Searcharxiv⌕ Search

arXiv subjects

Josue Vazquez-Becerra

Publications and source records attributed to Josue Vazquez-Becerra.

4 recordsLinked to original sources

Distributional comparison for non-commutative infinitely divisible probability measures

We determine ``cumulant-type'' upper bounds of the non-commutative Wasserstein distance for certain classes of distributions $μ$ and $ν$, which are infinite divisible with respect to the Boolean, classical and free convolutions. The main contribution of the manuscript is an estimation of the non-commutative Wasserstein distance between $μ$ and $ν$, expressed in terms of the difference between cumulants of order less than $2m+4$.

math.PR↗

Finite Free Convolution: Infinitesimal Distributions

Finite-free additive and multiplicative convolutions are operations on the set of polynomials with real roots, introduced independently by Szegö and Walsh in the 1920s. These operations have regained some interest, in the last decade, after being rediscovered by Marcus, Spielman, and Srivastava as the expected characteristic polynomial of randomly rotated matrices. They converge, as the degree $d$ of the polynomials increases, to the additive and multiplicative convolution of measures from free probability of Voiculescu. In this paper, we investigate the fluctuations of order $1/d$ -- also known as infinitesimal distributions -- related to these two operations and their limiting behavior, providing a detailed description of their convergence. Our approach relies on understanding the infinitesimal moment-cumulant formulas and the corresponding functional relations. We also establish several applications and examples, including instances related to the infinitesimal free convolution of Belinschi and Shlyakhtenko, as well as the computation of infinitesimal distributions after differentiation of polynomials.

math.PR↗

The Asymptotic Infinitesimal Distribution of a Real Wishart Random Matrix

Let $X_N$ be a $N \times N$ real Wishart random matrix with aspect ratio $M/N$. The limit eigenvalue distribution of $X_N$ is the Marchenko-Pastur law with parameter $c = \lim_N M/N$. The limit moments $\{m_n\}_n$ are given by $m_n = \sum_π c^{\#(π)}$ where the sum runs over $NC(n)$. Let $m_n'$ be the limit of $N( \mathrm{E}(\mathrm {tr}(X_N^n)) - m_n)$. These are the asymptotic infinitesimal moments of a real Wishart matrix. We show that $m'_n$ can be written as a sum over planar diagrams with two terms, $\sum_π c'(\#(π) -1) c^{\#(π)-1}$, and $\sum_{π\in S_{NC}^δ(n,-n)} c^{\#(π)/2}$, where $S_{NC}^δ(n,-n)$ is a set of non-crossing annular permutations satisfying a symmetry condition. Moreover we present a recursion formula for the second term which is related to one for higher order freeness.

math.PR↗

Fluctuation moments induced by conjugation with asymptotically liberating random matrix ensembles

G. Anderson and B. Farrel showed that conjugation of constant matrices by asymptotically liberating random unitary matrices give rise to asymptotic free independence. Independent Haar-unitary random matrices and independent Haar-orthogonal random matrices are examples of asymptotically liberating ensembles. In this paper, we investigate the fluctuation moments, and higher order moments, induced on constant matrices by conjugation with asymptotically liberating ensembles. In particular, we determine fluctuation moments induced by an ensembles related to the Discrete Fourier Transform matrix.

math.PR↗