Related papers: Complex analysis methods in noncommutative probabi…
Statisticians usually restrict regression to model relationships that are explicitly defined dependent and independent random variables; this paper outlines the newly developed method of non-response analysis and rotational analysis for…
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…
We explore an asymptotic behavior of entropies for sums of independent random variables that are convolved with a small continuous noise.
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence function, which is a function on the unit simplex subject to…
Mixture models are widely used in modeling heterogeneous data populations. A standard approach of mixture modeling assumes that the mixture component takes a parametric kernel form. In many applications, making parametric assumptions on the…
Noncommutative functions are graded functions between sets of square matrices of all sizes over two vector spaces that respect direct sums and similarities. They possess very strong regularity properties (reminiscent of the regularity…
In [5], O. Bauer interpreted the chordal Loewner equation in terms of non-commutative probability theory. We follow this perspective and identify the chordal Loewner equations as the non-autonomous versions of evolution equations for…
We compute the limiting distributions of the lengths of the longest monotone subsequences of random (signed) involutions with or without conditions on the number of fixed points (and negated points) as the sizes of the involutions tend to…
We establish a link between free probability theory and Witt vectors, via the theory of formal groups. We derive an exponential isomorphism which expresses Voiculescu's free multiplicative convolution $\boxtimes$ as a function of the free…
This paper provides a nonparametric analysis for several classes of models, with cases such as classical measurement error, regression with errors in variables, factor models and other models that may be represented in a form involving…
A very first step to develop non-commutative algebraic geometry is the arithmetic of polynomials in non-commuting variables over a commutative field, that is, the study of elements in free associative algebras. This investigation is…
In this thesis we shall demonstrate that a measurement of position alone in non-commutative space cannot yield complete information about the quantum state of a particle. Indeed, the formalism used entails a description that is non-local in…
A probability distribution over the Boolean cube is monotone if flipping the value of a coordinate from zero to one can only increase the probability of an element. Given samples of an unknown monotone distribution over the Boolean cube, we…
The purpose of this paper is twofold. First, we provide a novel characterization of independence of random vectors based on the checkerboard approximation to a multivariate copula. Using this result, we then propose a new family of tests of…
We propose the density ratio permutation test, a hypothesis test that assesses whether the ratio between two densities is proportional to a known function based on independent samples from each distribution. The test uses an efficient…
It is shown that some convolution semigroups of infinitely divisible measures are invariant under the random integral mappings $I^{h,r}_{(a,b]}$ defined in $(\star)$ below. The converse implication is specified for the semigroups of…
An overview of existing nonparametric tests of extreme-value dependence is presented. Given an i.i.d.\ sample of random vectors from a continuous distribution, such tests aim at assessing whether the underlying unknown copula is of the {\em…
The paper gives a general condition on permutations, condition under which a semicircular matrix is free independent, or asymptotically free independent from the semicircular matrix obtained by permuting its entries. In particular, it is…
In this article the relation between the tail behaviours of a free regular infinitely divisible (positively supported) probability measure and its L\'evy measure is studied. An important example of such a measure is the compound free…