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In the present paper we define the notion of generalized cumulants which gives a universal framework for commutative, free, Boolean, and especially, monotone probability theories. The uniqueness of generalized cumulants holds for each…

概率论 · 数学 2015-05-13 Takahiro Hasebe , Hayato Saigo

In this paper we define cumulants for finite free convolution. We give a moment-cumulant formula and show that these cumulants satisfy desired properties: they are additive with respect to finite free convolution and they approach free…

组合数学 · 数学 2017-03-09 Octavio Arizmendi , Daniel Perales

An operadic framework is developed to explain the inversion formula relating moments and cumulants in operator-valued free probability theory.

量子代数 · 数学 2016-07-19 Gabriel C. Drummond-Cole

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 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

The goal of this work is to develop, in a systematic way and in a full natural generality, the foundations of a theory of functions of (free) noncommuting variables.

算子代数 · 数学 2014-07-28 Dmitry S. Kaliuzhnyi-Verbovetskyi , Victor Vinnikov

We discuss algebraic and combinatorial aspects of the Hamiltonian normal form theory. The main objective is to describe the normal form near a singular point purely in terms of the original Hamiltonian, avoiding the normalization procedure.…

动力系统 · 数学 2026-05-05 Dmitry Treschev

Higher order free moments and cumulants, introduced by Collins, Mingo, \'Sniady and Speicher in 2006, describe the fluctuations of unitarily invariant random matrices in the limit of infinite size. The functional relations between their…

组合数学 · 数学 2023-01-02 Luca Lionni

This article, based on joint work with Gabriel Carroll, Andy Itsara, Ian Le, Gregg Musiker, Gregory Price, Dylan Thurston, and Rui Viana, presents a combinatorial model based on perfect matchings that explains the symmetries of the…

组合数学 · 数学 2020-05-29 James Propp

In this paper, we introduce the notion of conditionally bi-free independence in an amalgamated setting. We define operator-valued conditionally bi-multiplicative pairs of functions and construct operator-valued conditionally bi-free moment…

算子代数 · 数学 2019-02-08 Yinzheng Gu , Paul Skoufranis

Motivated by quantum information theory, we introduce a dynamical random state built out of the sum of $k \geq 2$ independent unitary Brownian motions. In the large size limit, its spectral distribution equals, up to a normalising factor,…

概率论 · 数学 2023-07-26 Nizar Demni , Tarek Hamdi

We study several consequences of the packing problem, a conjecture from combinatorial optimization, using algebraic invariants of square-free monomial ideals. While the packing problem is currently unresolved, we successfully settle the…

We show that the deletion theorem of a free arrangement is combinatorial, i.e., whether we can delete a hyperplane from a free arrangement keeping freeness depends only on the intersection lattice. In fact, we give an explicit sufficient…

组合数学 · 数学 2017-09-26 Takuro Abe

Let $a_{1},...,a_{n}, b_{1},...,b_{n}$ be random variables in some (non-commutative) probability space, such that $\{a_{1}, ..., a_{n} \}$ is free from $\{b_{1}, ..., b_{n} \}$. We show how the joint distribution of the $n$-tuple $(a_{1}…

funct-an · 数学 2008-02-03 Alexandru Nica , Roland Speicher

This paper is an appendix to the paper "Random walks on free products of cyclic groups" by J.Mairesse and F.Math\'eus. It contains the details of the computations and the proofs of the results concerning the examples treated there.

概率论 · 数学 2007-05-23 Jean Mairesse , Frédéric Mathéus

We show that, for sequences of vectors of multiple Wigner integrals with respect to a free Brownian motion, componentwise convergence to semicircular is equivalent to joint convergence. This result extends to the free probability setting…

概率论 · 数学 2011-07-27 Ivan Nourdin , Giovanni Peccati , Roland Speicher

In this paper, we derive explicit expressions for the moments and for the mixed moments of the compression of a free unitary Brownian motion by a free projection. While the moments of this non-normal operator are readily derived using…

算子代数 · 数学 2021-08-24 Nizar Demni , Tarek Hamdi

Without probability theory, we define classes of supermartingales, martingales, and semimartingales in idealized financial markets with continuous price paths. This allows us to establish probability-free versions of a number of standard…

数理金融 · 定量金融 2017-03-28 Vladimir Vovk , Glenn Shafer

A variant of coupled-cluster theory is described here, wherein the degrees of freedom are fluctuations of fragments between internally correlated states. The effects of intra-fragment correlation on the inter-fragment interaction are…

化学物理 · 物理学 2019-05-24 Yuhong Liu , Anthony D. Dutoi

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

算子代数 · 数学 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin