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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…

Operator Algebras · Mathematics 2007-05-23 Serban Teodor Belinschi

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 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 a certain convolution semigroup $\Theta$ of probability distributions on the group $\mathbb{R}\times \mathbb{Z}(2)$, where $\mathbb{R}$ is the group of real numbers and $\mathbb{Z}(2)$ is the additive group of the integers…

Probability · Mathematics 2023-12-15 Gennadiy Feldman

We study the class $\mathcal{M}_{\mathrm{ratio}}$ of those probability distributions for which the free $R$-transforms are rational functions. This class is closed under the additive free convolution, additive free powers and under the…

Probability · Mathematics 2021-11-22 Wojciech Młotkowski

An "element-free" probability distribution is what remains of a probability distribution after we forget the elements to which the probabilities were assigned. These objects naturally arise in Bayesian statistics, in situations where…

Logic in Computer Science · Computer Science 2024-05-29 Victor Blanchi , Hugo Paquet

Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…

Probability · Mathematics 2007-05-23 Aubrey Wulfsohn

We introduce the notion of a conditionally free product and conditionally free convolution. We describe this convolution both from a combinatorial point of view, by showing its connection with the lattice of non-crossing partitions, and…

funct-an · Mathematics 2008-02-03 Marek Bozejko , Michael Leinert , Roland Speicher

Inspired by R. Speicher's multidimensional free central limit theorem and semicircle families, we prove an infinite dimensional compound Poisson limit theorem in free probability, and define infinite dimensional compound free Poisson…

Operator Algebras · Mathematics 2017-12-19 Guimei An , Mingchu Gao

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 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…

Probability · Mathematics 2013-09-25 Roland M. Friedrich , John McKay

Free probability and random matrix theory has shown to be a fruitful combination in many fields of research, such as digital communications, nuclear physics and mathematical finance. The link between free probability and eigenvalue…

Probability · Mathematics 2007-05-23 Øyvind Ryan , Mérouane Debbah

Let M denote the space of Borel probability measures on the real line. For every nonnegative t we consider the transformation $\mathbb B_t : M \to M$ defined for any given element in M by taking succesively the the (1+t) power with respect…

Operator Algebras · Mathematics 2008-08-19 Serban T. Belinschi , Alexandru Nica

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…

Operator Algebras · Mathematics 2015-09-03 Dimitri Shlyakhtenko , Paul Skoufranis

Let k be a positive integer and let D_k denote the space of joint distributions for k-tuples of selfadjoint elements in C*-probability space. The paper studies the concept of "subordination distribution of \mu \boxplus \nu with respect to…

Operator Algebras · Mathematics 2008-10-30 Alexandru Nica

We investigate relations between additive convolution semigroup and max-convolution semigroup through the law of large numbers for the free multiplicative convolution. Based on the relation, we give a formula related with Belinschi-Nica…

Probability · Mathematics 2022-09-05 Yuki Ueda

We show that a probability measure is not a nontrivial free additive convolution if it puts no mass in an interval whose endpoints are atoms. The analogous results for free multiplicative convolutions are proved as well. The proofs use…

Operator Algebras · Mathematics 2007-10-08 Hari Bercovici , Jiun-Chau Wang

This in an introduction to the theory of non-commutative distributions of non-commuting operators or random matrices. Starting from the basic problem to find a good approach to the meaning of "non-commutative distribution" we will, in…

Operator Algebras · Mathematics 2020-09-09 Roland Speicher

It is a classical result in complex analysis that the class of functions that arise as the Cauchy transform of probability measures may be characterized entirely in terms of their analytic and asymptotic properties. Such transforms are a…

Operator Algebras · Mathematics 2014-05-28 John D. Williams

Given a probability measure $\mu$ on the real line, there exists a semigroup $\mu_t$ with real parameter $t>1$ which interpolates the discrete semigroup of measures $\mu_n$ obtained by iterating its free convolution. It was shown in…

Functional Analysis · Mathematics 2015-03-19 Ping Zhong
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