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We consider the free additive convolution $\mu_\alpha\boxplus\mu_\beta$ of two probability measures $\mu_\alpha$ and $\mu_\beta$, supported on respectively $n_\alpha$ and $n_\beta$ disjoint bounded intervals on the real line, and derive a…

概率论 · 数学 2022-03-29 Philippe Moreillon , Kevin Schnelli

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…

概率论 · 数学 2013-03-22 Noriyoshi Sakuma , Hiroaki Yoshida

We study Boolean stable laws, $\mathbf{b}_{\alpha,\rho}$, with stability index $\alpha$ and asymmetry parameter $\rho$. We show that the classical scale mixture of $\mathbf{b}_{\alpha,\rho}$ coincides with a free mixture and also a monotone…

概率论 · 数学 2014-05-12 Octavio Arizmend , Takahiro Hasebe

In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…

概率论 · 数学 2017-05-17 Takahiro Hasebe , Hao-Wei Huang , Jiun-Chau Wang

We extend to arbitrary measures results of Bao, Erd\"os, Schnelli, Moreillon, and Ji on the connectedness of the supports of additive convolutions of measures on \mathbb{R} and of free multiplicative convolutions of measures on…

算子代数 · 数学 2024-08-14 Serban Belinschi , Hari Bercovici , Ching-Wei Ho

This note extends Voiculescu's S-transform based analytical machinery for free multiplicative convolution to the case where the mean of the probability measures vanishes. We show that with the right interpretation of the S-transform in the…

算子代数 · 数学 2007-07-13 N. Raj Rao , Roland Speicher

This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…

泛函分析 · 数学 2014-05-07 Michael Anshelevich , Jiun-Chau Wang , Ping Zhong

We obtain a formula for the density of the free convolution of an arbitrary probability measure on the unit circle of $\mathbb{C}$ with the free multiplicative analogues of the normal distribution on the unit circle. This description relies…

概率论 · 数学 2014-04-25 Ping Zhong

We develop analytic tools for studying the free multiplicative convolution of any measure on the real line and any measure on the nonnegative real line. More precisely, we construct the subordination functions and the $S$-transform of an…

概率论 · 数学 2026-04-21 Octavio Arizmendi , Takahiro Hasebe , Yu Kitagawa

We give a streamlined proof of the limit theorems for the free additive convolution of infinitesimal triangular arrays of probability measures on the real line. The result was first proved by Chistyakov and G\"otze using analytic…

算子代数 · 数学 2007-05-23 Hari Bercovici , Jiun-Chau Wang

We consider the free additive convolution of two probability measures $\mu$ and $\nu$ on the real line and show that $\mu\boxplus\nu$ is supported on a single interval if $\mu$ and $\nu$ each has single interval support. Moreover, the…

数学物理 · 物理学 2018-10-30 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

The free convolution is the binary operation on the set of probability measures on the real line which allows to deduce, from the individual spectral distributions, the spectral distribution of a sum of independent unitarily invariant…

概率论 · 数学 2008-06-05 Serban Belinschi , Florent Benaych-Georges , Alice Guionnet

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…

算子代数 · 数学 2022-11-08 Juniper Bahr , Nick Boschert

Bercovici and Pata showed that the correspondence between classically, freely, and Boolean infinitely divisible distributions holds on the level of limit theorems. We extend this correspondence also to distributions infinitely divisible…

算子代数 · 数学 2013-02-20 Michael Anshelevich , John D. Williams

We solve two longstanding major problems in Free Probability. This is achieved by generalising the theory to one with values in arbitrary commutative algebras. We prove the existence of the multi-variable $S$-transform, and show that it is…

概率论 · 数学 2013-09-25 Roland M. Friedrich , John McKay

We present a simplified explanation of why free fractional convolution corresponds to the differentiation of polynomials, by finding how the finite free cumulants of a polynomial behave under differentiation. This approach allows us to…

算子代数 · 数学 2025-02-06 Octavio Arizmendi , Katsunori Fujie , Daniel Perales , Yuki Ueda

In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss…

算子代数 · 数学 2007-05-23 Serban Teodor Belinschi

We provide the law of large numbers for roots of finite free multiplicative convolution of polynomials which have only non-negative real roots. Moreover, we study the empirical root distributions of limit polynomials obtained through the…

概率论 · 数学 2023-01-18 Katsunori Fujie , Yuki Ueda

We prove that the free additive convolution of two Borel probability measures supported on the real line can have a component that is singular continuous with respect to the Lebesgue measure on the real line only if one of the two measures…

算子代数 · 数学 2007-08-23 Serban Teodor Belinschi

Based on a new analytical approach to the definition of additive free convolution on probability measures on the real line we prove free analogs of limit theorems for sums for non-identically distributed random variables in classical…

算子代数 · 数学 2007-05-23 G. P. Chistyakov , F. Götze
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