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This work proposes algorithms for computing additive and multiplicative free convolutions of two given measures. We consider measures with compact support whose free convolution results in a measure with a density function that exhibits a…

数值分析 · 数学 2023-05-04 Alice Cortinovis , Lexing Ying

n this paper, we prove a result linking the square and the rectangular R-transforms, the consequence of which is a surprising relation between the square and rectangular versions the free additive convolutions, involving the…

概率论 · 数学 2009-07-09 Florent Benaych-Georges

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

We study the addditon problem for strongly matricially free random variables which generalize free random variables. Using operators of Toeplitz type, we derive a linearization formula for the `matricial R-transform' related to the…

算子代数 · 数学 2015-03-17 Romuald Lenczewski

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…

算子代数 · 数学 2007-08-23 Serban Teodor Belinschi

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

In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…

概率论 · 数学 2017-05-17 Takahiro Hasebe , Hao-Wei Huang , Jiun-Chau Wang

We examine two binary operations on the set of algebraic polynomials, known as multiplicative and additive finite free convolutions, specifically in the context of hypergeometric polynomials. We show that the representation of a…

经典分析与常微分方程 · 数学 2024-05-03 Andrei Martinez-Finkelshtein , Rafael Morales , Daniel Perales

We introduce the notion of a conditionally free product and conditionally free convolution. We describe this convolution both from a combinatorial point of view, by showing its connection with the lattice of non-crossing partitions, and…

funct-an · 数学 2008-02-03 Marek Bozejko , Michael Leinert , Roland Speicher

We extend to arbitrary measures results of Bao, Erd\"os, Schnelli, Moreillon, and Ji on the connectedness of the supports of additive convolutions of measures on \mathbb{R} and of free multiplicative convolutions of measures on…

算子代数 · 数学 2024-08-14 Serban Belinschi , Hari Bercovici , Ching-Wei Ho

We consider the free additive convolution semigroup $\lbrace \mu^{\boxplus t}:\,t\ge 1\rbrace$ and determine the local behavior of the density of $\mu^{\boxplus t}$ at the endpoints and at any singular point of its support. We then study…

概率论 · 数学 2024-10-30 Philippe Moreillon

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 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

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…

算子代数 · 数学 2012-06-12 S. T. Belinschi , D. Shlyakhtenko

Let $\mu$ and $\nu$ be probability measures on $\mathbb{R}$ with compact support, and let $\mu \boxplus \nu$ denote their additive free convolution. We show that for $z \in \mathbb{R}$ greater than the sum of essential suprema of $\mu$ and…

概率论 · 数学 2024-04-05 Octavio Arizmendi , Samuel G. G. Johnston

This article, which is substantially motivated by the previous joint work with J. McKay [8], establishes the analytic analogues of the relations we found free probability has with Witt vectors. Therefore, we first present a novel analytic…

概率论 · 数学 2018-03-12 Roland M. Friedrich

We revisit Marcus' finite free analogue of Voiculescu $R$-transform from an analytic viewpoint. By relating the finite free Fourier transform to the Laplace transform, we study the finite $R$-transform through logarithmic potentials and…

概率论 · 数学 2026-05-06 Octavio Arizmendi , Katsunori Fujie

We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…

概率论 · 数学 2023-10-25 Aurelien Gribinski

Different types of convolution operations involving large Vandermonde matrices are considered. The convolutions parallel those of large Gaussian matrices and additive and multiplicative free convolution. First additive and multiplicative…

信息论 · 计算机科学 2016-11-15 Ø. Ryan , M. Debbah

We consider the free additive convolution of two probability measures $\mu$ and $\nu$ on the real line and show that $\mu\boxplus\nu$ is supported on a single interval if $\mu$ and $\nu$ each has single interval support. Moreover, the…

数学物理 · 物理学 2018-10-30 Zhigang Bao , Laszlo Erdos , Kevin Schnelli
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