G. P. Chistyakov, F. Götze
Based on a new analytical approach to the definition of additive free convolution on probability measures on the real line we prove free analogs of limit theorems for sums for non-identically distributed random variables in classical Probability Theory.
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Long-range dependence in time series may yield non-central limit theorems. We show that there are analogous time series in free probability with limits represented by multiple Wigner integrals, where Hermite processes are replaced by non-commutative Tchebycheff processes. This includes the non-commutative fractional Brownian motion and the non-commutative Rosenblatt process.
A quantitative "fourth moment theorem" is provided for any self-adjoint element in a homogeneous Wigner chaos: the Wasserstein distance is controlled by the distance from the fourth moment to two. The proof uses the free counterpart of the Stein discrepancy. On the way, the free analogue of the WSH inequality is established.
In this paper, we focus on studying central limit theorems for functionals of some specific stationary random processes. In classical probability theory, it is well-known that for non-linear functionals of stationary Gaussian sequences, we can get a central-limit result via Hermite polynomials and the diagram formula for cumulants. In this paper, the main result is an analogous central limit theorem, in a free probability setting, for real-valued functionals of a stationary semicircular sequence with long-range dependence, namely the correlation function of the underlying time series tends to …
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 determined. These distributions are characterized by their bi-freely infinite divisibility, and moreover, a transfer principle is established for limit theorems in classical probability theory and Voiculescu's bi-free probability theory. Complete descriptions of bi-free stability and fullness of planar probability distributions are also set down. All these results…
In the paper, we discuss orthogonal polynomials in free probability theory. Especially, we prove an analogue of of Szego's limit theorem in free probability theory.
It is known that limit theorems for triangular arrays with identically distributed rows yields convergence of densities rather than just convergence in distribution. We show that this superconvergence result holds -- at least at points at which the limit density is nonzero -- even if the rows of the array are not identically distributed.
The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is a noncommutative version of this theorem. In contrast to the classical result of Ryll-Nadzewski, exchangeability turns out to be stronger than spreadability for infinite noncommutative random sequences. Out of our investigations emerges noncommutative conditional independence in terms of a von Neumann algebraic structure closely related to Popa's notion of c…
We study the Matsumoto-Yor property in free probability. We prove that the limiting empirical eigenvalue distribution of the GIG matrices and the Marchenko-Pastur distribution have the free Matsumoto-Yor property. Finally we characterize these distributions by a regression properties in free probability.
A theory of singular values for finite free probability
本文提出适用于矩形矩阵的有限自由概率理论，将其转化为多项式奇异值操作，证明其能复制自由概率变换并渐近收敛，同时在新框架下显式化大数定律与中心极限定理。
We show that any freely selfdecomposable probability law is unimodal. This is the free probabilistic analog of Yamazato's result in [Ann. Probab. 6 (1978), 523-531].
In this paper, a connection between bi-free probability and the theory of non-commutative stochastic processes is examined. Specifically it is demonstrated that the transition operators for non-commutative stochastic processes can be modelled using technology from bi-free probability. Several important examples are recovered with this approach and new formula are obtained for processes with free increments. The benefits of this approach are also discussed.
We consider a notion of bi-freeness for systems of non-commutative random variables with two faces, one of left variables and another of right variables. This includes bi-free convolution operations, bi-free cumulants and the bi-free central limit.
The Wigner's theorem, which is one of the cornerstones of the mathematical formulation of quantum mechanics, asserts that every symmetry of quantum system is unitary or anti-unitary. This classical result was first given by Wigner in 1931. Thereafter it has been proved and generalized in various ways by many authors. Recently, G. P. Gehér extended Wigner's and Molnár's theorems and characterized the transformations on the Grassmann space of all rank-$n$ projections which preserve the transition probability. The aim of this paper is to provide a new approach to describe the general form of the …
We prove general de Finetti type theorems for classical and free independence. The de Finetti type theorems work for all non-easy quantum groups, which generalize a recent work of Banica, Curran and Speicher. We determine maximal distributional symmetries which means the corresponding de Finetti type theorem fails if a sequence of random variables satisfy more symmetry relations other than the maximal one. In addition, we define Boolean quantum semigroups in analogous to the easy quantum groups, by universal conditions on matrix coordinate generators and an orthogonal projection. Then, we show…
We show that the sum of two free random variables can have a free Poisson law without any of them having a free Poisson law.
We interpret the Central Limit Theorem as a fixed point theorem for a certain operator, and consider the problem of linearizing this operator. In classical as well as in free probability theory, we consider two methods giving such a linearization, and interpret the result as a weak form of the CLT. In the classical case the analysis involves dilation operators; in the free case more general composition operators appear.
The present material addresses several problems left open in the Trans. AMS paper " Non-crossing cumulants of type B" of P. Biane, F. Goodman and A. Nica. The main result is that a type B non-commutative probability space can be studied in the framework of freeness with amalgamation. This view allows easy ways of constructing a version of the S-transform as well as proving analogue results to Central Limit Theorem and Poisson Limit Theorem.
Full classification of de Finetti type theorems for *-random variables in classical and free probability
本文研究了*随机变量在经典和自由概率中de Finetti型定理的分类，证明了这些定理仅存在有限类型，并与Banica和Speicher引入的容易量子群相关。
New combinatorial identity for the set of partitions and limit theorems in finite free probability theory
本文通过建立集合划分的精细化组合恒等式，研究了有限自由概率论中的极限定理，给出了 Sakuma–Yoshida 定理的有限自由类比、有限自由乘法卷积的中心极限定理，并为 Kabluchko 的相关极限定理提供了新证明。
Construction of product $*$-probability spaces via free cumulants
本文以混合自由累积量消失作为自由性定义，利用自由累积量而非矩来构造 *-概率空间的自由乘积。
In this paper we collect a few results about exchangeability systems in which crossing cumulants vanish, which we call noncrossing exchangeability systems. The main result is a free version of De Finetti's theorem, characterising amalgamated free products as noncrossing exchangeability systems which satisfy a so-called weak singleton condition. The main tool in the proof is an $L^p$-inequality with uniformly bounded constants for i.i.d. sequences in noncrossing exchangeability systems.
In this paper, we observevd the amalgamated free probability of direct product of noncommutative probability spaces. We defined the amalgamated R-transforms, amalgamated moment series and the amalgamated boxed convolution. They maks us to do the amalgamated R-transform calculus, like the scalar-valued case.
We give sufficient conditions ensuring the strong ergodic property of unique mixing for $C^*$-dynamical systems arising from Yang-Baxter-Hecke quantisation. We discuss whether they can be applied to some important cases including monotone, Boson, Fermion and Boolean $C^*$-algebras in a unified version. The monotone and the Boolean cases are treated in full generality, the Bose/Fermi cases being already widely investigated. In fact, on one hand we show that the set of stationary stochastic processes are isomorphic to a segment in both the situations, on the other hand the Boolean processes enjo…
This talk is organized as follows: First we explain some basic concepts in non-commutative probability theory in the frame of operator algebras. In Section 2, we discuss related topics in von Neumann algebras. Sections 3 and 4 contain some of the key ideas and results in free probability theory. Last section states some of the important applications of free probability theory.
We address the question of a Berry Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial sums in an operator-valued free central limit theorem and the Cauchy transform of the limiting operator-valued semicircular element.
The Kummer distribution in free probability, and its characterizations
该研究聚焦自由概率领域，引入Kummer分布的类似物，借助自由乘法卷积从属关系与布尔累积量，基于自由性及条件矩假设完成自由Kummer与自由Poisson分布的刻画。
Bi-Free Probability Theory and Reflection Positivity
该研究指出双自由积构造满足反射正性，建立了双自由概率理论与反射正性之间的关联。
In this paper, we will construct the graph free product of noncommutative probability space. This is the attempt to explain and observe the combinatorial-object-depending probabilistic structure.
We study the Matsumoto-Yor property in free probability. We prove three characterizations of free-GIG and free Poisson distributions by freeness properties together with some assumptions about conditional moments. Our main tools are subordination and Boolean cumulants. In particular, we establish a new connection between additive subordination function and Boolean cumulants.
We prove a multidimensional Poisson limit theorem in free probability, and define joint free Poisson distributions in a non-commutative probability space. We define (compound) free Poisson process explicitly, similar to the definitions of (compound) Poisson processes in classical probability. We proved that the sum of finitely many freely independent compound free Poisson processes is a compound free Poisson processes. We give a step by step procedure for constructing a (compound) free Poisson process. A Karhunen-Loeve expansion theorem for centered free Poisson processes is proved. We general…
A combinatorial approach to free probability theory has been developped by Roland Speicher, based on the notion of noncrossing cumulants, a free analogue of the classical theory of cumulants in probability theory. We review this theory, and explain the connections between free probability theory and random matrices. We relate noncrossing cumulants to classical cumulants and also to characters of large symmetric groups. Finally we give applications to the asymptotics of representations of symmetric groups, specifically to the Littlewood-Richardson rule.
We define a free probability analogue of the Wasserstein metric, which extends the classical one. In dimension one, we prove that the square of the Wasserstein distance to the semi-circle distribution is majorized by a modified free entropy quantity.
In this paper, we will use the graph W*-probability technique to re-compute the moments and cumulants of the operator which is the N-free sum of semicircular elements. This computation is well-known, but I used the graph probability technique to resolve them. By considering this idea, we will consider the embedding of the free group factor L(F_N) into a graph W*-algebra.
We extend Voiculescu's approach to analytic subordination through the coalgebra of the free difference quotient to non-coassociative derivation-comultiplications appearing in free probability theory. We obtain new proofs of Voiculescu's analytic subordination results for freely Markovian triples, and for multiplication of unitaries which are free with amalgamation.
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