相关论文: Cauchy-Stieltjes kernels families and free multipl…
We derive a formula for the moments and the free cumulants of the multiplication of $k$ free random variables in terms of $k$-equal and $k$-divisible non-crossing partitions. This leads to a new simple proof for the bounds of the right-edge…
We show that the Grothendieck group associated to integral polytopes in $\mathbb{R}^n$ is free-abelian by providing an explicit basis. Moreover, we identify the involution on this polytope group given by reflection about the origin as a sum…
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 examine the distributions of non-commutative polynomials of non-atomic, freely independent random variables. In particular, we obtain an analogue of the Strong Atiyah Conjecture for free groups thus proving that the measure of each atom…
Recently, Bercovici has introduced multiplicative convolutions based on Muraki's monotone independence and shown that these convolution of probability measures correspond to the composition of some function of their Cauchy transforms. We…
In this work we study the problem of constructing stochastic processes with a predetermined covariance decay by parameterizing its marginals and a given family of copulas. We show that the proposed methodology is compatibility-free and…
In this paper we prove a variation of constants formula for a non autonomous and non homogeneous Cauchy problems whenever the linear part is not densely defined and is not a Hille-Yosida operator. By using this variation of constants…
We define a three parameter family of Bell pseudo-involutions in the Riordan group. The defining sequences have generating functions that are expressible as continued fractions. We indicate that the Hankel transforms of the defining…
Discrete spectral transformations of skew orthogonal polynomials are presented. From these spectral transformations, it is shown that the corresponding discrete integrable systems are derived both in 1+1 dimension and in 2+1 dimension.…
Stein kernels are a way of comparing probability distributions, defined via integration by parts formulas. We provide two constructions of Stein kernels in free probability. One is given by an explicit formula, and the other via free…
In this paper, we investigate the existence of free involutions on some Wall manifolds and we compute the mod 2 cohomology algebra of the correspondent orbit space.
The rapid and accurate evaluation of convolutions with singular kernels plays crucial roles in a wide range of scientific and engineering applications. Building on the recently introduced Truncated Fourier Filtering method for smooth…
Let $\mu$ be a compactly supported probability measure on the positive half-line and let $\mu^{\boxtimes t}$ be the free multiplicative convolution semigroup. We show that the support of $\mu^{\boxtimes t}$ varies continuously as $t$…
The paper introduces new sufficient conditions of strict positive definiteness for kernels on d-dimensional spheres which are not radially symmetric but possess specific coefficient structures. The results use the series expansion of the…
We revisit the classic Wigner semi-circle from two different angles. One consists in studying the Stieltjes transform directly on the real axis, which does not converge to a fixed value but follows a Cauchy distribution that depends on the…
In this paper we give an analytic interpretation of free convolution of type B, introduced by Biane, Goodman and Nica, and provide a new formula for its computation. This formula allows us to show that free additive convolution of type B is…
We investigate the fluctuations around the mean of the Stieltjes transform of the empirical spectral distribution of any selfadjoint noncommutative polynomial in a Wigner matrix and a deterministic diagonal matrix. We obtain the convergence…
Practical applications of kernel methods often use variable bandwidth kernels, also known as self-tuning kernels, however much of the current theory of kernel based techniques is only applicable to fixed bandwidth kernels. In this paper, we…
We introduce new homomorphisms relative to additive convolutions and max-convolutions in free, boolean and classical cases. Crucial roles are played by the limit distributions for free multiplicative law of large numbers.
We consider mapping properties of the iterated Stieltjes transform, establishing its new relations with the iterated Hilbert transform (a singular integral) on the half-axis and proving the corresponding convolution and Titchmarsh's type…