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

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…

In this paper, the notion of conditionally bi-free independence for pairs of algebras is introduced. The notion of conditional $(\ell, r)$-cumulants are introduced and it is demonstrated that conditionally bi-free independence is equivalent…

We consider a $(2q+1)$-dimensional smooth manifold $M$ equipped with a $(q+1)$-dimensional, a priori non-integrable, distribution ${\cal D}$ and a $q$-vector field ${\bf T}=T_1\wedge\ldots\wedge T_q$, where $\{T_i\}$ are linearly…

`Distribution regression' refers to the situation where a response Y depends on a covariate P where P is a probability distribution. The model is Y=f(P) + mu where f is an unknown regression function and mu is a random error. Typically, we…

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…

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…

We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional…

We consider the question of existence of a unique invariant probability distribution which satisfies some evolutionary property. The problem arises from the random graph theory but to answer it we treat it as a dynamical system in the…

Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…

Let $\mathcal{M}$ be the set of Borel probability measures on $\mathbb{R}$. We denote by $\mu^{\mathrm{ac}}$ the absolutely continuous part of $\mu\in\mathcal{M}$. The purpose of this paper is to investigate the supports and regularity for…

Let $Z$ be a standard normal random variable (r.v.). It is shown that the distribution of the r.v. $\ln|Z|$ is infinitely divisible; equivalently, the standard normal distribution considered as the distribution on the multiplicative group…

Elliptically contoured distributions can be considered to be the distributions for which the contours of the density functions are proportional ellipsoids. Kamiya, Takemura and Kuriki (2006) generalized the elliptically contoured…

We completely determine the free infinite divisibility for the Boolean stable law which is parametrized by a stability index $\alpha$ and an asymmetry coefficient $\rho$. We prove that the Boolean stable law is freely infinitely divisible…

We investigate a Belinschi-Nica type semigroup for free and Boolean max-convolutions. We prove that this semigroup at time one connects limit theorems for freely and Boolean max-infinitely divisible distributions. Moreover, we also…

Debbah and Ryan have recently proved a result about the limit empirical singular distribution of the sum of two rectangular random matrices whose dimensions tend to infinity. In this paper, we reformulate it in terms of the rectangular free…

An "element-free" probability distribution is what remains of a probability distribution after we forget the elements to which the probabilities were assigned. These objects naturally arise in Bayesian statistics, in situations where…

We develop the complex-analytic viewpoint on the tree convolutions studied by the second author and Weihua Liu in "An operad of non-commutative independences defined by trees" (Dissertationes Mathematicae, 2020, doi:10.4064/dm797-6-2020),…

We define a natural topology on the collection of (equivalence classes up to scaling of) locally finite measures on a homogeneous space and prove that in this topology, pushforwards of certain infinite volume orbits equidistribute in the…

We study a category of probability spaces and measure-preserving Markov kernels up to almost sure equality. This category contains, among its isomorphisms, mod-zero isomorphisms of probability spaces. It also gives an isomorphism between…

The Bercovici-Pata bijection maps the set of classical infinitely divisible distributions to the set of free infinitely divisible distributions. The purpose of this work is to study random matrix models for free infinitely divisible…