Processes with free increments

From MaRDI portal
Publication:1377067

DOI10.1007/PL00004363zbMath0902.60060OpenAlexW2057074886MaRDI QIDQ1377067

Philippe Biane

Publication date: 1 February 1998

Published in: Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/pl00004363




Related Items (only showing first 100 items - show all)

Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropiesThe generalized master fieldsRelations between convolutions and transforms in operator-valued free probabilityLocal stability of the free additive convolutionFluctuations at the edges of the spectrum of the full rank deformed GUERegularity results for free Lévy processesAsymptotic spectra of matrix-valued functions of independent random matrices and free probabilityOn Markov processes with polynomial conditional momentsAnalytic subordination for bi-free convolutionLarge jumps of \(q\)-Ornstein-Uhlenbeck processesAlmost one bit violation for the additivity of the minimum output entropyMatricial model for the free multiplicative convolutionDual representations of Laplace transforms of Brownian excursion and generalized meandersThe two-parameter free unitary Segal-Bargmann transform and its Biane-Gross-Malliavin identificationEta-diagonal distributions and infinite divisibility for R-diagonalsFunctional equations solving initial-value problems of complex Burgers-type equations for one-dimensional log-gasesOn operator-valued monotone independenceExtremes of \(q\)-Ornstein-Uhlenbeck processesConvergence rate for spectral distribution of addition of random matricesAdditive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matricesAnalytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problemAsymptotic expansions in the CLT in free probabilityAn inequality for the distance between densities of free convolutionsAsymmetric simple exclusion process with open boundaries and quadratic harnessesGenerators of some non-commutative stochastic processesDecompositions of the free additive convolutionSuperconvergence to freely infinitely divisible distributionsFluctuations of random Motzkin pathsOn the Hausdorff continuity of free Lévy processes and free convolution semigroupsA concentration inequality and a local law for the sum of two random matricesDECOMPOSITIONS OF THE FREE PRODUCT OF GRAPHSLocal single ring theorem on optimal scaleLocal universality in biorthogonal Laguerre ensemblesLimit theorems in free probability theory IIFree martingale polynomials.On the free convolution with a free multiplicative analogue of the normal distributionInfinitesimal generators of \(q\)-Meixner processesOn a class of explicit Cauchy-Stieltjes transforms related to monotone stable and free Poisson lawsWigner chaos and the fourth momentAsymptotic properties of random matrices and pseudomatricesFree convolution operators and free Hall transformFreeness of linear and quadratic forms in von Neumann algebrasLimit theorems for free multiplicative convolutionsStrict limit types for monotone convolutionOn the supports of measures in free multiplicative convolution semigroupsOn integration with respect to the \(q\)-Brownian motionContinuity and growth of free multiplicative convolution semigroupsCharacterizations of some free random variables by properties of conditional moments of third degree polynomialsThe arithmetic of distributions in free probability theoryOn the support of the free additive convolutionCommutators of free random variablesMatricial \(R\)-transformNon-ergodic delocalization in the Rosenzweig-Porter modelUnimodality of Boolean and monotone stable distributionsLimit theorems in free probability theory. IThe Lebesgue decomposition of the free additive convolution of two probability distributionsA new approach to subordination results in free probabilityLimit theorems for free Lévy processesA Khintchine decomposition for free probabilityAn analogue of Hinčin's characterization of infinite divisibility for operator-valued free probabilityFree Jacobi processThe bi-Poisson process: A quadratic harnessEigenvectors and eigenvalues in a random subspace of a tensor productOn free generalized inverse Gaussian distributionsMatricially free random variablesThe Lévy-Itô decomposition in free probabilityAtoms and regularity for measures in a partially defined free convolution semigroupOn a class of free Lévy laws related to a regression problemLinearization coefficients for orthogonal polynomials using stochastic processesFree Ornstein--Uhlenbeck processesMarkov processes with free-Meixner lawsAskey-Wilson polynomials, quadratic harnesses and martingalesBrown measure support and the free multiplicative Brownian motionOn the asymptotic distribution of block-modified random matricesConditional moments of \(q\)-Meixner processesRemarks on free mutual information and orbital free entropySubordination methods for free deconvolutionLimits of radial multiple SLE and a Burgers-Loewner differential equationLimit distributions of random matricesLimit fluctuations for density of asymmetric simple exclusion processes with open boundariesCentral limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matricesOutlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matricesThe analogues of entropy and of Fisher's information measure in free probability theory. VI: Liberation and mutual free informationOperator-valued chordal Loewner chains and non-commutative probabilityNonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrixFree Markov processes and stochastic differential equations in von Neumann algebrasMaximal correlation and monotonicity of free entropy and of Stein discrepancyMulti-variable subordination distributions for free additive convolutionFree Infinitely Divisible Approximations of n-Fold Free ConvolutionsAspects of free analysisOn free regular and Bondesson convolution semigroupsSpectral rigidity for addition of random matrices at the regular edgeMeixner class of non-commutative generalized stochastic processes with freely independent values. I: A characterizationFree stochastic measures via noncrossing partitionsSeries of free random variablesRaney distributions and random matrix theoryThe Brown measure of the sum of a self-adjoint element and an imaginary multiple of a semicircular elementSubordination for the sum of two random matricesDiscussions around Voiculescu's free entropies.Free subordination and Belinschi-Nica semigroup




This page was built for publication: Processes with free increments