Related papers: Failure of the Raikov theorem for free random vari…
We study the linear span of commutators of free random variables and show that these are the only quadratic forms which satisfy the following equivalent properties: * preservation free infinite divisibility * free and strong cancellation of…
This paper describes Simpson's paradox, and explains its serious implications for randomised control trials. In particular, we show that for any number of variables we can simulate the result of a controlled trial which uniformly points to…
A combinatorial approach to free probability theory has been developped by Roland Speicher, based on the notion of noncrossing cumulants, a free analogue of the classical theory of cumulants in probability theory. We review this theory, and…
We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…
This paper develops a theory for completely random measures in the framework of free probability. A general existence result for free completely random measures is established, and in analogy to the classical work of Kingman it is proved…
It is well known that while the independence of random variables implies zero correlation, the opposite is not true. Namely, uncorrelated random variables are not necessarily independent. In this note we show that the implication could be…
In this paper we determine the distributional behavior of sums of free (in the sense of Voiculescu) identically distributed, infinitesimal random variables. The theory is shown to parallel the classical theory of independent random…
Let $b(x)$ be the probability that a sum of independent Bernoulli random variables with parameters $p_1, p_2, p_3, \ldots \in [0,1)$ equals $x$, where $\lambda := p_1 + p_2 + p_3 + \cdots$ is finite. We prove two inequalities for the…
We find the asymptotic spectral distribution of random Kummer matrix. Then we formulate and prove a~free analogue of HV independence property, which is known for classical Kummer and Gamma random variables and for Kummer and Wishart…
A generalization of the law of total covariance is presented and proved.
In 1969 V.V.~Petrov found a new sufficient condition for the applicability of the strong law of large numbers to sequences of independent random variables. He proved the following theorem: let $\{X_{n}\}_{n=1}^{\infty}$ be a sequence of…
We prove a detailed sums of squares formula for two variable polynomials with no zeros on the bidisk $\mathbb{D}^2$ extending previous versions of such a formula due to Cole-Wermer and Geronimo-Woerdeman. The formula is related to the…
We deduce Levinson\'{}s theorem in non-relativistic quantum mechanics in one dimension as a sum rule for the spectral density constructed from asymptotic data. We assume a self-adjoint hamiltonian which guarantees completeness; the…
We use free fermion methods to re-derive a result of Okounkov and Reshetikhin relating charged fermions to random plane partitions, and to extend it to relate neutral fermions to strict plane partitions.
We prove that the distribution of the product of two correlated normal random variables with arbitrary means and arbitrary variances is infinitely divisible. We also obtain exact formulas for the probability density function of the sum of…
We show that any freely selfdecomposable probability law is unimodal. This is the free probabilistic analog of Yamazato's result in [Ann. Probab. 6 (1978), 523-531].
We prove that an adequately rescaled sequence $\{F_n\}$ of self-adjoint operators, living inside a fixed free Wigner chaos of even order, converges in distribution to a centered free Poisson random variable with rate $\lambda>0$ if and only…
We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…
We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…
This work builds on our previous developments regarding a notion of freeness for tensors. We aim to establish a tensorial free convolution for compactly supported measures. First, we define higher-order analogues of the semicircular (or…