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In non-variational two-phase free boundary problems for harmonic measure, we examine how the relationship between the interior and exterior harmonic measures of a domain $\Omega \subset \mathbb{R}^n$ influences the geometry of its boundary.…

Analysis of PDEs · Mathematics 2019-06-04 Matthew Badger , Max Engelstein , Tatiana Toro

We consider a family $b_{s,\tau}$ of free multiplicative Brownian motions labeled by a real variance parameter $s$ and a complex covariance parameter $\tau$. We then consider the element $xb_{s,\tau}$, where $x$ is non-negative and freely…

Probability · Mathematics 2025-11-04 Brian C. Hall , Sorawit Eaknipitsari

We consider an infinite system of non overlapping globules undergoing Brownian motions in R^3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is…

Probability · Mathematics 2010-01-20 Myriam Fradon , Sylvie Roelly

We consider a family of free multiplicative Brownian motions $b_{s,\tau}$ parametrized by a real variance parameter $s$ and a complex covariance parameter $\tau.$ We compute the Brown measure $\mu_{s,\tau}$ of $ub_{s,\tau },$ where $u$ is a…

Probability · Mathematics 2023-08-04 Brian C. Hall , Ching-Wei Ho

In this thesis we shall demonstrate that a measurement of position alone in non-commutative space cannot yield complete information about the quantum state of a particle. Indeed, the formalism used entails a description that is non-local in…

High Energy Physics - Theory · Physics 2012-06-07 CM Rohwer , FG Scholtz

In this paper, we study the supports of measures in multiplicative free semigroups on the positive real line and on the unit circle. We provide formulas for the density of the absolutely continuous parts of measures in these semigroups. The…

Complex Variables · Mathematics 2013-02-20 Hao-Wei Huang , Ping Zhong

We study the analogue in orbit equivalence of free product decomposition and free indecomposability for countable groups. We introduce the (orbit equivalence invariant) notion of freely indecomposable ({\FI}) standard probability measure…

Group Theory · Mathematics 2020-09-17 Aurélien Alvarez , Damien Gaboriau

Let $Z_N$ be a Ginibre ensemble and let $A_N$ be a Hermitian random matrix independent from $Z_N$ such that $A_N$ converges in distribution to a self-adjoint random variable $x_0$. For each $t>0$, the random matrix $A_N+\sqrt{t}Z_N$…

Operator Algebras · Mathematics 2021-09-30 Ching-Wei Ho , Ping Zhong

We investigate commutators of free variables of the form \( i[x, s] \), where \( s \) is a semicircular element. We show that although \( s \) and \( i[x, s] \) are not free, their sum nevertheless satisfies the free additive convolution…

Operator Algebras · Mathematics 2025-11-18 Mihai Popa , Kamil Szpojankowski

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…

Probability · Mathematics 2008-06-05 Serban Belinschi , Florent Benaych-Georges , Alice Guionnet

We establish necessary and sufficient conditions for convergence (in the sense of finite dimensional distributions) of multiplicative measures on the set of partitions. We show that this convergence is equivalent to asymptotic independence…

Probability · Mathematics 2012-02-28 Boris L. Granovsky

In this paper we consider the setting of a locally compact, non-complete metric measure space $(Z,d,\nu)$ equipped with a doubling measure $\nu$, under the condition that the boundary $\partial Z:=\overline{Z}\setminus Z$ (obtained by…

Analysis of PDEs · Mathematics 2025-04-24 Josh Kline , Feng Li , Nageswari Shanmugalingam

In this paper, we give a description of a natural invariant measure associated with a finitely generated polynomial semigroup (which we shall call the Dinh--Sibony measure) in terms of potential theory. This requires the theory of…

Complex Variables · Mathematics 2021-02-11 Mayuresh Londhe

This paper is devoted to studying $R$-diagonal and $\eta$-diagonal pairs of random variables. We generalize circular elements to the bi-free setting, defining bi-circular element pairs of random variables, which provide examples of…

Operator Algebras · Mathematics 2019-07-24 Mingchu Gao

In this article, we study the test for independence of two random elements $X$ and $Y$ lying in an infinite dimensional space ${\cal{H}}$ (specifically, a real separable Hilbert space equipped with the inner product $\langle .,…

Statistics Theory · Mathematics 2024-10-15 Suprio Bhar , Subhra Sankar Dhar

Belinschi and Nica introduced a composition semigroup on the set of probability measures. Using this semigroup, they introduced a free divisibility indicator, from which one can know whether a probability measure is freely infinitely…

Probability · Mathematics 2013-12-04 Octavio Arizmendi , Takahiro Hasebe

We describe and analyze a class of positive recurrent reflected Brownian motions (RBMs) in $\mathbb{R}^d_+$ for which local statistics converge to equilibrium at a rate independent of the dimension $d$. Under suitable assumptions on the…

Probability · Mathematics 2022-03-23 Sayan Banerjee , Brendan Brown

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…

Probability · Mathematics 2012-03-22 Octavio Arizmendi

We consider families of geometries of D--dimensional space, described by a finite number of parameters. Starting from the De Witt metric we extract a unique integration measure which turns out to be a geometric invariant, i.e. independent…

High Energy Physics - Theory · Physics 2009-10-30 Pietro Menotti , Pier Paolo Peirano

The algebra of linear and quadratic functions of basic observables on the phase space of either the free particle or the harmonic oscillator possesses a finite-dimensional anomaly. The quantization of these systems outside the critical…

High Energy Physics - Theory · Physics 2009-10-30 M. Calixto , V. Aldaya , J. Guerrero