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Takahiro Hasebe

Publications and source records attributed to Takahiro Hasebe.

At least 37 records · Page 2Linked to original sources
arXiv2021

The Spectra of Principal Submatrices in Rotationally Invariant Hermitian Random Matrices and the Markov-Krein Correspondence

We prove a concentration phenomenon on the empirical eigenvalue distribution (EED) of the principal submatrix in a random hermitian matrix whose distribution is invariant under unitary conjugacy; for example, this class includes GUE (Gaussian Unitary Ensemble) and Wishart matrices. More precisely, if the EED of the whole matrix converges to some deterministic probability measure $\mathfrak{m}$, then its fluctuation from the EED of the principal submatrix, after a rescaling, concentrates at the Rayleigh measure (in general, a Schwartz distribution) associated with $\mathfrak{m}$ by the Markov--Krein correspondence. For the proof, we use the moment method with Weingarten calculus and free probability. At some stage of calculations, the proof requires a relation between the moments of the Rayleigh measure and free cumulants of $\mathfrak{m}$. This formula is more or less known, but we provide a different proof by observing a combinatorial structure of non-crossing partitions.

math.PR↗
arXiv2020

Log-unimodality for free positive multiplicative Brownian motion

We prove that the marginal law $σ_{t}\boxtimesν$ of free positive multiplicative Brownian motion is log-unimodal for all $t>0$ if $ν$ is a multiplicatively symmetric log-unimodal distribution, and that $σ_{t}\boxtimesν$ is log-unimodal for sufficiently large $t$ if $ν$ is supported on a suitably chosen finite interval. Counterexamples are given when $ν$ is not assumed to be symmetric or having a bounded support.

math.PR↗
arXiv2020

Limit Theorems and Wrapping Transforms in Bi-free Probability Theory

In this paper, we characterize idempotent distributions with respect to the bi-free multiplicative convolution on the bi-torus. Also, the bi-free analogous Levy triplet of an infinitely divisible distribution on the bi-torus without non-trivial idempotent factors is obtained. This triplet is unique and generates a homomorphism from the bi-free multiplicative semigroup of infinitely divisible distributions to the classical one. The relevances of the limit theorems associated with four convolutions, classical and bi-free additive convolutions and classical and bi-free multiplicative convolutions, are analyzed. The analysis relies on the convergence criteria for limit theorems and the use of push-forward measures induced by the wrapping map from the plane to the bi-torus. Different from the bi-free circumstance, the classical multiplicative Lévy triplet is not always unique. Due to this, some conditions are furnished to ensure uniqueness.

math.FA↗
arXiv2020

Monotone Increment Processes, Classical Markov Processes, and Loewner Chains

We prove one-to-one correspondences between certain decreasing Loewner chains in the upper half-plane, a special class of real-valued Markov processes, and quantum stochastic processes with monotonically independent additive increments. This leads us to a detailed investigation of probability measures on $\mathbb{R}$ with univalent Cauchy transform. We discuss several subclasses of such measures and obtain characterizations in terms of analytic and geometric properties of the corresponding Cauchy transforms. Furthermore, we obtain analogous results for the setting of decreasing Loewner chains in the unit disk, which correspond to quantum stochastic processes of unitary operators with monotonically independent multiplicative increments.

math.OA↗
arXiv2019

Free infinite divisibility for powers of random variables

We prove that $X^r$ follows an FID distribution if: (1) $X$ follows a free Poisson distribution without an atom at 0 and $r\in(-\infty,0]\cup[1,\infty)$; (2) $X$ follows a free Poisson distribution with an atom at 0 and $r\geq1$; (3) $X$ follows a mixture of some HCM distributions and $|r|\geq1$; (4) $X$ follows some beta distributions and $r$ is taken from some interval. In particular, if $S$ is a standard semicircular element then $|S|^r$ is freely infinitely divisible for $r\in(-\infty,0]\cup[2,\infty)$. Also we consider the symmetrization of the above probability measures, and in particular show that $|S|^r \,\text{sign}(S)$ is freely infinitely divisible for $r\geq2$. Therefore $S^n$ is freely infinitely divisible for every $n\in\mathbb N$. The results on free Poisson and semicircular random variables have a good correspondence with classical ID properties of powers of gamma and normal random variables.

math.PR↗
arXiv2019

Unimodality for free multiplicative convolution with free normal distributions on the unit circle

We study unimodality for free multiplicative convolution with free normal distributions $\{λ_t\}_{t>0}$ on the unit circle. We give four results on unimodality for $μ\boxtimesλ_t$: (1) if $μ$ is a symmetric unimodal distribution on the unit circle then so is $μ\boxtimes λ_t$ at any time $t>0$; (2) if $μ$ is a symmetric distribution on $\mathbb{T}$ supported on $\{e^{iθ}: θ\in [-φ,φ]\}$ for some $φ\in (0,π/2)$, then $μ\boxtimes λ_t$ is unimodal for sufficiently large $t>0$; (3) ${\bf b} \boxtimes λ_t$ is not unimodal at any time $t>0$, where ${\bf b}$ is the equally weighted Bernoulli distribution on $\{1,-1\}$; (4) $λ_t$ is not freely strongly unimodal for sufficiently small $t>0$. Moreover, we study unimodality for classical multiplicative convolution (with Poisson kernels), which is useful in proving the above four results.

math.PR↗
arXiv2019

Bi-monotonic independence for pairs of algebras

In this article, the notion of bi-monotonic independence is introduced as an extension of monotonic independence to the two-faced framework for a family of pairs of algebras in a non-commutative space. The associated cumulants are defined and a moment-cumulant formula is derived in the bi-monotonic setting. In general the bi-monotonic product of states is not a state and the bi-monotonic convolution of probability measures on the plane is not a probability measure. This provides an additional example of how positivity need not be preserved under conditional bi-free convolutions.

math.OA↗
arXiv2018

Large time unimodality for classical and free Brownian motions with initial distributions

We prove that classical and free Brownian motions with initial distributions are unimodal for sufficiently large time, under some assumption on the initial distributions. The assumption is almost optimal in some sense. Similar results are shown for a symmetric stable process with index 1 and a positive stable process with index $1/2$. We also prove that free Brownian motion with initial symmetric unimodal distribution is unimodal, and discuss strong unimodality for free convolution.

math.PR↗
arXiv2018

Some properties of the free stable distributions

We investigate certain analytical properties of the free $α-$stable densities on the line. We prove that they are all classically infinitely divisible when $α\le 1$, and that they belong to the extended Thorin class when $α\leq 3/4.$ The Lévy measure is explicitly computed for $α=1,$ showing that the free 1-stable random variables are not Thorin except in the drifted Cauchy case. In the symmetric case we show that the free stable densities are not infinitely divisible when $α> 1.$ In the one-sided case we prove, refining unimodality, that the densities are whale-shaped that is their successive derivatives vanish exactly once. Finally, we derive a collection of results connected to the fine structure of the one-sided free stable densities, including a detailed analysis of the Kanter random variable, complete asymptotic expansions at zero, a new identity for the Beta-Gamma algebra, and several intrinsic properties of whale-shaped densities.

math.PR↗
arXiv2017

Limit theorems for free Lévy processes

We consider different limit theorems for additive and multiplicative free Lévy processes. The main results are concerned with positive and unitary multiplicative free Lévy processes at small time, showing convergence to log free stable laws for many examples. The additive case is much easier, and we establish the convergence at small or large time to free stable laws. During the investigation we found out that a log free stable law with index $1$ coincides with the Dykema-Haagerup distribution. We also consider limit theorems for positive multiplicative Boolean Lévy processes at small time, obtaining log Boolean stable laws in the limit.

math.PR↗
arXiv2017

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.

math.OA↗
arXiv2017

The normal distribution is freely selfdecomposable

The class of selfdecomposable distributions in free probability theory was introduced by Barndorff-Nielsen and the third named author. It constitutes a fairly large subclass of the freely infinitely divisible distributions, but so far specific examples have been limited to Wigner's semicircle distributions, the free stable distributions, two kinds of free gamma distributions and a few other examples. In this paper, we prove that the (classical) normal distributions are freely selfdecomposable. More generally it is established that the Askey-Wimp-Kerov distribution $μ_c$ is freely selfdecomposable for any $c$ in $[-1,0]$. The main ingredient in the proof is a general characterization of the freely selfdecomposable distributions in terms of the derivative of their free cumulant transform.

math.PR↗
arXiv2017

Free probability for purely discrete eigenvalues of random matrices

In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint limiting distribution in Voiculescu's sense and are globally rotationally invariant. We assume that each monomial constituting this polynomial contains at least one variable of type (a), and show that this random matrix model has a set of eigenvalues that almost surely converges to a deterministic set of numbers that is either finite or accumulating to only zero in the large dimension limit. For this purpose we define a framework (cyclic monotone independence) for analyzing discrete spectra and develop the moment method for the eigenvalues of compact (and in particular Schatten class) operators. We give several explicit calculations of discrete eigenvalues of our model.

math.PR↗
arXiv2017

Limit theorems in bi-free probability theory

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 reveal one important feature about the theory of bi-free probability that it parallels the classical theory perfectly well. The emphasis in the whole work is not on the tool of bi-free combinatorics but only on the analytic machinery.

math.PR↗
arXiv2017

Order Quasisymmetric Functions Distinguish Rooted Trees

Richard P. Stanley conjectured that finite trees can be distinguished by their chromatic symmetric functions. In this paper, we prove an analogous statement for posets: Finite rooted trees can be distinguished by their order quasisymmetric functions.

math.CO↗
arXiv2017

Euler characteristic reciprocity for chromatic, flow and order polynomials

The Euler characteristic of a semialgebraic set can be considered as a generalization of the cardinality of a finite set. An advantage of semialgebraic sets is that we can define "negative sets" to be the sets with negative Euler characteristics. Applying this idea to posets, we introduce the notion of semialgebraic posets. Using "negative posets", we establish Stanley's reciprocity theorems for order polynomials at the level of Euler characteristics. We also formulate the Euler characteristic reciprocities for chromatic and flow polynomials.

math.CO↗
arXiv2017

Noncommutative probability of type D

We construct a deformed Fock space and a Brownian motion coming from Coxeter groups of type D. The construction is analogous to that of the $q$-Fock space (of type A) and the $(α,q)$-Fock space (of type B).

math.FA↗