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Limit Theorems in Free Probability Theory I [PDF]

open access: greenOpen Mathematics, 2006
Abstract Based on an analytical approach to the definition of multiplicative free convolution on probability measures on the nonnegative line ℝ+ and on the unit circle $$ \mathbb{T} $$ we prove analogs of limit theorems for nonidentically distributed random variables in classical Probability Theory.
G. P. Chistyakov, Friedrich Götze
openalex   +9 more sources

Lévy laws in free probability [PDF]

open access: yesProceedings of the National Academy of Sciences, 2002
This article and its sequel outline recent developments in the theory of infinite divisibility and Lévy processes in free probability, a subject area belonging to noncommutative (or quantum) probability. The present paper discusses the classes of infinitely divisible probability measures in classical and free probability, respectively, via a study of ...
Barndorff-Nielsen, O.E.   +1 more
openaire   +4 more sources

Lévy processes in free probability [PDF]

open access: yesProceedings of the National Academy of Sciences, 2002
This is the continuation of a previous article that studied the relationship between the classes of infinitely divisible probability measures in classical and free probability, respectively, via the Bercovici–Pata bijection. Drawing on the results of the preceding article, the present paper outlines recent developments in the theory of Lévy processes ...
Barndorff-Nielsen, O.E.   +1 more
openaire   +5 more sources

Sums of commutators in free probability [PDF]

open access: yesJournal of Functional Analysis, 2021
We study the linear span of commutators of free random variables and show that these are the only quadratic forms which satisfy the following equivalent properties: * preservation free infinite divisibility * free and strong cancellation of odd cumulants * symmetric distribution for any free family.
Wiktor Ejsmont, Franz Lehner
openaire   +2 more sources

DISCRETE INTERPOLATION BETWEEN MONOTONE PROBABILITY AND FREE PROBABILITY [PDF]

open access: yesInfinite Dimensional Analysis, Quantum Probability and Related Topics, 2006
We construct a sequence of states called m-monotone product states which give a discrete interpolation between the monotone product of states of Muraki in monotone probability and the free product of states of Avitzour and Voiculescu in free probability.
Lenczewski, Romuald, Sałapata, Rafał
openaire   +3 more sources

Universal probability-free prediction [PDF]

open access: yesAnnals of Mathematics and Artificial Intelligence, 2017
27 ...
Vladimir Vovk, Dusko Pavlovic
openaire   +2 more sources

FREE PROBABILITY FOR PROBABILISTS [PDF]

open access: yes, 2010
This is an introduction to some of the most probabilistic aspects of free probability theory.
openaire   +2 more sources

Matrix concentration inequalities and free probability

open access: yesInventiones mathematicae, 2023
56 ...
Bandeira, Afonso S.   +2 more
openaire   +4 more sources

Free probability theory

open access: yes, 2015
This article focuses on free probability theory, which is useful for dealing with asymptotic eigenvalue distributions in situations involving several matrices. In particular, it considers some of the basic ideas and results of free probability theory, mostly from the random matrix perspective.
openaire   +3 more sources

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