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We generalize the optimal coupling theorem to multiple random variables: Given a collection of random variables, it is possible to couple all of them so that any two differ with probability comparable to the total-variation distance between…
Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distribution. Our conditions are expressed in terms of…
We prove the Freiheitssatz for Poisson algebras in characteristic zero. We also give a proof of the tameness of automorphisms for two generated free Poisson algebras and prove that an analogue of the commutator test theorem is equivalent to…
We extend the relation between random matrices and free probability theory from the level of expectations to the level of all correlation functions (which are classical cumulants of traces of products of the matrices). We introduce the…
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…
We prove a version of a general transfer theorem for random sequences with independent random indexes in the double array limit setting under relaxed conditions. We also prove its partial inverse providing the necessary and sufficient…
Are there fundamentally random processes in nature? Theoretical predictions, confirmed experimentally, such as the violation of Bell inequalities, point to an affirmative answer. However, these results are based on the assumption that…
We investigate analytical properties of free stable distributions and discover many connections with their classical counterparts. Our main result is an explicit formula for the Mellin transform, which leads to explicit series…
We study the closure properties of the class of Bivariate Regular Variation, symbolically BRV , in standard and nonstandard cases, with respect to the randomly weighted sums. However, we take into consideration a weak dependence structure…
The title refers to the Free Will Theorem by Conway and Kochen whose flashy formulation is: if experimenters possess free will, then so do particles. In more modest terms, the theorem says that individual pairs of spacelike separated…
We pursue the current developments in random tensor theory by laying the foundations of a free probability theory for tensors and establish its relevance in the study of random tensors of high dimension. We give a definition of freeness…
In this work, we study convergence in probability and almost sure convergence for weighted partial sums of random variables that are related to the class of generalized Oppenheim expansions. It is worth noting that the random variables…
We present a new duality theory for non-convex variational problems, under possibly mixed Dirichlet and Neumann boundary conditions. The dual problem reads nicely as a linear programming problem, and our main result states that there is no…
In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Lata{\l}a on bounds on moments of such sums. We also give a new…
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…
Conway and Kochen have presented a "free will theorem" (Notices of the AMS 56, pgs. 226-232 (2009)) which they claim shows that "if indeed we humans have free will, then [so do] elementary particles." In a more precise fashion, they claim…
In this note, we prove a multidimensional counterpart of the central limit theorem on the free Poisson chaos recently proved by Bourguin and Peccati (2014). A noteworthy property of convergence toward the semicircular distribution on the…
In this paper we prove the theorem on freedom for free products with a single relation (analogous with the well-known result of Magnus) and a generalized Freiheitssatz for free products (analogous with the well-known result of Romanovski)
Let $X_1,\ldots,X_n$ be a sequence of independent random points in $\mathbb{R}^d$ with common Lebesgue density $f$. Under some conditions on $f$, we obtain a Poisson limit theorem, as $n \to \infty$, for the number of large probability…
We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. In the case of positive variables, the main theorem extends a result proved earlier for arrays with identically…