arXiv subjects

Takahiro Hasebe

Publications and source records attributed to Takahiro Hasebe.

At least 19 recordsLinked to original sources

arXiv2026

Construction of signed distance functions through an elliptic equation

Motivated by recent advances in structural optimization, we propose a novel method for constructing the distance function to the boundary of a given domain. Building on and extending the celebrated Varadhan asymptotic theory, our approach reformulates the governing equation into a more appropriate framework. A central contribution of this work is the derivation of convergence rates within this new setting, which are shown to be optimal in one dimension and offer significant improvements over existing results in higher dimensions.

math.AP↗

arXiv2026

Additive processes on the real line and Loewner chains

This paper investigates additive processes with respect to several different independences in non-commutative probability in terms of the convolution hemigroups of the distributions of the increments of the processes. In particular, we focus on the relation of monotone convolution hemigroups and Loewner chains, a special kind of family of conformal mappings, on the upper half-plane. Generalizing the celebrated Loewner differential equation, we formulate an integral equation and the concept of ``generator'' for any Loewner chain of reciprocal Cauchy transforms. This generalization enables us to remove the assumption of the absolute continuity of Loewner chains which had been imposed in the literature. The locally uniform convergence of Loewner chains is then equivalent to a suitable convergence of generators. Using generators, we define homeomorphisms between the aforementioned class of Loewner chains, the set of monotone convolution hemigroups, and the set of classical convolution hemigroups on the real line. We also discuss similar homeomorphisms to free, boolean and anti-monotone convolution hemigroups on the real line.

math.PR↗

arXiv2026

Free multiplicative convolution with an arbitrary measure on the real line

We develop analytic tools for studying the free multiplicative convolution of any measure on the real line and any measure on the nonnegative real line. More precisely, we construct the subordination functions and the $S$-transform of an arbitrary probability measure. The important multiplicativity of $S$-transform is proved with the help of subordination functions. We then apply the $S$-transform to establish convolution identities for stable laws, which had been considered in the literature only for the positive and symmetric cases. Subordination functions are also used in order to extend Belinschi--Nica's semigroup of homomorphisms, and to establish regularity properties of free multiplicative convolution, in particular, the absence of singular continuous part and analyticity of the density.

math.PR↗

arXiv2026

Topology and convergence on the space of measure-valued functions

In these notes, uniform convergence on compacta is studied on the space of functions taking values in the set of finite Borel measures. Related limit theorems, including Lévy's continuity theorem and functional limit theorems for (classical and non-commutative) additive processes, are also described. N.B.: the contents of this manuscript have been incorporated into another manuscript (arXiv:2412.18742).

math.PR↗

arXiv2025

Loewner Theory for Bernstein functions II: applications to inhomogeneous continuous-state branching processes

This paper continues the research project launched in [Constr. Approx. (2025) https://doi.org/10.1007/s00365-023-09675-9] and aimed at studying time-inhomogeneous one-dimensional branching processes (mainly on a continuous but also on a discrete state space) with the help of recent achievements in Loewner Theory dealing with evolution families of holomorphic self-maps in simply connected domains of the complex plane. Under a suitable stochastic continuity condition, we show that the families of the Laplace exponents of branching processes on$~[0,\infty]$ can be characterized as topological (i.e. depending continuously on the time parameters) reverse evolution families whose elements are Bernstein functions. For the case of a stronger regularity w.r.t. time, we establish a Loewner-Kufarev type ODE for the Laplace exponents and characterize branching processes with finite mean in terms of the vector field driving this ODE. Similar results are obtained for families of probability generating functions of branching processes on the discrete state space $\{0,1,2,\ldots\}\cup\{\infty\}$. In addition, we find a necessary and sufficient condition for "spatial" embeddability of such branching processes into branching processes on$~[0,\infty]$. Finally, we give some probabilistic interpretations of the Denjoy-Wolff point at$~0$ and at$~\infty$.

math.PR↗

arXiv2025

PDE methods for extracting normal vector fields and distance functions of shapes

Partial differential equations can be used for extracting geometric features of shapes. This article summarizes recent methods to extract the normal vector field from an elliptic equation proposed by Yamada and from the heat equation, and also a method to extract the (signed) distance function from an elliptic equation that generalizes Varadhan's in 1967.

math.AP↗

arXiv2024

Free probability of type B prime

Free probability of type B was invented by Biane--Goodman--Nica, and then it was generalized by Belinschi--Shlyakhtenko and Février--Nica to infinitesimal free probability. The latter found its applications to eigenvalues of perturbed random matrices in the work of Shlyakhtenko and Cébron--Dahlqvist--Gabriel. This paper offers a new framework, called ``free probability of type B${}^\prime$'', which appears in the large size limit of independent unitarily invariant random matrices with perturbations. Our framework is related to boolean, free, (anti)monotone, cyclic-(anti)monotone and conditionally free independences. We then apply the new framework to the principal minor of unitarily invariant random matrices, which leads to the definition of a multivariate inverse Markov--Krein transform.

math.OA↗

arXiv2024

Fluctuations of eigenvalues of a polynomial on Haar unitary and finite rank matrices

This paper calculates the fluctuations of eigenvalues of polynomials on large Haar unitaries cut by finite rank deterministic matrices. When the eigenvalues are all simple, we can give a complete algorithm for computing the fluctuations. When multiple eigenvalues are involved, we present several examples suggesting that a general algorithm would be much more complex.

math.PR↗

arXiv2024

On free stable distributions

We investigate analytical properties of free stable distributions and discover many connections with their classical counterparts. Our main result is an explicit formula for the Mellin transform, which leads to explicit series representations for the characteristic function and for the density of a free stable distribution. All of these formulas bear close resemblance to the corresponding expressions for classical stable distributions. As further applications of our results, we give an alternative proof of the duality law due to Biane and a new factorization of a classical stable random variable into an independent (in the classical sense) product of a free stable random variable and a power of a Gamma(2) random variable.

math.PR↗

arXiv2023

On the free Lévy measure of the normal distribution

Belinschi et al. [Adv. Math., 226 (2011), 3677--3698] proved that the normal distribution is freely infinitely divisible. This paper establishes a certain monotonicity, real analyticity and asymptotic behavior of the density of the free Lévy measure. The monotonicity property strengthens the result in Hasebe et al. [Int. Math. Res. Not. (2019), 1758--1787] that the normal distribution is freely selfdecomposable.

math.PR↗

arXiv2023

Cumulants, Spreadability and the Campbell-Baker-Hausdorff Series

We define spreadability systems as a generalization of exchangeability systems in order to unify various notions of independence and cumulants known in noncommutative probability. In particular, our theory covers monotone independence and monotone cumulants which do not satisfy exchangeability. To this end we study generalized zeta and Möbius functions in the context of the incidence algebra of the semilattice of ordered set partitions and prove an appropriate variant of Faa di Bruno's theorem. With the aid of this machinery we show that our cumulants cover most of the previously known cumulants. Due to noncommutativity of independence the behaviour of these cumulants with respect to independent random variables is more complicated than in the exchangeable case and the appearance of Goldberg coefficients exhibits the role of the Campbell-Baker-Hausdorff series in this context. In a final section we exhibit an interpretation of the Campbell-Baker-Hausdorff series as a sum of cumulants in a particular spreadability system, thus providing a new derivation of the Goldberg coefficients.

math.OA↗

arXiv2023

Towards a Classification of Multi-Faced Independence: A Representation-Theoretic Approach

We attack the classification problem of multi-faced independences, the first non-trivial example being Voiculescu's bi-freeness. While the present paper does not achieve a complete classification, it formalizes the idea of lifting an operator on a pre-Hilbert space in a "universal" way to a larger product space, which is key for the construction of (old and new) examples. It will be shown how universal lifts can be used to construct very well-behaved (multi-faced) independences in general. Furthermore, we entirely classify universal lifts to the tensor product and to the free product of pre-Hilbert spaces. Our work brings to light surprising new examples of 2-faced independences. Most noteworthy, for many known 2-faced independences, we find that they admit continuous deformations within the class of 2-faced independences, showing in particular that, in contrast with the single faced case, this class is infinite (and even uncountable).

math.FA↗

arXiv2023

Loewner Theory for Bernstein functions I: evolution families and differential equations

One-parameter semigroups of holomorphic functions appear naturally in various applications of Complex Analysis, and in particular, in the theory of (temporally) homogeneous Markov processes. A suitable analogue of one-parameter semigroups in the inhomogeneous setting is the notion of a (reverse) evolution family. In this paper we study evolution families formed by Bernstein functions, which play the role of Laplace exponents for inhomogeneous continuous-state branching processes. In particular, we characterize all Herglotz vector fields that generate such evolution families and give a complex-analytic proof of a qualitative description equivalent to Silverstein's representation formula for the infinitesimal generators of one-parameter semigroups of Bernstein functions. We also establish several sufficient conditions for families of holomorphic self-maps, satisfying the algebraic part in the definition of an evolution family, to be absolutely continuous and hence to be described as solutions to the generalized Loewner - Kufarev differential equation. Most of these results are then applied in the sequel paper [https://doi.org/10.48550/arXiv.2211.12442] to study continuous-state branching processes.

math.CV↗

arXiv2022

A three-state independence in non-commutative probability

We define a new independence in non-commutative probability, called $α$-freeness, with respect to a triplet of states. This concept unifies several independences in non-commutative probability, in particular, free, monotone, antimonotone and Boolean ones as well as conditionally free, conditionally monotone and conditionally antimonotone independences. Moreover, the associative law of $α$-freeness is transferred to the other independences. As a consequence, $α$-free cumulants unify the cumulants for free, monotone, antimonotone and Boolean independences. The central limit theorem for $α$-freeness is computed. The limit distribution turns out to be a triplet of the Kesten distributions.

math.OA↗

arXiv2022

Cyclic independence: Boolean and monotone

The present paper introduces a modified version of cyclic-monotone independence which originally arose in the context of random matrices, and also introduces its natural analogy called cyclic-Boolean independence. We investigate formulas for convolutions, limit theorems for sums of independent random variables, and also classify infinitely divisible distributions with respect to cyclic-Boolean convolution. Finally, we provide applications to the eigenvalues of the adjacency matrices of iterated star products of graphs and also iterated comb products of graphs.

math.PR↗

arXiv2022

On Boolean selfdecomposable distributions

This paper introduces the class of selfdecomposable distributions concerning Boolean convolution. A general regularity property of Boolean selfdecomposable distributions is established; in particular the number of atoms is at most two and the singular continuous part is zero. We then analyze how shifting probability measures changes Boolean selfdecomposability. Several examples are presented to supplement the above results. Finally, we prove that the standard normal distribution $N(0,1)$ is Boolean selfdecomposable but the shifted one $N(m,1)$ is not for sufficiently large $|m|$.

math.PR↗

arXiv2021

Additive processes on the unit circle and Loewner chains

This paper defines the notion of generators for a class of decreasing radial Loewner chains which are only continuous with respect to time. For this purpose, "Loewner's integral equation" which generalizes Loewner's differential equation is defined and analyzed. The definition of generators is motivated by the Lévy-Khintchine representation for additive processes on the unit circle. Actually, we can and do introduce a homeomorphism between the above class of Loewner chains and the set of the distributions of increments of additive processes equipped with suitable topologies. On the other hand, from the viewpoint of non-commutative probability theory, the above generators also induce bijections with some other objects: in particular, monotone convolution hemigroups and free convolution hemigroups. Finally, the generators of Loewner chains constructed from free convolution hemigroups via subordination are computed.

math.CV↗

arXiv2021

Additivity violation of quantum channels via strong convergence to semi-circular and circular elements

Additivity violation of minimum output entropy, which shows non-classical properties in quantum communication, had been proved in most cases for random quantum channels defined by Haar-distributed unitary matrices. In this paper, we investigate random completely positive maps made of Gaussian Unitary Ensembles and Ginibre Ensembles regarding this matter. Using semi-circular systems and circular systems of free probability, we not only show the multiplicativity violation of maximum output norms in the asymptotic regimes but also prove the additivity violation via Haagerup inequality for a new class of random quantum channels constructed by rectifying the above completely positive maps based on strong convergence.

math-ph↗