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Wojciech Mlotkowski

Publications and source records attributed to Wojciech Mlotkowski.

6 recordsLinked to original sources
arXiv2019

Cauchy-Stieltjes families with polynomial variance functions and generalized orthogonality

This paper studies variance functions of Cauchy-Stieltjes Kernel families generated by compactly supported centered probability measures. We describe several operations that allow us to construct additional variance functions from known ones. We construct a class of examples which exhausts all cubic variance functions, and provide examples of polynomial variance functions of arbitrary degree. We also relate Cauchy-Stieltjes Kernel families with polynomial variance functions to generalized orthogonality. Our main results are stated solely in terms of classical probability; some proofs rely on analytic machinery of free probability.

math.PR↗
arXiv2015

Spectral density of generalized Wishart matrices and free multiplicative convolution

We investigate the level density for several ensembles of positive random matrices of a Wishart--like structure, $W=XX^{\dagger}$, where $X$ stands for a nonhermitian random matrix. In particular, making use of the Cauchy transform, we study free multiplicative powers of the Marchenko-Pastur (MP) distribution, ${\rm MP}^{\boxtimes s}$, which for an integer $s$ yield Fuss-Catalan distributions corresponding to a product of $s$ independent square random matrices, $X=X_1\cdots X_s$. New formulae for the level densities are derived for $s=3$ and $s=1/3$. Moreover, the level density corresponding to the generalized Bures distribution, given by the free convolution of arcsine and MP distributions is obtained. We also explain the reason of such a curious convolution. The technique proposed here allows for the derivation of the level densities for several other cases.

math-ph↗
arXiv2013

Probability distributions with binomial moments

We prove that if $p\geq 1$ and $-1\leq r\leq p-1$ then the binomial sequence $\binom{np+r}{n}$, $n=0,1,...$, is positive definite and is the moment sequence of a probability measure $ν(p,r)$, whose support is contained in $\left[0,p^p(p-1)^{1-p}\right]$. If $p>1$ is a rational number and $-1 1$ the measures $ν(p,-1)$ and $ν(p,0)$ are certain free convolution powers of the Bernoulli distribution. Finally we prove that the binomial sequence $\binom{np+r}{n}$ is positive definite if and only if either $p\geq 1$, $-1\leq r\leq p-1$ or $p\leq 0$, $p-1\leq r \leq 0$. The measures corresponding to the latter case are reflections of the former ones.

math.PR↗
arXiv2013

The probability measure corresponding to 2-plane trees

We study the probability measure $μ_{0}$ for which the moment sequence is $\binom{3n}{n}\frac{1}{n+1}$. We prove that $μ_{0}$ is absolutely continuous, find the density function and prove that $μ_{0}$ is infinitely divisible with respect to the additive free convolution.

math.PR↗
arXiv2012

Densities of the Raney distributions

We prove that if $p\ge 1$ and $0< r\le p$ then the sequence $\binom{mp+r}{m}\frac{r}{mp+r}$, $m=0,1,2,...$, is positive definite, more precisely, is the moment sequence of a probability measure $μ(p,r)$ with compact support contained in $[0,+\infty)$. This family of measures encompasses the multiplicative free powers of the Marchenko-Pastur distribution as well as the Wigner's semicircle distribution centered at $x=2$. We show that if $p>1$ is a rational number, $0<r\le p$, then $μ(p,r)$ is absolutely continuous and its density $W_{p,r}(x)$ can be expressed in terms of the Meijer and the generalized hypergeometric functions. In some cases, including the multiplicative free square and the multiplicative free square root of the Marchenko-Pastur measure, $W_{p,r}(x)$ turns out to be an elementary function.

math.PR↗