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The infinite divisibility and orthogonal polynomials with a constant recursion formula in free probability theory
The infinite divisibility orthogonal polynomials a constant recursion formula
2009/9/21
We calculate Voicdescu's R-transform of the compactly
supported probability measure on R induced from the orthogonal
polynomials with a constant recursion formula, and investigate its
infinite divi...
On normalizers and centralizers of compact Lie groups. Applications to structural probability theory
Exponent commuting exponent operator-semistable law operator-stable law
2009/9/21
The concept of operator stability on finitedimensional
vector spaces V was generalized in the past into several directions. In
particular, operator-semistable and self-decomposable laws and self-
-...
Orthogonal polynomial ensembles in probability theory
Random matrix theory Vandermonde determinant GUE orthogonal polynomial method bulk and edge scaling
2009/5/18
We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an {it orthogonal polynomial ensemble}. The most prominent ...