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相关论文: Decompositions of the free additive convolution

200 篇论文

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 study the class $\mathcal{M}_{\mathrm{ratio}}$ of those probability distributions for which the free $R$-transforms are rational functions. This class is closed under the additive free convolution, additive free powers and under the…

概率论 · 数学 2021-11-22 Wojciech Młotkowski

Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations in free probability to random variables with unbounded…

算子代数 · 数学 2021-04-20 Wiktor Ejsmont , Uwe Franz , Kamil Szpojankowski

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

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),…

算子代数 · 数学 2021-04-13 Ethan Davis , David Jekel , Zhichao Wang

Given a closed orientable surface (\Sigma) of genus at least two, we establish an affine isomorphism between the convex compact set of isotopy-invariant topological measures on (\Sigma) and the convex compact set of additive functions on…

一般拓扑 · 数学 2009-03-17 Frol Zapolsky

The wrapping transformation $W$ is a homomorphism from the semigroup of probability measures on the real line, with the convolution operation, to the semigroup of probability measures on the circle, with the multiplicative convolution…

概率论 · 数学 2016-08-05 Michael Anshelevich , Octavio Arizmendi

We study the multiplicative convolution for c-monotone independence. This convolution unifies the monotone, Boolean and orthogonal multiplicative convolutions. We characterize convolution semigroups for the c-monotone multiplicative…

算子代数 · 数学 2013-12-04 Takahiro Hasebe

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

This paper will be devoted to study weighted (deformed) free Poisson random variables from the viewpoint of orthogonal polynomials and statistics of non-crossing partitions. A family of weighted (deformed) free Poisson random variables will…

概率论 · 数学 2025-09-03 Nobuhiro Asai , Hiroaki Yoshida

We discuss free probability theory and free harmonic analysis from a categorical perspective. In order to do so, we extend first the set of analytic convolutions and operations and then show that the comonadic structure governing free…

概率论 · 数学 2017-09-12 Roland M. Friedrich

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

We present an orthogonal expansion for real, function-regulated, second-order random measures over $\mathbb{R}^{d}$ with measure covariance. Such a expansion, which can be seen as a Karhunen-Lo\`eve decomposition, consists in a series of…

概率论 · 数学 2025-06-23 Ricardo Carrizo Vergara

In this article we study the influence of regularly varying probability measures on additive and multiplicative Boolean convolutions. We introduce the notion of Boolean subexponentiality (for additive Boolean convolution), which extends the…

概率论 · 数学 2018-08-13 Sukrit Chakraborty , Rajat Subhra Hazra

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 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

A new method of composition orthogonality is introduced. It is applied to generate new sequences of orthogonal polynomials and functions. In particular, classical orthogonal polynomials are interpreted in the sense of composition…

经典分析与常微分方程 · 数学 2021-03-05 Semyon Yakubovich

In this article, the notion of bi-monotonic independence is introduced as an extension of monotonic independence to the two-faced framework for a family of pairs of algebras in a non-commutative space. The associated cumulants are defined…

算子代数 · 数学 2021-06-25 Yinzheng Gu , Takahiro Hasebe , Paul Skoufranis

In this paper we study some analytic properties of bi-free additive convolution, both scalar and operator-valued. We show that using properties of Voiculescu's subordination functions associated to free additive convolution of…

算子代数 · 数学 2018-01-11 Serban Belinschi , Hari Bercovici , Yinzheng Gu , Paul Skoufranis

Suppose that $X_{1}$ and $X_{2}$ are two $*$-free (generally unbounded) random variables with Brown measures $\mu_{X_{1}}$ and $\mu_{X_{2}}$, respectively. Using properties of classical free additive convolutions, we develop a method for…

概率论 · 数学 2025-02-05 Hari Bercovici , Ping Zhong