相关论文: Complex analysis methods in noncommutative probabi…
We introduced a new continued fraction expansions in our previous paper. For these expansions, we show formulae of probability about incomplete quotients. Furthermore, we prove the existence of invariant measures with respect to the…
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…
This paper considers convolution equations that arise from problems such as measurement error and non-parametric regression with errors in variables with independence conditions. The equations are examined in spaces of generalized functions…
In this article we introduce powerful tools and techniques from invariant theory to free analysis. This enables us to study free maps with involution. These maps are free noncommutative analogs of real analytic functions of several…
We investigate variance bounds under symmetry constraints in classical, free, and Boolean probability, focusing on Bernoulli distributions and their noncommutative analogues, projections with trace \(p\). We show that symmetrizers under…
We describe certain sufficient conditions for an infinitely divisible probability measure on a class of connected Lie groups to be embeddable in a continuous one-parameter convolution semigroup of probability measures. (Theorem 1.3). This…
We propose a new nonparametric test for the supposition of independence between two continuous random variables. The test is based on the size of the longest increasing subsequence of a random permutation. We identified the independence…
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…
The present paper introduces a modified version of cyclic-monotone independence which originally arose in the context of random matrices, and also introduces its natural analogy called cyclic-Boolean independence. We investigate formulas…
The paper investigates the asymptotic behavior of (non-normalized) traces of certain classes of matrices with non-commutative random variables as entries. We show that, unlike in the commutative framework, the asymptotic behavior of…
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…
We study a 2-parametric family of probability measures on an infinite-dimensional simplex (the Thoma simplex). These measures originate in harmonic analysis on the infinite symmetric group (S.Kerov, G.Olshanski and A.Vershik, Comptes Rendus…
The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…
The article is devoted to the investigation of properties of quasi-invariant measures with values in non-Archimedean fields such as: convolutions of measures and functions; continuity of functions of measures; non-associative noncommutative…
This article focuses on properties of monotone convolutions. A criterion for infinite divisibility and time evolution of convolution semigroups are mainly studied. In particular, we clarify that many analogues of the classical results of…
In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…
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…
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…
We develop the complex-analytic viewpoint on the tree convolutions studied by the second author and Weihua Liu in "An operad of non-commutative independences defined by trees" (Dissertationes Mathematicae, 2020, doi:10.4064/dm797-6-2020),…
Recently, Bercovici has introduced multiplicative convolutions based on Muraki's monotone independence and shown that these convolution of probability measures correspond to the composition of some function of their Cauchy transforms. We…