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Kamil Szpojankowski

Publications and source records attributed to Kamil Szpojankowski.

At least 19 recordsLinked to original sources

Quadratic polynomials preserving free infinite divisibility

We characterize non-commutative polynomials of degree 2 which preserve free infinite divisibility as self-adjoint Lie polynomials of degree 2. This extends previous results which characterized homogeneous quadratic forms only. The proof is based on an involution of colored noncrossing partitions cancelling many terms; positive definiteness of the remaining terms is established by an explicit operator model on Fock space. Examples show that higher order Lie polynomials do not preserve free infinite divisibility.

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On the Brown measure of $x + i y$, with $x,y$ selfadjoint and $y$ free Poisson

Let $x,y$ be freely independent selfadjoint elements in a $W^{*}$-probability space, where $y$ has free Poisson distribution of parameter $p$. We pursue a methodology for computing the Brown measure of $x + i y$, which relies on the matrix-valued subordination function $Ω$ of the hermitization of $x + i y$, and on the fact that $Ω$ has an explicitly described left inverse $H$. Our main point is that the Brown measure of $x + i y$ becomes more approachable when it is reparametrized via a certain change of variable $h : \mathcal{D} \to \mathcal{M}$, with $\mathcal{D}, \mathcal{M}$ open subsets of $\mathbb{C}$, where $\\mathcal{D}$ and $h$ are defined in terms of the aforementioned left inverse $H$, and $\mathrm{cl} \,(\mathcal{M})$ contains the support of the absolutely continuous part of Brown measure. More precisely, we find (with some conditions on the distribution of $x$) the following formula: \[ f(s + i \, t) =\frac{1}{2 π}\left[\frac{1}{t}\left(\frac{\partial α}{\partial s} +\frac{\partial β}{\partial t}\right)-\frac{1}{t}-\fracβ{t^2}\right], \ \ s + i \, t \in \mathcal{M}, \] where $f$ is the density of the absolutely continuous part of the Brown measure and the functions $α, β: \mathcal{M} \to \mathbb{R}$ are the real and respectively the imaginary part of $h^{-1}$. We show that if $x$ has an atom $α$ with $μ_x(α)>p$, then the Brown measure of $x+iy$ has an atom of mass $μ_x(α)-p$ at the same point $α$. Moreover we prove that if $α_1,\ldots,α_k$ is the list of atoms of $x$ with mass bigger than $p$, then the Brown measure of $x+iy$ is supported on $\mathrm{cl}(\mathcal{M})\cup\{α_1,\ldots,α_k\}$.

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On the empirical spectral distribution of matrix perpetuities

We study matrix perpetuities, that is, solutions to affine fixed-point equations of the form \[ \mathbf{X} \stackrel{d}{=} \mathbf{A}\,\mathbf{X} \,\mathbf{A}^\top+\mathbf{B},\qquad (\mathbf{A},\mathbf{B})\mbox{ and }\mathbf{X} \mbox{ are independent}, \] with particular emphasis on the empirical spectral distribution of the solution. We first establish existence and uniqueness results by relating the problem to classical vector perpetuities. Under orthogonal invariance, we then prove a compression identity for symmetric multiplicative convolution and show that principal submatrices of a matrix perpetuity are themselves lower-dimensional matrix perpetuities. For positive semidefinite, orthogonally invariant models, we prove a finite-dimensional spectral Kesten theorem: we obtain precise power-law tail asymptotics for the expected empirical spectral distribution, show that its tail is governed by the largest eigenvalue, and relate it explicitly to the tail of any diagonal entry. We also prove that, in the subcritical regime, the expected empirical spectral distribution of matrix perpetuities converges weakly, as the dimension tends to infinity, to the distribution of the corresponding free perpetuity. Our results are illustrated by matrix Beta prime perpetuities, for which explicit limiting spectral distributions are available.

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Polynomials in $c$-free random variables with applications to free denoising

We study distributions of polynomials in conditionally free (c-free) random variables, a notion of independence for two-state noncommutative probability spaces introduced by Bozejko, Leinert and Speicher. To this end we establish recursive relations between the joint Boolean cumulants of c-free random variables, analogous to previously found recursions for Boolean cumulants of free random variables. The algebraic reformulation of these recursions on the free associative algebra provides an effective formal machinery for the computation of the moment generating functions and thus the distributions of arbitrary self-adjoint polynomials in c-free random variables. As an application of a recent observation, our approach can be used to determine conditional expectations of the form $E[a|P(a,b)]$, where $P(a,b)$ is a self-adjoint polynomial in free (in the sense of Voiculescu) random variables $a,b$. We illustrate this with an example where $P(a,b)=i[a,b]$. Finally we define orthogonal projections that formally play the role of conditional expectations in the framework of c-freeness and share some properties with the conditional expectations of free variables. In particular they can be used to re-derive by purely algebraic methods the formula of Popa and Wang for the $Σ$-transform for the c-free multiplicative convolution.

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On some properties of free commutators with semicircular variables

We investigate commutators of free variables of the form \( i[x, s] \), where \( s \) is a semicircular element. We show that although \( s \) and \( i[x, s] \) are not free, their sum nevertheless satisfies the free additive convolution identity \[ μ_{s + i[x, s]} = μ_s \boxplus μ_{i[x, s]}. \] Furthermore, we prove that the polynomial \( x + i[x, s] \) is freely infinitely divisible whenever \( x \) itself is freely infinitely divisible.

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Free Askey--Wilson functionals and geometric last passage percolation on a strip

Barraquand, Corwin, and Yang arXiv:2306.05983 established that geometric last passage percolation (LPP) on a strip of $\mathbb{Z}^2$ has a unique stationary measure. Building on this, Barraquand arXiv:2409.08927 derived explicit contour integral formulas for the model's multipoint probability generating function. In this paper, we introduce free Askey--Wilson functionals and use them to extend these generating function formulas. Our framework yields explicit expressions valid over a broader range of boundary parameters than previously accessible. This generalization allows us to determine the full phase diagram that characterizes how the large-scale asymptotics of the stationary measure depend on the boundary conditions. In addition, we prove a Poisson approximation for the stationary measure when the parameters vary with the strip width.

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Free denoising via overlap measures and c-freeness techniques

We study the problem of free denoising. For free selfadjoint random variables $a,b$, where we interpret $a$ as a signal and $b$ as noise, we find $E(a|a+b)$. To that end, we study a probability measure $μ^{( \mathrm{ov} )}_{a,a+b}$ on $\mathbb{R}^2$ which we call the overlap measure. We show that $μ^{( \mathrm{ov} )}_{a,a+b}$ is absolutely continuous with respect to the product measure $μ_a\times μ_{a+b}$. The Radon-Nikodym derivative gives direct access to $E(a|a+b)$. We show that analogous results hold in the case of multiplicative noise when $a,b$ are positive and the aim is to find $E(a|a^{1/2}ba^{1/2})$. In a parallel development we show that, for a general selfadjoint expression $P(a,b)$ made with $a$ and $b$, finding $E(a|P(a,b))$ is equivalent to finding the distribution of $P(a,b)$ in a certain two-state probability space $(\mathcal{A},φ,χ)$, where $a,b$ are c-free with respect to $(φ,χ)$ in the sense of Bożejko-Leinert-Speicher. We discuss how free denoising (which is set in the framework of an abstract $W^{*}$-probability space) relates to the notion of ''matrix denoising'' previously discussed in the random matrix literature.

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Free Perpetuities I: Existence, Subordination and Tail Asymptotics

We study the free analogue of the classical affine fixed-point (or perpetuity) equation \[ \mathbb{X} \stackrel{d}{=} \mathbb{A}^{1/2}\mathbb{X}\,\mathbb{A}^{1/2} + \mathbb{B}, \] where $\mathbb{X}$ is assumed to be $*$-free from the pair $(\mathbb{A},\mathbb{B})$, with $\mathbb{A}\ge 0$ and $\mathbb{B}=\mathbb{B}^*$. Our analysis covers both the subcritical regime, where $τ(\mathbb{A})<1$, and the critical case $τ(\mathbb{A})=1$, in which the solution $\mathbb{X}$ is necessarily unbounded. When $τ(\mathbb{A})=1$, we prove that the series defining $\mathbb{X}$ converges bilaterally almost uniformly (and almost uniformly under additional tail assumptions), while the perpetuity fails to have higher moments even if all moments of $\mathbb{A}$ and $\mathbb{B}$ exist. Our approach relies on a detailed study of the asymptotic behavior of moments under free multiplicative convolution, which reveals a markedly different behavior from the classical setting. By employing subordination techniques for non-commutative random variables, we derive precise asymptotic estimates for the tail of the distributions of $\mathbb{X}$ in both one-sided and symmetric cases. Interestingly, in the critical case, the free perpetuity exhibits a power-law tail behavior that mirrors the phenomenon observed in the celebrated Kesten's theorem.

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Free Integral Calculus I

We study the problem of conditional expectations in free random variables and provide closed formulas for the conditional expectation of resolvents of arbitrary non-commutative polynomials in free random variables onto the subalgebra of an arbitray subset of the variables. More precisely, given a linearization of the resolvent we compute a linearization of its conditional expectation. The coefficients of the expressions obtained in this process involve certain Boolean cumulant functionals which can be computed by solving a system of equations. On the way towards the main result we introduce a non-commutative differential calculus which allows to evaluate conditional expectations and the said Boolean cumulant functionals. We conclude the paper with several known and new examples which illustrate the working of the developed machinery and two appendices. The first appendix contains a purely algebraic approach to Boolean cumulants and the second appendix provides a crash course on linearizations of rational series.

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A phase transition for tails of the free multiplicative convolution powers

We study the behavior of the tail of a measure $μ^{\boxtimes t}$, where $\boxtimes t$ is the $t$-fold free multiplicative convolution power for $t\geq 1$. We focus on the case where $μ$ is a probability measure on the positive half-line with a regularly varying tail i.e. of the form $x^{-α} L(x)$, where $L$ is slowly varying. We obtain a phase transition in the behavior of the tail of $μ^{\boxplus t}$ between regimes $α<1$ and $α>1$. Our main tool is a description of the regularly varying tails of $μ$ in terms of the behavior of the corresponding $S$-transform at $0^-$. We also describe the tails of $\boxtimes$ infinitely divisible measures in terms of the tails of corresponding Lévy measure, treat symmetric measures with regularly varying tails and prove the free analog of the Breiman lemma.

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On the Partial Transpose of a Haar Unitary Matrix

We consider the effect of a partial transpose on the limit $*$-distribution of a Haar distributed random unitary matrix. If we fix, $b$, the number of blocks, we show that the partial transpose can be decomposed into a sum of $b$ matrices which are asymptotically free and identically distributed. We then consider the joint effect of different block decompositions and show that under some mild assumptions we also get asymptotic freeness.

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Asymptotic $\ast$--distribution of permuted Haar unitary matrices

We study Haar unitary random matrices with permuted entries. For a sequence of permutations $\left(σ_N\right)_N$, where $σ_N$ acts on $N\times N$ matrices we identify conditions under which the $\ast$--distribution of permuted Haar unitary matrices $U_N^{σ_N}$ is asymptotically circular and free from the unpermuted sequence $U_N$. We show that this convergence takes place in the almost sure sense. Moreover we show that our conditions on the sequence of permutations are generic in the sense that are almost surely satisfied by a sequence of random permutations.

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Boolean Cumulants and Subordination in Free Probability

We study subordination of free convolutions. We prove that for free random variables $X,Y$ and a Borel function $f$ the conditional expectation $E_φ\left[ (z-X-f(X)Yf^*(X))^{-1}| X\right]$, is a resolvent again. This result allows explicit calculation of the distribution of $X+f(X)Yf^*(X)$. The main tool is a formula for conditional expectations in terms of Boolean cumulant transforms, generalizing subordination formulas for free additive and multiplicative convolutions.

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Conditional expectations through Boolean cumulants and subordination -- towards a better understanding of the Lukacs property in free probability

We use here a recent idea of studying functions of free random variables using Boolean cumulants. We develop idea of explicit calculations of conditional expectation using Boolean cumulants. We demonstrate Boolean cumulants approach allows to calculate explicitly some conditional expectations of functions in free random variables. We present how Boolean cumulants together with subordination simplify proofs of some results which are known in research literature.

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A construction which relates c-freeness to infinitesimal freeness

We consider two extensions of free probability that have been studied in the research literature, and are based on the notions of c-freeness and respectively of infinitesimal freeness for noncommutative random variables. In a 2012 paper, Belinschi and Shlyakhtenko pointed out a connection between these two frameworks, at the level of their operations of 1-dimensional free additive convolution. Motivated by that, we propose a construction which produces a multi-variate version of the Belinschi-Shlyakhtenko result, together with a result concerning free products of multi-variate noncommutative distributions. Our arguments are based on the combinatorics of the specific types of cumulants used in c-free and in infinitesimal free probability. They work in a rather general setting, where the initial data consists of a vector space $V$ given together with a linear map $Δ: V \to V \otimes V$. In this setting, all the needed brands of cumulants live in the guise of families of multilinear functionals on $V$, and our main result concerns a certain transformation $Δ^{*}$ on such families of multilinear functionals.

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On free Generalized Inverse Gaussian distributions

We study here properties of free Generalized Inverse Gaussian distributions (fGIG) in free probability. We show that in many cases the fGIG shares similar properties with the classical GIG distribution. In particular we prove that fGIG is freely infinitely divisible, free regular and unimodal, and moreover we determine which distributions in this class are freely selfdecomposable. In the second part of the paper we prove that for free random variables $X,Y$ where $Y$ has a free Poisson distribution one has $X\stackrel{d}{=}\frac{1}{X+Y}$ if and only if $X$ has fGIG distribution for special choice of parameters. We also point out that the free GIG distribution maximizes the same free entropy functional as the classical GIG does for the classical entropy.

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Quantum Bernstein's Theorem and the Hyperoctahedral Quantum Group

We study an extension of Bernstein's theorem to the setting of quantum groups. For a d-tuple of free, identically distributed random variables we consider a problem of preservation of freeness under the action of a quantum subset of the free orthogonal quantum group. For a subset not contained in the hyperoctahedral quantum group we prove that preservation of freeness characterizes Wigner's semicircle law. We show that freeness is always preserved if the quantum subset is contained in the hyperoctahedral quantum group. We provide examples of quantum subsets which show that our result is an extension of results known in the literature.

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