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相关论文: Analytic subordination theory of operator-valued f…

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We give an explicit description, via analytic subordination, of free multiplicative convolution of operator-valued distributions. In particular, the subordination function is obtained from an iteration process. This algorithm is easily…

算子代数 · 数学 2012-09-18 Serban T. Belinschi , Roland Speicher , John Treilhard , Carlos Vargas

We study random matrices acting on tensor product spaces which have been transformed by a linear block operation. Using operator-valued free probability theory, under some mild assumptions on the linear map acting on the blocks, we compute…

概率论 · 数学 2016-01-26 Octavio Arizmendi , Ion Nechita , Carlos Vargas

In this paper we study some analytic properties of bi-free additive convolution, both scalar and operator-valued. We show that using properties of Voiculescu's subordination functions associated to free additive convolution of…

算子代数 · 数学 2018-01-11 Serban Belinschi , Hari Bercovici , Yinzheng Gu , Paul Skoufranis

In this paper, we give subordination functions for free additive and free multiplicative deconvolutions in some domain of the complex half-plane, under the condition that the distributions admit moments, respectively, of second order for…

算子代数 · 数学 2018-07-18 Octavio Arizmendi , Pierre Tarrago , Carlos Vargas

It has been shown by Voiculescu and Biane that the analytic subordination property holds for free additive and multiplicative convolutions. In this paper, we present an operatorial approach to subordination for free multiplicative…

算子代数 · 数学 2009-10-22 Romuald Lenczewski

Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations in free probability to random variables with unbounded…

算子代数 · 数学 2021-04-20 Wiktor Ejsmont , Uwe Franz , Kamil Szpojankowski

We introduce a class of independence relations, which include free, Boolean and monotone independence, in operator valued probability. We show that this class of independence relations have a matricial extension property so that we can…

算子代数 · 数学 2018-09-21 Weihua Liu

When some eigenvalues of a spiked multiplicative resp. additive deformation model of a Hermitian Wigner matrix resp. a sample covariance matrix separate from the bulk, we study how the corresponding eigenvectors project onto those of the…

概率论 · 数学 2012-02-24 Mireille Capitaine

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

算子代数 · 数学 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

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

Suppose that $X\_{1}$ and $X\_{2}$ are two selfadjoint random variables that are freely independent over an operator algebra $\mathcal{B}$. We describe the possible operator atoms of the distribution of $X\_{1}+X\_{2}$ and, using…

算子代数 · 数学 2020-05-18 Serban Belinschi , Hari Bercovici , Weihua Liu

Using simple operator-valued analytic function considerations several general analytic subordination results for a freely Markovian triple of operator algebras are derived from the analytic subordination result for generalized resolvents in…

算子代数 · 数学 2007-05-23 Dan Voiculescu

Recent work of Belinschi, Mai and Speicher resulted in a general algorithm to calculate the distribution of any selfadjoint polynomial in free variables. Since many classes of independent random matrices become asymptotically free if the…

算子代数 · 数学 2015-10-28 Roland Speicher

The dominant theme of this thesis is that random matrix valued analytic functions, generalizing both random matrices and random analytic functions, for many purposes can (and perhaps should) be effectively studied in that level of…

概率论 · 数学 2007-05-23 Manjunath Krishnapur

In this article we introduce powerful tools and techniques from invariant theory to free analysis. This enables us to study free maps with involution. These maps are free noncommutative analogs of real analytic functions of several…

环与代数 · 数学 2019-08-15 Igor Klep , Špela Špenko

It is a classical result in complex analysis that the class of functions that arise as the Cauchy transform of probability measures may be characterized entirely in terms of their analytic and asymptotic properties. Such transforms are a…

算子代数 · 数学 2014-05-28 John D. Williams

This in an introduction to the theory of non-commutative distributions of non-commuting operators or random matrices. Starting from the basic problem to find a good approach to the meaning of "non-commutative distribution" we will, in…

算子代数 · 数学 2020-09-09 Roland Speicher

We consider computing eigenspaces of an elliptic self-adjoint operator depending on a countable number of parameters in an affine fashion. The eigenspaces of interest are assumed to be isolated in the sense that the corresponding…

数值分析 · 数学 2021-03-16 Luka Grubišić , Harri Hakula , Mikael Laaksonen

The existence of Voiculescu's subordination functions in the context of non-tracial operator-valued C*-probability spaces has been established using analytic function theory methods. We use a matrix construction to show that the…

算子代数 · 数学 2022-09-27 Hari Bercovici , Serban T. Belinschi

We show that finite rank perturbations of certain random matrices fit in the framework of infinitesimal (type B) asymptotic freeness. This can be used to explain the appearance of free harmonic analysis (such as subordination functions…

概率论 · 数学 2015-09-30 D. Shlyakhtenko
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