相关论文: Eta-diagonal distributions and infinite divisibili…

We study the properties of the analogue of R-diagonal operators in the setting of bi-free probability. Products of bi-R-diagonal pairs of operators that are $*$-bi-free are studied and powers of such pairs are found to also be…

Finite-free additive and multiplicative convolutions are operations on the set of polynomials with real roots, introduced independently by Szeg\"{o} and Walsh in the 1920s. These operations have regained some interest, in the last decade,…

We consider the canonical pseudodistributive law between various free limit completion pseudomonads and the free coproduct completion pseudomonad. When the class of limits includes pullbacks, we show that this consideration leads to notions…

In this paper, we give some conditions, under which, if an infinitely divisible distribution supported on $[0,\infty)$ belongs to the intersection of exponential distribution class $\mathcal{L}(\gamma)$ for some $\gamma\ge0$ and generalised…

The DT-operators are introduced, one for every pair (\mu,c) consisting of a compactly supported Borel probability measure \mu on the complex plane and a constant c>0. These are operators on Hilbert space that are defined as limits in…

In an infinitesimal probability space we consider operators which are infinitesimally free and one of which is infinitesimal, in that all its moments vanish. Many previously analysed random matrix models are captured by this framework. We…

We introduce and study a new type of convolution of probability measures called the orthogonal convolution, which is related to the monotone convolution. Using this convolution, we derive alternating decompositions of the free additive…

We study distributions of polynomials in conditionally free (c-free) random variables, a notion of independence for two-state noncommutative probability spaces introduced by Bozejko, Leinert and Speicher. To this end we establish recursive…

We introduce the boolean convolution for probability measures on the unit circle. Roughly speaking, it describes the distribution of the product of two boolean independent unitary random variables. We find an analogue of the characteristic…

The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…

We consider a one-dimensional diffusion which solves a stochastic differential equation with Borel-measurable coefficients in an open interval. We allow for the endpoints to be inaccessible or absorbing. Given a Borel-measurable function…

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…

We introduce and study the notion of k-divisible elements in a non-commutative probability space. A k-divisible element is a (non-commutative) random variable whose n-th moment vanishes whenever n is not a multiple of k. First, we consider…

Given two polynomials $p(x), q(x)$ of degree $d$, we give a combinatorial formula for the finite free cumulants of $p(x)\boxtimes_d q(x)$. We show that this formula admits a topological expansion in terms of non-crossing multi-annular…

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…

We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. In the case of positive variables, the main theorem extends a result proved earlier for arrays with identically…

We study subordination of free convolutions. We prove that for free random variables $X,Y$ and a Borel function $f$ the conditional expectation $E_\varphi\left[ (z-X-f(X)Yf^*(X))^{-1}| X\right]$, is a resolvent again. This result allows…

This work concerns random dynamics of hyperbolic entire and meromorphic functions of finite order and whose derivative satisfies some growth condition at infinity. This class contains most of the classical families of transcendental…

Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinitely divisible distributions on the positive semi-definite…

In this note we generalize the construction, due to Ghilardi, of the free Heyting algebra generated by a finite distributive lattice, to the case of arbitrary distributive lattices. Categorically, this provides an explicit construction of a…