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Related papers: Decompositions of the free additive convolution

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A new orthogonal decomposition for bivariate probability densities embedded in Bayes Hilbert spaces is derived. It allows one to represent a density into independent and interactive parts, the former being built as the product of revised…

Statistics Theory · Mathematics 2020-12-25 Karel Hron , Jitka Machalová , Alessandra Menafoglio

A random coefficient autoregressive process is deeply investigated in which the coefficients are correlated. First we look at the existence of a strictly stationary causal solution, we give the second-order stationarity conditions and the…

Statistics Theory · Mathematics 2018-03-29 Frédéric Proïa , Marius Soltane

We show from a categorical point of view that probability measures on certain measurable or topological spaces arise canonically as the extension of probability distributions on countable sets. We do this by constructing probability monads…

Category Theory · Mathematics 2022-06-23 Ruben Van Belle

In this paper we find necessary and sufficient conditions for the weak convergence of c-free convolution of pairs of measures, where the measures are assumed to be infinitesimal and their support may be unbounded. These results are obtained…

Operator Algebras · Mathematics 2008-05-13 Jiun-Chau Wang

Let $\mu$ denote a Borel probability measure and let $\{ \mu_{t} \}_{t\geq 1}$ denote the free additive convolution semigroup of Nica and Speicher. We show that the support of these measures varies continuously in the Hausdorff metric for…

Operator Algebras · Mathematics 2016-08-01 John D. Williams

In this paper, we introduce a family of discrete rectangular uniform distributions on the natural numbers-referred to as orthogonal dice-characterized by the property that their means equal their variances. These distributions arise…

Probability · Mathematics 2025-08-29 Caleb Deen Bastian , Herschel Rabitz , Grzegorz A Rempala

Using the combinatorics of non-crossing partitions, we construct a conditionally free analogue of the Voiculescu's S-transform. The result is applied to analytical description of conditionally free multiplicative convolution and…

Operator Algebras · Mathematics 2008-05-29 Mihai Popa , Jiun-Chau Wang

We prove decoupling inequalities for random polynomials in independent random variables with coefficients in vector space. We use various means of comparison, including rearrangement invariant norms (e.g., Orlicz and Lorentz norms), tail…

Probability · Mathematics 2008-02-03 V. de la Pena , Stephen J. Montgomery-Smith , Jerzy Szulga

Let $\boxplus$, $\boxtimes$ and $\uplus$ be the free additive, free multiplicative, and boolean additive convolutions, respectively. For a probability measure $\mu$ on $[0,\infty)$ with finite second moment, we find the scaling limit of…

Probability · Mathematics 2013-03-22 Noriyoshi Sakuma , Hiroaki Yoshida

Many kinds of independence have been defined in non-commutative probability theory. Natural independence is an important class of independence; this class consists of five independences (tensor, free, Boolean, monotone and anti-monotone…

Operator Algebras · Mathematics 2013-12-04 Takahiro Hasebe , Hayato Saigo

In the free probability theory of Voiculescu two of the most frequently used *-distributions are those of a Haar unitary and of a circular element. We define an $R$-diagonal pair as a generalization of these distributions by the requirement…

funct-an · Mathematics 2008-02-03 Alexandru Nica , Roland Speicher

Most of the popular dependence measures for two random variables $X$ and $Y$ (such as Pearson's and Spearman's correlation, Kendall's $\tau$ and Gini's $\gamma$) vanish whenever $X$ and $Y$ are independent. However, neither does a vanishing…

Statistics Theory · Mathematics 2023-02-28 Christopher Strothmann , Holger Dette , Karl Friedrich Siburg

We examine crossing probabilities and free energies for conformally invariant critical 2-D systems in rectangular geometries, derived via conformal field theory and Stochastic L\"owner Evolution methods. These quantities are shown to…

Mathematical Physics · Physics 2016-09-07 Peter Kleban , Don Zagier

We propose periodic Macdonald processes as a $(q,t)$-deformation of periodic Schur processes and a periodic analogue of Macdonald processes. It is known that, in the theory of stochastic processes related to a family of symmetric functions,…

Combinatorics · Mathematics 2021-04-30 Shinji Koshida

We study sub-semigroups of the semigroup of probability measures on $\mathbb{R}$ and monotone additive statistics on them, by which we mean maps to the reals that are monotone with respect to the stochastic order and additive under…

Probability · Mathematics 2026-04-01 Tobias Fritz , Xiaosheng Mu , Omer Tamuz

We are studying here the classical operator creating secondary polynomials associated with an orthogonal system for a continuous probability density function on a real interval. We know it is possible with the coupling of Stietjes…

Classical Analysis and ODEs · Mathematics 2011-04-19 Roland Groux

In this paper, we investigate a continuous family of notions of independence which interpolates between the classical and free ones for non-commutative random variables. These notions are related to the liberation process introduced by D.…

Probability · Mathematics 2008-11-28 Florent Benaych-Georges , Thierry Lévy

We characterize the biorthogonal ensembles that are both a multiple orthogonal polynomial ensemble and a polynomial ensemble of derivative type (also called a P\'olya ensemble). We focus on the notions of multiplicative and additive…

Probability · Mathematics 2026-02-17 Thomas Wolfs

We study products of functions evaluated at self-adjoint polynomials in deterministic matrices and independent Wigner matrices; we compute the deterministic approximations of such products and control the fluctuations. We focus on…

Probability · Mathematics 2024-03-18 Félix Parraud , Kevin Schnelli

A superposition of a matrix ensemble refers to the ensemble constructed from two independent copies of the original, while a decimation refers to the formation of a new ensemble by observing only every second eigenvalue. In the cases of the…

Mathematical Physics · Physics 2007-05-23 Peter J. Forrester , Eric M. Rains