Related papers: Free stochastic measures via noncrossing partition…

We derive the degrees of freedom of the lasso fit, placing no assumptions on the predictor matrix $X$. Like the well-known result of Zou, Hastie and Tibshirani [Ann. Statist. 35 (2007) 2173-2192], which gives the degrees of freedom of the…

The material gives a new combinatorial proof of the multiplicative property of the S-transform. In particular, several properties of the coefficients of its inverse are connected to non-crossing linked partitions and planar trees.

We examine the distributions of non-commutative polynomials of non-atomic, freely independent random variables. In particular, we obtain an analogue of the Strong Atiyah Conjecture for free groups thus proving that the measure of each atom…

Given a basis for a polynomial ring, the coefficients in the expansion of a product of some of its elements in terms of this basis are called linearization coefficients. These coefficients have combinatorial significance for many classical…

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…

Poisson boundary is a measurable $\Gamma$-space canonically associated with a group $\Gamma$ and a probability measure $\mu$ on it. The collection of all measurable $\Gamma$-equivariant quotients, known as $\mu$-boundaries, of the Poisson…

This work proposes algorithms for computing additive and multiplicative free convolutions of two given measures. We consider measures with compact support whose free convolution results in a measure with a density function that exhibits a…

Stochastic processes on manifolds over non-Archimedean fields and with transition measures having values in the field $\bf C$ of complex numbers are defined and investigated. The analogs of Markov, Poisson and Wiener processes are studied.…

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…

A new class of dependent random measures which we call {\it compound random measures} are proposed and the use of normalized versions of these random measures as priors in Bayesian nonparametric mixture models is considered. Their…

We investigate the implications of free probability for random matrices. From rules for calculating all possible joint moments of two free random matrices, we develop a notion of partial freeness which is quantified by the breakdown of…

We give a general approach to infinite dimensional non-Gaussian Analysis for measures which need not have a logarithmic derivative. This framework also includes the possibility to handle measures of Poisson type.

Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…

We study the motion of independent particles in a dynamical random environment on the integer lattice. The environment has a product distribution. For the multidimensional case, we characterize the class of spatially ergodic invariant…

We characterize the limiting second order distributions of certain independent complex Wigner and deterministic matrices using Voiculescu's notions of freeness over the diagonal. If the Wigner matrices are Gaussian, Mingo and Speicher's…

The study of real-life network modeling has become very popular in recent years. An attractive model is the scale-free percolation model on the lattice $\mathbb{Z}^d$, $d\ge1$, because it fulfills several stylized facts observed in large…

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

We study homogeneity aspects of metric spaces in which all triples of distinct points admit pairwise different distances; such spaces are called isosceles-free. In particular, we characterize all homogeneous isosceles-free spaces up to…

We study the problem of parameter-free stochastic optimization, inquiring whether, and under what conditions, do fully parameter-free methods exist: these are methods that achieve convergence rates competitive with optimally tuned methods,…

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…