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Let $f=(f_1,\ldots,f_n)$ be a system of $n$ complex homogeneous polynomials in $n$ variables of degree $d$. We call $\lambda\in\mathbb{C}$ an eigenvalue of $f$ if there exists $v\in\mathbb{C}^n\backslash\{0\}$ with $f(v)=\lambda v$,…
We study global distribution of zeros for a wide range of ensembles of random polynomials. Two main directions are related to almost sure limits of the zero counting measures, and to quantitative results on the expected number of zeros in…
We investigate the representation of arbitrary polynomials using probabilistic Bernoulli and degenerate Bernoulli polynomials associated with a random variable $Y$, whose moment generating function exists in a neighborhood of the origin. In…
The class of R-diagonal *-distributions is fairly well understood in free probability. In this class, we consider the concept of infinite divisibility with respect to the operation $\boxplus$ of free additive convolution. We exploit the…
We follow the guiding line offered by canonical operators on the full Fock space, in order to identify what kind of cumulant functionals should be considered for the concept of bi-free independence introduced in the recent work of…
It has been shown recently that the limit moments of $W(n)=B(n)B^{*}(n)$, where B(n) is a product of $p$ independent rectangular random matrices, are certain homogenous polynomials in the asymptotic dimensions of these matrices. Using the…
This paper presents an approach for the modelling of dependent random variables using generalised polynomial chaos. This allows to write chance-constrained optimization problems with respect to a joint distribution modelling dependencies…
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 the algebraic theory of algebra-valued noncommutative probability spaces, for a unital algebra B, a mild reformulation of Speicher's noncrossing B-valued cumulants for random variables in these spaces is used to construct canonical…
Motivated by the recent work on asymptotic independence relations for random matrices with non-commutative entries, we investigate the limit distribution and independence relations for large matrices with identically distributed and Boolean…
In this article, the notion of bi-monotonic independence is introduced as an extension of monotonic independence to the two-faced framework for a family of pairs of algebras in a non-commutative space. The associated cumulants are defined…
In this paper, we introduce a new class of polynomials, called probabilistic q-Bernstein polynomials, alongside their generating function. Assuming Y is a random variable satisfying moment conditions, we use the generating function of these…
Sequences of discrete random variables are studied whose probability generating functions are zero-free in a sector of the complex plane around the positive real axis. Sharp bounds on the cumulants of all orders are stated, leading to…
Decoupling inequalities disentangle complex dependence structures of random objects so that they can be analyzed by means of standard tools from the theory of independent random variables. We study decoupling inequalities for vector-valued…
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…
Given a normalized Orlicz function $M$ we provide an easy formula for a distribution such that, if $X$ is a random variable distributed accordingly and $X_1,...,X_n$ are independent copies of $X$, then the expected value of the p-norm of…
We study random variables of the form $f(X)$, when $f$ is a degree $d$ polynomial, and $X$ is a random vector on $\mathbb{R}^{n}$, motivated towards a deeper understanding of the covariance structure of $X^{\otimes d}$. For applications,…
This paper is concerned with test of the conditional independence. We first establish an equivalence between the conditional independence and the mutual independence. Based on the equivalence, we propose an index to measure the conditional…
Let $R$ be a finite non-commutative ring with $1\ne 0$. By a polynomial function on $R$, we mean a function $F\colon R\longrightarrow R$ induced by a polynomial $f=\sum\limits_{i=0}^{n}a_ix^i\in R[x]$ via right substitution of the variable…
This paper introduces the notion of probabilistic zero bounds for random polynomials. It presents new results regarding the probabilistic bounds of random polynomials whose coefficients are independently and identically distributed as…