Related papers: Decompositions of the free additive convolution

We study the hydrodynamic limits of three kinds of one-dimensional stochastic log-gases known as Dyson's Brownian motion model, its chiral version, and the Bru-Wishart process studied in dynamical random matrix theory. We define the…

We consider the free additive convolution of two probability measures $\mu$ and $\nu$ on the real line and show that $\mu\boxplus\nu$ is supported on a single interval if $\mu$ and $\nu$ each has single interval support. Moreover, the…

We study the structure of the asymptotic expansion of the probability that a combinatorial object is connected. We show that the coefficients appearing in those asymptotics are integers and can be interpreted as the counting sequences of…

Compositional data (i.e., data comprising random variables that sum up to a constant) arises in many applications including microbiome studies, chemical ecology, political science, and experimental designs. Yet when compositional data serve…

This paper considers convolution equations that arise from problems such as measurement error and non-parametric regression with errors in variables with independence conditions. The equations are examined in spaces of generalized functions…

We study the problem of free denoising. For free selfadjoint random variables $a,b$, where we interpret $a$ as a signal and $b$ as noise, we find $E(a|a+b)$. To that end, we study a probability measure $\mu^{( \mathrm{ov} )}_{a,a+b}$ on…

Initiated by a result of Gorin and Marcus [Int. Math. Res. Not., (3):883--913, 2020] and an observation of Steinerberger [Proc. Amer. Math. Soc., 147(11):4733--4744, 2019], there has been a recent growing body of literature connecting…

Situations in many fields of research, such as digital communications, nuclear physics and mathematical finance, can be modelled with random matrices. When the matrices get large, free probability theory is an invaluable tool for describing…

This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…

This paper investigates homomorphisms \`a la Bercovici-Pata between additive and multiplicative convolutions. We also consider their matricial versions which are associated with measures on the space of Hermitian matrices and on the unitary…

Recent advances have demonstrated the possibility of solving the deconvolution problem without prior knowledge of the noise distribution. In this paper, we study the repeated measurements model, where information is derived from multiple…

We investigate structure for pairs of randomizations that do not follow each other in a chain. These are unrandomized-inclusive, independent, coincident or double randomizations. This involves taking several structures that satisfy…

For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…

We study graph products of groups from the viewpoint of measured group theory. We first establish a full measure equivalence classification of graph products of countably infinite groups over finite simple graphs with no transvection and no…

We define the rectangular additive convolution of polynomials with nonnegative real roots as a generalization of the asymmetric additive convolution introduced by Marcus, Spielman and Srivastava. We then prove a sliding bound on the largest…

Asymptotic freeness of independent Haar distributed unitary matrices was discovered by Voiculescu. Many refinements have been obtained, including strong asymptotic freeness of random unitaries and strong asymptotic freeness of random…

We propose a new class of models for random permutations, which we call log-linear models, by the analogy with log-linear models used in the analysis of contingency tables. As a special case, we study the family of all Luce-decomposable…

We introduce a notion of non-commutative joint independence for multiple algebras in a non-commutative probability space. The pairwise relationships between these algebras are encoded by a graph with two edge sets -- a combinatorial…

Different approaches to define transverse-momentum dependent parton distribution functions are considered from the point of view of their renormalization-group properties. The associated one-loop anomalous dimensions of these quantities are…

A classical theorem of Fatou asserts that the Radon-Nikodym derivative of any finite positive Borel measure, $\mu$, with respect to Lebesgue measure on the complex unit circle, is recovered as the non-tangential limits of its Poisson…