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Voiculescu's notion of asymptotic free independence applies to a wide range of random matrices, including those that are independent and unitarily invariant. In this work, we generalize this notion by considering random matrices with a…

算子代数 · 数学 2025-04-03 Ion Nechita , Sang-Jun Park

We establish a central limit theorem for tensor product random variables $c_k:=a_k \otimes a_k$, where $(a_k)_{k \in \mathbb{N}}$ is a free family of variables. We show that if the variables $a_k$ are centered, the limiting law is the…

概率论 · 数学 2024-05-01 Cécilia Lancien , Patrick Oliveira Santos , Pierre Youssef

We establish a central limit theorem (CLT) for families of products of $\epsilon$-independent random variables. We utilize graphon limits to encode the evolution of independence and characterize the limiting distribution. Our framework…

概率论 · 数学 2025-04-15 Guillaume Cébron , Patrick Oliveira Santos , Pierre Youssef

We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic…

概率论 · 数学 2020-05-06 Lingyun Li , Matthew Reed , Alexander Soshnikov

We study random matrices acting on tensor product spaces which have been transformed by a linear block operation. Using operator-valued free probability theory, under some mild assumptions on the linear map acting on the blocks, we compute…

概率论 · 数学 2016-01-26 Octavio Arizmendi , Ion Nechita , Carlos Vargas

In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.

概率论 · 数学 2007-08-01 Yu Miao

In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…

统计理论 · 数学 2023-04-19 Taras Bodnar , Stepan Mazur , Nestor Parolya

The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…

概率论 · 数学 2022-11-29 Morgane Austern

In this paper, we pursue our study of asymptotic properties of families of random matrices that have a tensor structure. In previous work, the first- and second-named authors provided conditions under which tensor products of unitary random…

概率论 · 数学 2023-10-25 Benoît Collins , Pierre Yves Gaudreau Lamarre , Camille Male

We study the joint distribution of the set of all marginals of a random Wishart matrix acting on a tensor product Hilbert space. We compute the limiting free mixed cumulants of the marginals, and we show that in the balanced asymptotical…

概率论 · 数学 2020-04-22 Stephane Dartois , Luca Lionni , Ion Nechita

In this paper, an analogue of matrix models from free probability is developed in the bi-free setting. A bi-matrix model is not simply a pair of matrix models, but a pair of matrix models where one element in the pair acts by…

算子代数 · 数学 2019-02-08 Paul Skoufranis

In this article we consider transient random walks on free products of graphs. We prove that the asymptotic range of these random walks exists and is strictly positive. In particular, we show that the range varies real-analytically in terms…

概率论 · 数学 2022-12-05 Lorenz A. Gilch

The central limit for the product of free random variables are studied by evaluating all the moments of the limit distribution. The logarithm of the central limit is found to be the same as the sum of two independent free random variables:…

算子代数 · 数学 2014-10-13 Keang-Po Ho

For fixed $m > 1$, we study the product of $m$ independent $N \times N$ elliptic random matrices as $N$ tends to infinity. Our main result shows that the empirical spectral distribution of the product converges, with probability $1$, to the…

概率论 · 数学 2015-06-26 Sean O'Rourke , David Renfrew , Alexander Soshnikov , Van Vu

We consider a pair of causally independent processes, modelled as the tensor product of two channels, acting on a possibly correlated input to produce random outputs X and Y. We show that, assuming the processes produce a sufficient amount…

量子物理 · 物理学 2025-10-08 Martin Sandfuchs , Carla Ferradini , Renato Renner

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

数据分析、统计与概率 · 物理学 2024-04-08 Damián H. Zanette , Inés Samengo

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

概率论 · 数学 2020-07-01 Zengjing Chen , Larry G. Epstein

We prove the Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided $\sqrt{n} \ll b_n \ll n$ and test functions are sufficiently smooth.

概率论 · 数学 2013-10-22 Lingyun Li , Alexander Soshnikov

In this article we consider a natural class of random walks on free products of graphs, which arise as convex combinations of random walks on the single factors. From the works of Gilch [6,7] it is well-known that for these random walks the…

概率论 · 数学 2025-10-21 Lorenz A. Gilch

This paper establishes necessary and sufficient conditions for the products of freely independent unitary operators to converge in distribution to the uniform law on the unit circle.

概率论 · 数学 2008-05-06 Vladislav Kargin
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