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Bercovici and Pata showed that the correspondence between classically, freely, and Boolean infinitely divisible distributions holds on the level of limit theorems. We extend this correspondence also to distributions infinitely divisible…

算子代数 · 数学 2013-02-20 Michael Anshelevich , John D. Williams

Given a free additive convolution semigroup $\left(\mu_t\right)_{t\geq 0}$ and a probability measure $\nu$ on $\mathbb{R}$, we find the necessary and sufficient conditions for the process $\mu_t \boxplus \nu$ to be Lebesgue absolutely…

概率论 · 数学 2022-03-02 Hao-Wei Huang , Jiun-Chau Wang

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 show that a probability measure is not a nontrivial free additive convolution if it puts no mass in an interval whose endpoints are atoms. The analogous results for free multiplicative convolutions are proved as well. The proofs use…

算子代数 · 数学 2007-10-08 Hari Bercovici , Jiun-Chau Wang

The free convolution is the binary operation on the set of probability measures on the real line which allows to deduce, from the individual spectral distributions, the spectral distribution of a sum of independent unitarily invariant…

概率论 · 数学 2008-06-05 Serban Belinschi , Florent Benaych-Georges , Alice Guionnet

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 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…

概率论 · 数学 2013-09-25 Roland M. Friedrich , John McKay

We investigate relations between additive convolution semigroup and max-convolution semigroup through the law of large numbers for the free multiplicative convolution. Based on the relation, we give a formula related with Belinschi-Nica…

概率论 · 数学 2022-09-05 Yuki Ueda

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…

算子代数 · 数学 2012-02-28 Octavio Arizmendi , Carlos Vargas

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

It is shown that if a probability measure $\nu$ is supported on a closed subset of $(0,\infty)$, that is, its support is bounded away from zero, then the free multiplicative convolution of $\nu$ and the semicircle law is absolutely…

概率论 · 数学 2015-11-13 Arijit Chakrabarty

We give a streamlined proof of the limit theorems for the free additive convolution of infinitesimal triangular arrays of probability measures on the real line. The result was first proved by Chistyakov and G\"otze using analytic…

算子代数 · 数学 2007-05-23 Hari Bercovici , Jiun-Chau Wang

We give a precise functional comparison between classical and free convolutions. If $\mu$ and $\nu$ are compactly supported probability measures, we show that the expectation of $f$ over the classical convolution $\mu * \nu$ is at least the…

泛函分析 · 数学 2026-02-12 Otte Heinävaara

We give an analytical approach to the definition of additive and multiplicative free convolutions which is based on the theory of Nevanlinna and of Schur functions. We consider the set of probability distributions as a semigroup $\bold M$…

算子代数 · 数学 2010-10-12 G. Chistyakov , F. Götze

Based on the~method of subordinating functions we prove bounds for the minimal error of approximations of $n$-fold convolutions of probability measures by free infinitely divisible probability measures.

概率论 · 数学 2020-10-14 G. P. Chistyakov , F. Götze

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

Astrophysical tests of the stability of dimensionless fundamental couplings, such as the fine-structure constant $\alpha$ and the proton-to-electron mass ratio $\mu$, are an optimal probe of new physics. There is a growing interest in these…

宇宙学与河外天体物理 · 物理学 2016-07-07 A. C. O. Leite , C. J. A. P. Martins

We consider the framework of an operator-valued noncommutative probability space over a unital C*-algebra B. We show how for a B-valued distribution \mu one can define convolution powers with respect to free additive convolution and with…

算子代数 · 数学 2013-03-01 Michael Anshelevich , Serban T. Belinschi , Maxime Fevrier , Alexandru Nica

It is shown that the free multiplicative convolution of two nondegenerate probability measures on the unit circle has no continuous singular part relative to arclength measure. Analogous results have long been known for free additive…

算子代数 · 数学 2023-05-24 Serban T. Belinschi , Hari Bercovici , Ching-Wei Ho

Initiated by a result of Gorin and Marcus [Int. Math. Res. Not., (3):883--913, 2020] and an observation of Steinerberger [Proc. Amer. Math. Soc., 147(11):4733--4744, 2019], there has been a recent growing body of literature connecting…

概率论 · 数学 2025-12-19 Andrew Campbell