free random variables
Recently Published Documents


TOTAL DOCUMENTS

39
(FIVE YEARS 0)

H-INDEX

10
(FIVE YEARS 0)

Author(s):  
Franz Lehner ◽  
Kamil Szpojankowski

Subordination is the basis of the analytic approach to free additive and multiplicative convolution. We extend this approach to a more general setting and prove that the conditional expectation [Formula: see text] for free random variables [Formula: see text] and a Borel function [Formula: see text] is a resolvent again. This result allows the explicit calculation of the distribution of noncommutative polynomials of the form [Formula: see text]. The main tool is a new combinatorial formula for conditional expectations in terms of Boolean cumulants and a corresponding analytic formula for conditional expectations of resolvents, generalizing subordination formulas for both additive and multiplicative free convolutions. In the final section, we illustrate the results with step by step explicit computations and an exposition of all necessary ingredients.


2020 ◽  
Vol 373 (10) ◽  
pp. 7167-7205 ◽  
Author(s):  
Maxime Fevrier ◽  
Mitja Mastnak ◽  
Alexandru Nica ◽  
Kamil Szpojankowski

2020 ◽  
Vol 32 (2) ◽  
pp. 395-423 ◽  
Author(s):  
E. Gudowska-Nowak ◽  
M. A. Nowak ◽  
D. R. Chialvo ◽  
J. K. Ochab ◽  
W. Tarnowski

The study of neuronal interactions is at the center of several big collaborative neuroscience projects (including the Human Connectome Project, the Blue Brain Project, and the Brainome) that attempt to obtain a detailed map of the entire brain. Under certain constraints, mathematical theory can advance predictions of the expected neural dynamics based solely on the statistical properties of the synaptic interaction matrix. This work explores the application of free random variables to the study of large synaptic interaction matrices. Besides recovering in a straightforward way known results on eigenspectra in types of models of neural networks proposed by Rajan and Abbott ( 2006 ), we extend them to heavy-tailed distributions of interactions. More important, we analytically derive the behavior of eigenvector overlaps, which determine the stability of the spectra. We observe that on imposing the neuronal excitation/inhibition balance, despite the eigenvalues remaining unchanged, their stability dramatically decreases due to the strong nonorthogonality of associated eigenvectors. This leads us to the conclusion that understanding the temporal evolution of asymmetric neural networks requires considering the entangled dynamics of both eigenvectors and eigenvalues, which might bear consequences for learning and memory processes in these models. Considering the success of free random variables theory in a wide variety of disciplines, we hope that the results presented here foster the additional application of these ideas in the area of brain sciences.


Author(s):  
Vladimir Kravtsov

This article considers non-Gaussian random matrices consisting of random variables with heavy-tailed probability distributions. In probability theory heavy tails of distributions describe rare but violent events which usually have a dominant influence on the statistics. Furthermore, they completely change the universal properties of eigenvalues and eigenvectors of random matrices. This article focuses on the universal macroscopic properties of Wigner matrices belonging to the Lévy basin of attraction, matrices representing stable free random variables, and a class of heavy-tailed matrices obtained by parametric deformations of standard ensembles. It first examines the properties of heavy-tailed symmetric matrices known as Wigner–Lévy matrices before discussing free random variables and free Lévy matrices as well as heavy-tailed deformations. In particular, it describes random matrix ensembles obtained from standard ensembles by a reweighting of the probability measure. It also analyses several matrix models belonging to heavy-tailed random matrices and presents methods for integrating them.


2018 ◽  
Vol 153 (2) ◽  
pp. 241-260
Author(s):  
Mihai Popa ◽  
Victor Vinnikov ◽  
Jiun-Chiau Wang

2015 ◽  
Vol 228 (1) ◽  
pp. 55-72 ◽  
Author(s):  
Kamil Szpojankowski

Bernoulli ◽  
2014 ◽  
Vol 20 (2) ◽  
pp. 586-603 ◽  
Author(s):  
Aurélien Deya ◽  
Ivan Nourdin

Sign in / Sign up

Export Citation Format

Share Document