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For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

The paper presents an elaboration of some results on Lin's conditions. A new proof of the fact that if densities of independent random variables $\xi_1$ and $\xi_2$ satisfy Lin's condition, the same is true for their product is presented.…

We extend to arbitrary measures results of Bao, Erd\"os, Schnelli, Moreillon, and Ji on the connectedness of the supports of additive convolutions of measures on \mathbb{R} and of free multiplicative convolutions of measures on…

Let $X_1,\ldots,X_n$ be a standard normal sample in $\mathbb R^d$. We compute exactly the expected volume of the Gaussian polytope $\mathrm{conv}[X_1,\ldots,X_n]$, the symmetric Gaussian polytope $\mathrm{conv}[\pm X_1,\ldots,\pm X_n]$, and…

The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…

Suppose that $X_{1}$ and $X_{2}$ are two $*$-free (generally unbounded) random variables with Brown measures $\mu_{X_{1}}$ and $\mu_{X_{2}}$, respectively. Using properties of classical free additive convolutions, we develop a method for…

Certified randomness guaranteed to be unpredictable by adversaries is central to information security. The fundamental randomness inherent in quantum physics makes certification possible from devices that are only weakly characterised, i.e.…

We show that when the proportions of a countable set of species are organized as an exchangeable partition of the unit interval and we take a sample on it, then the Bayesian posterior entropy converges a.s. and in L^1 to the entropy of the…

Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…

The aim of the paper is to study the link between non additivity of some entropies and their boundedness. We propose an axiomatic construction of the entropy relying on the fact that entropy belongs to a group isomorphic to the usual…

Let $X_1,\ldots,X_N$, $N>n$, be independent random points in $\mathbb{R}^n$, distributed according to the so-called beta or beta-prime distribution, respectively. We establish threshold phenomena for the volume, intrinsic volumes, or more…

For independent random variables $X_1,\ldots, X_n;Y_1,\ldots, Y_n$ with all $X_i$ identically distributed and same for $Y_j$, we study the relation \[E\{a\bar X + b\bar Y|X_1 -\bar X +Y_1 -\bar Y,\ldots,X_n -\bar X +Y_n -\bar Y\}={\rm…

For certain groups, parabolic subgroups appear as stabilizers of flags of sets or vector spaces. Quotients by these parabolic subgroups represent orbits of flags, and their cardinalities asymptotically reveal entropies (as rates of…

Motivated by classical nontransitivity paradoxes, we call an $n$-tuple $(x_1,\dots,x_n) \in[0,1]^n$ \textit{cyclic} if there exist independent random variables $U_1,\dots, U_n$ with $P(U_i=U_j)=0$ for $i\not=j$ such that…

Perelman has discovered two integral quantities, the shrinker entropy $\cW$ and the (backward) reduced volume, that are monotone under the Ricci flow $\pa g_{ij}/\pa t=-2R_{ij}$ and constant on shrinking solitons. Tweaking some signs, we…

We characterize the limiting distributions of random variables of the form $P_n\left( (X_i)_{i \ge 1} \right)$, where: (i) $(P_n)_{n \ge 1}$ is a sequence of multivariate polynomials, each potentially involving countably many variables;…

We present a unifying approach to the study of entropies in Mathematics, such as measure entropy, topological entropy, algebraic entropy, set-theoretic entropy. We take into account discrete dynamical systems, that is, pairs $(X,T)$, where…

Let $(G,\mu)$ be a discrete group with a generating probability measure. Nevo shows that if $G$ has property (T) then there exists an $\epsilon>0$ such that the Furstenberg entropy of any $(G,\mu)$-stationary ergodic space is either zero or…

We prove that $X^r$ follows an FID distribution if: (1) $X$ follows a free Poisson distribution without an atom at 0 and $r\in(-\infty,0]\cup[1,\infty)$; (2) $X$ follows a free Poisson distribution with an atom at 0 and $r\geq1$; (3) $X$…

Following a growing number of studies that, over the past 15 years, have established entropy inequalities via ideas and tools from additive combinatorics, in this work we obtain a number of new bounds for the differential entropy of sums,…