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We show how the renormalization group approach can be used to prove quantitative central limit theorems (CLTs) in the setting of free, Boolean, bi-free and bi-Boolean independence under finite third moment assumptions. The proofs rely on…

概率论 · 数学 2026-03-30 Jad Hamdan

We extend the free convolution of Brown measures of $R$-diagonal elements introduced by K\"{o}sters and Tikhomirov [Probab. Math. Statist. 38 (2018), no. 2, 359--384] to fractional powers. We then show how this fractional free convolution…

概率论 · 数学 2024-03-18 Andrew Campbell , Sean O'Rourke , David Renfrew

In a previous paper (called "Rectangular random matrices. Related covolution"), we defined, for $\lambda \in [0,1]$, the rectangular free convolution with ratio $\lambda$. Here, we investigate the related notion of infinite divisiblity,…

算子代数 · 数学 2007-05-23 Florent Benaych-Georges

We generalize a theorem of Bellow and Calder\'on concerning the a.e. convergence of the convolution powers $\ds \mu^nf(x)=\sum_{k}\mu^n(k)f(T^k x)$ where $T$ is a measure preserving transformation of a probability space and $\mu$ is a…

经典分析与常微分方程 · 数学 2010-08-10 Christopher M. Wedrychowicz

We show that the distribution of self-normalized sums of free self-adjoint random variables converges weakly to Wigner's semicircle law under appropriate conditions and estimate the rate of convergence in terms of the Kolmogorov distance.…

概率论 · 数学 2024-06-21 Leonie Neufeld

Random noncommutative geometry can be seen as a Euclidean path-integral approach to the quantization of the theory defined by the Spectral Action in noncommutative geometry (NCG). With the aim of investigating phase transitions in random…

数学物理 · 物理学 2021-08-10 Carlos I. Perez-Sanchez

When studying the collective motion of biological groups a useful theoretical framework is that of ferromagnetic systems, in which the alignment interactions are a surrogate of the effective imitation among the individuals. In this context,…

统计力学 · 物理学 2023-01-13 Andrea Cavagna , Antonio Culla , Tomás S. Grigera

In optimization-based approaches to inverse problems and to statistical estimation, it is common to augment criteria that enforce data fidelity with a regularizer that promotes desired structural properties in the solution. The choice of a…

最优化与控制 · 数学 2024-09-11 Oscar Leong , Eliza O'Reilly , Yong Sheng Soh , Venkat Chandrasekaran

We study the probability measure $\mu_{0}$ for which the moment sequence is $\binom{3n}{n}\frac{1}{n+1}$. We prove that $\mu_{0}$ is absolutely continuous, find the density function and prove that $\mu_{0}$ is infinitely divisible with…

概率论 · 数学 2013-12-12 Wojciech Mlotkowski , Karol A. Penson

We construct a Lebesgue measure preserving natural extension of the random beta-transformation. This allows us to give a formula for the density of the absolutely continuous invariant probability measure, answering a question of Dajani and…

动力系统 · 数学 2013-03-06 Tom Kempton

Let H=A+UBU* where A and B are two N-by-N Hermitian matrices and U is a Haar-distributed random unitary matrix, and let \mu_H, \mu_A, and \mu_B be empirical measures of eigenvalues of matrices H, A, and B, respectively. Then, it is known…

概率论 · 数学 2011-06-28 Vladislav Kargin

We study (weakly) continuous convolution semigroups of probability measures on a Lie group G or a homogeneous space G/K, where K is a compact subgroup. We show that such a convolution semigroup is the convolution product of its initial…

概率论 · 数学 2015-09-01 Ming Liao

This work is concerned with linear inverse problems where a distributed parameter is known a priori to only take on values from a given discrete set. This property can be promoted in Tikhonov regularization with the aid of a suitable convex…

最优化与控制 · 数学 2018-04-19 Christian Clason , Thi Bich Tram Do

We analyze, from the viewpoint of positivity preservation, certain discretizations of a fundamental partial differential equation, the one-dimensional advection equation with periodic boundary condition. The full discretization is obtained…

数值分析 · 数学 2021-05-18 Yiannis Hadjimichael , David I. Ketcheson , Lajos Lóczi

We study two dimensional freely decaying magnetohydrodynamic turbulence. We investigate the time evolution of the probability law of the gauge field and the stream function. Assuming that this probability law is initially defined by a…

高能物理 - 理论 · 物理学 2007-05-23 Ph. Brax

We revisit the operator mixing in massless QCD-like theories. In particular, we address the problem of determining under which conditions a renormalization scheme exists where the renormalized mixing matrix in the coordinate representation,…

高能物理 - 理论 · 物理学 2021-08-27 Marco Bochicchio

In this article, we develop a new approach to the Poincar\'e--Dulac normal form theory for a system of differential equations near a singular point. Using the continuous averaging method, we construct a normalization flow that moves a…

动力系统 · 数学 2026-01-07 Andrey Chernyshev

An important result in real algebraic geometry is the projection theorem: every projection of a semialgebraic set is again semialgebraic. This theorem and some of its conclusions lie at the basis of many other results, for example the…

泛函分析 · 数学 2017-09-26 Tom Drescher , Tim Netzer , Andreas Thom

We prove that conservation of probability for the free heat semigroup on a Riemannian manifold $M$ (namely stochastic completeness), hence a linear property, is equivalent to uniqueness of positive, bounded solutions to nonlinear evolution…

偏微分方程分析 · 数学 2020-03-06 Gabriele Grillo , Kazuhiro Ishige , Matteo Muratori

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…

统计力学 · 物理学 2011-06-28 Z. Burda , A. Jarosz , G. Livan , M. A. Nowak , A. Swiech