相关论文: Free Bessel laws

In arXiv:1304.0630, it was shown that convex, almost everywhere continuous functions coordinatize a broad class of probability measures on $\mathbb{R}^n$ by the map $U \mapsto (\nabla U)_{\#} e^{-U} dx$. We consider whether there is a…

This paper will be devoted to study weighted (deformed) free Poisson random variables from the viewpoint of orthogonal polynomials and statistics of non-crossing partitions. A family of weighted (deformed) free Poisson random variables will…

We introduce the free analogue of the classical beta prime distribution by the multiplicative free convolution of the free Poisson and the reciprocal of free Poisson distributions, and related free analogues of the classical $F$, $T$, and…

We prove a multidimensional Poisson limit theorem in free probability, and define joint free Poisson distributions in a non-commutative probability space. We define (compound) free Poisson process explicitly, similar to the definitions of…

Let $Y(n, p)$ denote the probability space of random 2-dimensional simplicial complexes in the Linial--Meshulam model, and let $Y \sim Y(n, p)$ denote a random complex chosen according to this distribution. In a paper of Cohen, Costa,…

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

Applying the concept of matricial freeness which generalizes freeness in free probability, we have recently studied asymptotic joint distributions of symmetric blocks of Gaussian random matrices (Gaussian Symmetric Block Ensemble). This…

Physical and mathematical applications of fractional Poisson probability distribution have been presented. As a physical application, a new family of quantum coherent states has been introduced and studied. As mathematical applications, we…

The asymptotic study of tuples of random non-increasing integers is crucial for probabilistic models coming from asymptotic representation theory and statistical physics. We study the global behavior of such tuples, introducing a new family…

We study Bessel and Dunkl processes $(X_{t,k})_{t\ge0}$ on $\mathbb R^N$ with possibly multivariate coupling constants $k\ge0$. These processes describe interacting particle systems of Calogero-Moser-Sutherland type with $N$ particles. For…

We study a model of spatial random permutations over a discrete set of points. Formally, a permutation $\sigma$ is sampled proportionally to the weight $\exp\{-\alpha \sum_x V(\sigma(x)-x)\},$ where $\alpha>0$ is the temperature and $V$ is…

The key result in the paper concerns two transformations, Phi(rho, psi) and B_t(psi) on states on the algebra of non-commutative polynomials, or equivalently on joint distributions of d-tuples of non-commuting operators. These…

Poisson thinning is an elementary result in probability, which is of great importance in the theory of Poisson point processes. In this article, we record a couple of characterization results on Poisson thinning. We also consider several…

This text provides a practical introduction to randomness and data analysis, in particular in the context of computer simulations. At the beginning, the most basics concepts of probability are given, in particular discrete and continuous…

Quantum coherences characterise the ability of particles to quantum mechanically interfere within some given distances. In the context of noisy many-body quantum systems these coherences can fluctuate. A simple toy model to study such…

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…

We study the freely infinitely divisible distributions that appear as the laws of free subordinators. This is the free analog of classically infinitely divisible distributions supported on [0,\infty), called the free regular measures. We…

We prove that Poisson measures are invariant under (random) intensity preserving transformations whose finite difference gradient satisfies a cyclic vanishing condition. The proof relies on moment identities of independent interest for…

Motivated by recent work on mixtures of classical and free probabilities, we introduce and study the notion of $\epsilon$-noncrossing partitions. It is shown that the set of such partitions forms a lattice, which interpolates as a poset…

Bayes' rule $\mathbb{P}(B|A)\mathbb{P}(A)=\mathbb{P}(A|B)\mathbb{P}(B)$ is one of the simplest yet most profound, ubiquitous, and far-reaching results of classical probability theory, with applications in any field utilizing statistical…