Heavy-Tailed NGG-Mixture Models

VP Ramírez, M de Carvalho, L Gutiérrez - Bayesian Analysis, 2024 - projecteuclid.org
Heavy tails are often found in practice, and yet they are an Achilles heel of a variety of
mainstream random probability measures such as the Dirichlet process (DP). The first …

Non-commutative stochastic independence and cumulants

S Manzel, M Schürmann - Infinite Dimensional Analysis, Quantum …, 2017 - World Scientific
In a fundamental lemma we characterize “generating functions” of certain functors on the
category of algebraic non-commutative probability spaces. Special families of such …

Towards a classification of multi-faced independence: A representation-theoretic approach

M Gerhold, T Hasebe, M Ulrich - Journal of Functional Analysis, 2023 - Elsevier
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 …

Towards a classification of multi-faced independences: a combinatorial approach

M Gerhold, P Varšo - arXiv preprint arXiv:2301.01816, 2023 - arxiv.org
We determine a set of necessary conditions on a partition-indexed family of complex
numbers to be the``highest coefficients''of a positive and symmetric multi-faced universal …

Schoenberg correspondence for multifaced independence

M Gerhold - arXiv preprint arXiv:2104.02985, 2021 - arxiv.org
We extend the Schoenberg correspondence for universal independences by Sch\" urmann
and Vo {\ss} to the multivariate setting of Manzel and Sch\" urmann, covering, eg …

Categorial independence and Lévy processes

M Gerhold, S Lachs, M Schürmann - SIGMA. Symmetry, Integrability and …, 2022 - emis.de
We generalize Franz'independence in tensor categories with inclusions from two morphisms
(which represent generalized random variables) to arbitrary ordered families of morphisms …

[HTML][HTML] Haar states and Lévy processes on the unitary dual group

G Cébron, M Ulrich - Journal of Functional Analysis, 2016 - Elsevier
We study states on the universal noncommutative⁎-algebra generated by the coefficients of
a unitary matrix, or equivalently states on the unitary dual group. Its structure of dual group in …

[PDF][PDF] Studies on positive and symmetric two-faced universal products

P Varšo - 2021 - epub.ub.uni-greifswald.de
Universal products provide an axiomatic framework to study noncommutative
independences general enough to include, besides the well known" single-faced" case (ie …

Homogeneous Lie groups and quantum probability

RM Friedrich, J McKay - arXiv preprint arXiv:1506.07089, 2015 - arxiv.org
Here we extend the algebro-geometric approach to free probability, started in~\cite {FMcK4,
F14}, to general (non)-commutative probability theories. We show that any universal …

[PDF][PDF] A simple proof of the classification theorem for positive natural products

N Muraki - Probab. Math. Statist, 2013 - math.uni.wroc.pl
A simplification of the proof of the classification theorem for natural notions of stochastic
independence is given. This simplification is made possible after adding the positivity …