our main tools are…
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…
Consider the $\mathcal{B}$-valued probability space $(\mathcal{A}, E, \mathcal{B})$, where $\mathcal{A}$ is a tracial von Neumann algebra. We extend the theory of operator valued free probability to the algebra of affiliated operators…
Let $A$ be a real skew-symmetric Gaussian random matrix whose upper triangular elements are independently distributed according to the standard normal distribution. We provide the distribution of the largest singular value $\sigma_1$ of…
We solve two longstanding major problems in Free Probability. This is achieved by generalising the theory to one with values in arbitrary commutative algebras. We prove the existence of the multi-variable $S$-transform, and show that it is…
It is a classical result in complex analysis that the class of functions that arise as the Cauchy transform of probability measures may be characterized entirely in terms of their analytic and asymptotic properties. Such transforms are a…
We compute the bi-free max-convolution which is the operation on bi-variate distribution functions corresponding to the max-operation with respect to the spectral order on bi-free bi-partite two-faced pairs of hermitian non-commutative…
Given a probability measure $\mu$ on the real line, there exists a semigroup $\mu_t$ with real parameter $t>1$ which interpolates the discrete semigroup of measures $\mu_n$ obtained by iterating its free convolution. It was shown in…
We develop an analytic theory of operator-valued additive free convolution in terms of subordination functions. In contrast to earlier investigations our functions are not just given by power series expansions, but are defined as Frechet…
In this note we find optimal one-sided majorants of exponential type for the signum function subject to certain monotonicity conditions. As an application, we use these special functions to obtain a simple Fourier analysis proof of the…
We extend to arbitrary measures results of Bao, Erd\"os, Schnelli, Moreillon, and Ji on the connectedness of the supports of additive convolutions of measures on \mathbb{R} and of free multiplicative convolutions of measures on…
Let $\xi_0,\xi_1,\ldots$ be independent identically distributed complex- valued random variables such that $\mathbb{E}\log(1+|\xi _0|)<\infty$. We consider random analytic functions of the form…
We present a simplified explanation of why free fractional convolution corresponds to the differentiation of polynomials, by finding how the finite free cumulants of a polynomial behave under differentiation. This approach allows us to…
We describe majorization between selfadjoint operators in a $\sigma$-finite II$_\infty$ factor $(\mathcal{M},\tau)$ in terms of simple spectral relations. For a diffuse abelian von Neumann subalgebra $\mathcal{A}\subset \mathcal{M}$ with…
We investigate the almost everywhere convergence of sequences of convolution operators given by probability measures $\mu_n$ on $\mathbb R$. If this sequence of operators constitutes an approximate identity on a particular class of…
Consider a commutative monoid $(M,+,0)$ and a biadditive binary operation $\mu \colon M \times M \to M$. We will show that under some additional general assumptions, the operation $\mu$ is automatically both associative and commutative. The…