相关论文: Decompositions of the free additive convolution

In [5], O. Bauer interpreted the chordal Loewner equation in terms of non-commutative probability theory. We follow this perspective and identify the chordal Loewner equations as the non-autonomous versions of evolution equations for…

Existing feature selection methods fail to properly account for interactions between features when evaluating feature subsets. In this paper, we attempt to remedy this issue by using orthogonal variance decomposition to evaluate features.…

We study spectrum of finite truncations of unbounded Jacobi matrices with periodically modulated entries. In particular, we show that under some hypotheses a sequence of properly normalized eigenvalue counting measures converge vaguely to…

The contents are divided into two papers "The Monotone Cumulants" (arXiv:0907.4896) and "Conditionally monotone independence" (arXiv:0907.5473).

Let $\mu$ be a compactly supported probability measure on the real line. Bercovici-Voiculescu and Nica-Speicher proved the existence of a free convolution power $\mu^{\boxplus k}$ for any real $k \geq 1$. The purpose of this short note is…

Free cumulants are multilinear functionals defined in terms of the moment functional with the use of the family of lattices of noncrossing partitions. In the univariate case, they can be identified with the coefficients of the Voiculescu…

We compute the limiting distributions of the lengths of the longest monotone subsequences of random (signed) involutions with or without conditions on the number of fixed points (and negated points) as the sizes of the involutions tend to…

Let k be a positive integer and let D_k denote the space of joint distributions for k-tuples of selfadjoint elements in C*-probability space. The paper studies the concept of "subordination distribution of \mu \boxplus \nu with respect to…

In the paper by Fan\cite{F06}, he introduced the marginal selfsimilarity of non-commutative stochastic processes and proved the marginal distributions of selfsimilar processes with freely independent increments are freely selfdecomposable.…

In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…

We study two ways (levels) of finding free-probability analogues of classical infinitely divisible measures. More precisely, we identify their Voiculescu transforms. For free-selfdecomposable measures we found the formula (a differential…

Probabilistic independence can dramatically simplify the task of eliciting, representing, and computing with probabilities in large domains. A key technique in achieving these benefits is the idea of graphical modeling. We survey existing…

This paper develops methods to study the distribution of Eulerian statistics defined by second-order recurrence relations. We define a random process to decompose the statistics over compositions of integers. It is shown that the numbers of…

We introduce a new dependence order, termed the conditional convex order, whose minimal and maximal elements characterize independence and perfect dependence. Moreover, it characterizes conditional independence, satisfies information…

A new class of distributional transformations is introduced, characterized by equations relating function weighted expectations of test functions on a given distribution to expectations of the transformed distribution on the test function's…

The eigenvalue spectrum of the sum of large random matrices that are mutually "free", i.e., randomly rotated, can be obtained using the formalism of R-transforms, with many applications in different fields. We provide a direct…

We present a new approach to cyclic homology that does not involve the Connes differential and is based on a `noncommutative equivariant de Rham complex' of an associative algebra. The differential in that complex is a sum of the Karoubi-de…

Given two nondegenerate Borel probability measures $\mu$ and $\nu$ on $\mathbb{R}_{+}=[0,\infty)$, we prove that their free multiplicative convolution $\mu\boxtimes\nu$ has zero singular continuous part and its absolutely continuous part…

We investigate the relationship between measurable differentiable structures on doubling metric measure spaces and derivations. We prove: [1] a decomposition theorem for the module of derivations into free modules; [2] the existence of a…

We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…