相关论文: Multilinear function series in conditionally free …

In this paper, we introduce the notion of conditionally bi-free independence in an amalgamated setting. We define operator-valued conditionally bi-multiplicative pairs of functions and construct operator-valued conditionally bi-free moment…

The algebra Mul[[B]] of formal multilinear function series over an algebra B and its quotient SymMul[[B]] are introduced, as well as corresponding operations of formal composition. In the setting of Mul[[B]], the unsymmetrized R- and…

We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…

We study the problem of conditional expectations in free random variables and provide closed formulas for the conditional expectation of resolvents of arbitrary non-commutative polynomials in free random variables onto the subalgebra of an…

In this paper, we focus on studying central limit theorems for functionals of some specific stationary random processes. In classical probability theory, it is well-known that for non-linear functionals of stationary Gaussian sequences, we…

Long-range dependence in time series may yield non-central limit theorems. We show that there are analogous time series in free probability with limits represented by multiple Wigner integrals, where Hermite processes are replaced by…

We investigate operator-valued monotone independence, a noncommutative version of independence for conditional expectation. First we introduce operator-valued monotone cumulants to clarify the whole theory and show the moment-cumulant…

In this paper, we examine how various notions of independence in non-commutative probability theory arise in bi-free probability. We exhibit how Boolean and monotone independence occur from bi-free pairs of faces and establish a Kac/Loeve…

Inspired by Lehner's results on exchangeability systems we define `weak conditional freeness' and `conditional freeness' for stationary processes in an operator algebraic framework of noncommutative probability. We show that these two…

Conventional multiclass conditional probability estimation methods, such as Fisher's discriminate analysis and logistic regression, often require restrictive distributional model assumption. In this paper, a model-free estimation method is…

In this paper, the notion of conditionally bi-free independence for pairs of algebras is introduced. The notion of conditional $(\ell, r)$-cumulants are introduced and it is demonstrated that conditionally bi-free independence is equivalent…

This paper analyses the number of free parameters and solutions of the structural difference equation obtained from a linear multivariate rational expectations model. First, it is shown that the number of free parameters depends on the…

Starting from elementary considerations about independence and Markov processes in classical probability we arrive at the new concept of conditional monotone independence (or operator-valued monotone independence). With the help of product…

In this paper, we develop the theory of bi-freeness in an amalgamated setting. We construct the operator-valued bi-free cumulant functions, and show that the vanishing of mixed cumulants is necessary and sufficient for bi-free independence.…

We study the class $\mathcal{M}_{\mathrm{ratio}}$ of those probability distributions for which the free $R$-transforms are rational functions. This class is closed under the additive free convolution, additive free powers and under the…

Sublinear functionals of random variables are known as sublinear expectations; they are convex homogeneous functionals on infinite-dimensional linear spaces. We extend this concept for set-valued functionals defined on measurable set-valued…

The notion of monotonic independence, introduced by N. Muraki, is considered in a more general frame, similar to the construction of operator-valued free probability. The paper presents constructions for maps with similar properties to the…

Let $r, \,m$ be positive integers. Let $x$ be a rational number with $0 \le x <1$. Consider $\Phi_s(x,z) =\displaystyle\sum_{k=0}^{\infty}\frac{z^{k+1}}{{(k+x+1)}^s}$ the $s$-th Lerch function with $s=1, 2, \cdots, r$. When $x=0$, this is a…

We develop a theory of formal multivariate polynomials over commutative rings by treating them as ring terms. Our main result is that two ring terms are s-equivalent (when expanded they yield the same standard polynomial) iff they are…

In this article, the notion of bi-monotonic independence is introduced as an extension of monotonic independence to the two-faced framework for a family of pairs of algebras in a non-commutative space. The associated cumulants are defined…