Related papers: Infinitely divisible distributions for rectangular…
In this paper, we derive the explicit series expansion of the eigenvalue distribution of various models, namely the case of non-central Wishart distributions, as well as correlated zero mean Wishart distributions. The tools used extend…
De Finetti theorems tell us that if we expect the likelihood of outcomes to be independent of their order, then these sequences of outcomes could be equivalently generated by drawing an experiment at random from a distribution, and…
We study the spectrum of a random matrix, whose elements depend on the Euclidean distance between points randomly distributed in space. This problem is widely studied in the context of the Instantaneous Normal Modes of fluids and is…
The aim of this paper is to study symmetries of linearly singular differential equations, namely, equations that can not be written in normal form because the derivatives are multiplied by a singular linear operator. The concept of…
In this letter we present an idea which reconciles a homogeneous and isotropic Friedmann universe with a fractal distribution of galaxies. We use two observational facts: The flat rotation curves of galaxies and the (still debated) fractal…
We consider two extensions of free probability that have been studied in the research literature, and are based on the notions of c-freeness and respectively of infinitesimal freeness for noncommutative random variables. In a 2012 paper,…
In this paper we consider ensemble of random matrices $\X_n$ with independent identically distributed vectors $(X_{ij}, X_{ji})_{i \neq j}$ of entries. Under assumption of finite fourth moment of matrix entries it is proved that empirical…
In this paper, we prove a universality result for the limiting distribution of persistence diagrams arising from geometric filtrations over random point processes. Specifically, we consider the distribution of the ratio of persistence…
Convolution sums are introduced and special instances of the cyclic convolution on finite sets is examined in more detail. The distributions that emerge are multidimensional generalizations of the Catalan and Narayana numbers. This work…
For known gravitational lens systems the redshift distribution of the lenses is compared with theoretical expectations for $10^{4}$~Friedmann-Lema\^\i tre~cosmological models, which more than cover the range of possible cases. The…
We define a class of random measures, spatially independent martingales, which we view as a natural generalisation of the canonical random discrete set, and which includes as special cases many variants of fractal percolation and Poissonian…
An essential character for a distribution to play a central role in the limit theory is infinite divisibility. In this note, we prove that the Conway-Maxwell-Poisson (CMP) distribution is infinitely divisible iff it is the Poisson or…
Continuing the study reported in Satheesh (2001),(math.PR/0304499 dated 01 May 2003) and Satheesh (2002)(math.PR/0305030 dated 02May 2003), here we study generalizations of infinitely divisible (ID) and max-infinitely divisible (MID) laws.…
Voiculescu's notion of asymptotic free independence applies to a wide range of random matrices, including those that are independent and unitarily invariant. In this work, we generalize this notion by considering random matrices with a…
We analyze the spectral distribution of symmetric random matrices with correlated entries. While we assume that the diagonals of these random matrices are stochastically independent, the elements of the diagonals are taken to be correlated.…
Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two…
The equivalence of several definitions of convolution of two Roumieu ultradistributions is proved. For that purpose, the $\varepsilon$ tensor product of $\dot{\tilde{\mathcal{B}}}^{\{M_p\}}$ and a locally convex space $E$ is considered.
This paper proposes another constant that can be associated with Fibonacci sequence. In this work, we look at the probability distributions generated by the linear convolution of Fibonacci sequence with itself, and the linear convolution of…
We study matricial approximations of master fields we constructed in a previous work. These approximations (in non-commutative distribution) are obtained by extracting blocks of a Brownian unitary diffusion (with entries in $\mathbb{R},…
This is a joint introduction to classical and free probability, which are twin sisters. We first review the foundations of classical probability, notably with the main limiting theorems (CLT, CCLT, PLT, CPLT), and with a look into examples…