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Building on the work of Arizmendi and Celestino (2021), we derive the $*$-distributions of polynomials in monotone independent and infinitesimally monotone independent elements. For non-zero complex numbers $\alpha$ and $\beta$, we derive…
We present a product of pairs of pointed Hilbert spaces that, in the context of Boz\.ejko, Leinert and Speicher's theory of conditionally free probability, plays the role of the reduced free product of pointed Hilbert spaces, and thus gives…
We revisit the random allocation model in which $n$ balls are independently placed into $N$ boxes with probabilities $q_1,\ldots,q_N$. A classical asymptotic result due to Kolchin, Sevastyanov, and Chistyakov for the expectations,…
Conditional independence is a fundamental concept in many areas of statistical research, including, for example, sufficient dimension reduction, causal inference, and statistical graphical models. In many modern applications, data arise in…
We construct pairs of algebras with mixed independence relations by using truncations of reduced free products of algebras. For example, we construct free-Boolean pairs of algebras and free-monotone pairs of algebras. We also introduce…
We examine the distributions of non-commutative polynomials of non-atomic, freely independent random variables. In particular, we obtain an analogue of the Strong Atiyah Conjecture for free groups thus proving that the measure of each atom…
One can build an operatorial model for freeness by considering either the right-handed or the left-handed representation of algebras of operators acting on the free product of the underlying pointed Hilbert spaces. Considering both at the…
We prove positivity results about linearization and connection coefficients for Bessel polynomials. The proof is based on a recursion formula and explicit formulas for the coefficients in special cases. The result implies that the…
We derive a formula for the moments and the free cumulants of the multiplication of $k$ free random variables in terms of $k$-equal and $k$-divisible non-crossing partitions. This leads to a new simple proof for the bounds of the right-edge…
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We introduce and study the notion of k-divisible elements in a non-commutative probability space. A k-divisible element is a (non-commutative) random variable whose n-th moment vanishes whenever n is not a multiple of k. First, we consider…
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The asymptotic tail behaviour of sums of independent subexponential random variables is well understood, one of the main characteristics being the principle of the single big jump. We study the case of dependent subexponential random…
We introduce a series of numbers which serve as a generalization of Bernoulli, Euler numbers and binomial coefficients. Their properties are applied to solve a probability problem and suggest a statistical test for independence and…
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Two high-level "pictures" of probability theory have emerged: one that takes as central the notion of random variable, and one that focuses on distributions and probability channels (Markov kernels). While the channel-based picture has been…
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Free Meixner states are a class of functionals on non-commutative polynomials introduced in math.CO/0410482. They are characterized by a resolvent-type form for the generating function of their orthogonal polynomials, by a recursion…