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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 estimate the concentration functions of $n$-fold convolutions of one-dimensional probability measures. The main result is a supplement to the results of G\"otze and Zaitsev (1998). We show that the estimation of concentration functions…

概率论 · 数学 2014-02-28 F. Götze , A. Yu. Zaitsev

We derive new explicit bounds for the total variation distance between two convolution products of $n$ probability distributions, one of which having identical convolution factors. Approximations by finite signed measures of arbitrary order…

概率论 · 数学 2008-11-06 Bero Roos

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 study approximation by arbitrary linear combinations of $n$ translates of a single function of periodic functions. We construct some linear methods of this approximation for univariate functions in the class induced by the convolution…

数值分析 · 数学 2021-11-05 Dinh Dũng , Vu Nhat Huy

We study approximation by arbitrary linear combinations of $n$ translates of a single function of periodic functions. We construct some methods of this approximation for functions in a class induced by the convolution with a given function,…

数值分析 · 数学 2017-03-01 Dinh Dũng , Charles A. Micchelli , Vu Nhat Huy

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

We study the freely infinitely divisible distributions that appear as the laws of free subordinators. This is the free analog of classically infinitely divisible distributions supported on [0,\infty), called the free regular measures. We…

概率论 · 数学 2012-12-20 Octavio Arizmendi , Takahiro Hasebe , Noriyoshi Sakuma

Two methods to approximate infinitely divisible random fields are presented. The methods are based on approximating the kernel function in the spectral representation of such fields, leading to numerical integration of the respective…

概率论 · 数学 2009-10-15 Wolfgang Karcher , Hans-Peter Scheffler , Evgeny Spodarev

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

We introduce a finite version of free probability and show the link between recent results using polynomial convolutions and the traditional theory of free probability. One tool for accomplishing this is a seemingly new transformation that…

组合数学 · 数学 2021-08-17 Adam W. Marcus

We consider the approximation of manifold-valued functions by embedding the manifold into a higher dimensional space, applying a vector-valued approximation operator and projecting the resulting vector back to the manifold. It is well known…

数值分析 · 数学 2022-10-24 Ralf Hielscher , Laura Lippert

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…

算子代数 · 数学 2014-07-25 Romuald Lenczewski

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 introduce a novel type of approximation spaces for functions with values in a nonlinear manifold. The discrete functions are constructed by piecewise polynomial interpolation in a Euclidean embedding space, and then projecting pointwise…

数值分析 · 数学 2018-03-20 Philipp Grohs , Hanne Hardering , Oliver Sander , Markus Sprecher

We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…

概率论 · 数学 2013-07-22 Sheehan Olver , Raj Rao Nadakuditi

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 study the optimal rectangular-discrepancy approximation of permutons by finite permutations. We transfer bounds from discrepancy theory to this more restricted setup. Moreover, we show that superlinear approximation can occur only for…

组合数学 · 数学 2026-05-05 Balázs Maga

In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…

概率论 · 数学 2022-10-24 Arturo Jaramillo , James Melbourne

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
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