activity
20112026
most citedDual Lukacs regressions for non-commutative variables

13 citations · 39 across the 22 of their papers we have counts for

collaborators

26 papers

math.OA2026

Quadratic polynomials preserving free infinite divisibility

Wiktor Ejsmont, Franz Lehner, Mihai Popa +1

We characterize non-commutative polynomials of degree 2 which preserve free infinite divisibility as self-adjoint Lie polynomials of degree 2. This extends previous results which c…

math.PR2026

On the empirical spectral distribution of matrix perpetuities

Bartosz Kołodziejek, Kamil Szpojankowski

We study matrix perpetuities, that is, solutions to affine fixed-point equations of the form \[ \mathbf{X} \stackrel{d}{=} \mathbf{A}\,\mathbf{X} \,\mathbf{A}^\top+\mathbf{B},\qqua…

math.OA2026

Polynomials in -free random variables with applications to free denoising

Adrian Celestino, Franz Lehner, Kamil Szpojankowski

We study distributions of polynomials in conditionally free (c-free) random variables, a notion of independence for two-state noncommutative probability spaces introduced by Bozejk…

math.OA2025

On the Brown measure of , with selfadjoint and free Poisson

Franz Lehner, Alexandru Nica, Kamil Szpojankowski +1

Let be freely independent selfadjoint elements in a -probability space, where has free Poisson distribution of parameter . We pursue a methodology for computing…

math.OA2025

On some properties of free commutators with semicircular variables

Mihai Popa, Kamil Szpojankowski

We investigate commutators of free variables of the form \( i[x, s] \), where \( s \) is a semicircular element. We show that although \( s \) and \( i[x, s] \) are not free, their…

math.PR2025

Free Askey--Wilson functionals and geometric last passage percolation on a strip

Wlodek Bryc, Kamil Szpojankowski, Jacek Wesolowski

Barraquand, Corwin, and Yang arXiv:2306.05983 established that geometric last passage percolation (LPP) on a strip of has a unique stationary measure. Building on th…

math.PR2025

Free Perpetuities I: Existence, Subordination and Tail Asymptotics

Serban Belinschi, Bartosz Kołodziejek, Kamil Szpojankowski

We study the free analogue of the classical affine fixed-point (or perpetuity) equation \[ \mathbb{X} \stackrel{d}{=} \mathbb{A}^{1/2}\mathbb{X}\,\mathbb{A}^{1/2} + \mathbb{B}, \]…

math.OA2024

Free denoising via overlap measures and c-freeness techniques

Maxime Fevrier, Alexandru Nica, Kamil Szpojankowski

We study the problem of free denoising. For free selfadjoint random variables , where we interpret as a signal and as noise, we find . To that end, we study…

math.OA2023

Free Integral Calculus I

Franz Lehner, Kamil Szpojankowski

We study the problem of conditional expectations in free random variables and provide closed formulas for the conditional expectation of resolvents of arbitrary non-commutative pol…

math.PR2022

Asymptotic free independence and entry permutations for Gaussian random matrices. Part II: Infinitesimal freeness

M. Popa, K. Szpojankowski, P. -L. Tseng

We study asymptotic infinitesimal distributions of Gaussian Unitary Ensembles with permuted entries. We show that for random uniform permutations, the asymptotically permuted GUE m…

math.OA2021

On the Partial Transpose of a Haar Unitary Matrix

James A. Mingo, Mihai Popa, Kamil Szpojankowski

We consider the effect of a partial transpose on the limit -distribution of a Haar distributed random unitary matrix. If we fix, , the number of blocks, we show that the part…

math.PR2021

A phase transition for tails of the free multiplicative convolution powers

Bartosz Kołodziejek, Kamil Szpojankowski

We study the behavior of the tail of a measure , where is the -fold free multiplicative convolution power for . We focus on the case wher…

math.PR2020

Asymptotic --distribution of permuted Haar unitary matrices

James A. Mingo, Mihai Popa, Kamil Szpojankowski

We study Haar unitary random matrices with permuted entries. For a sequence of permutations , where acts on matrices we identify conditions un…

math.OA2019

Using Boolean cumulants to study multiplication and anticommutators of free random variables

Maxime Fevrier, Mitja Mastnak, Alexandru Nica +1

We study how Boolean cumulants can be used in order to address operations with freely independent random variables, particularly in connection to the -distribution of the produc…

math.OA2019★ 3 cited

Boolean Cumulants and Subordination in Free Probability

Franz Lehner, Kamil Szpojankowski

We study subordination of free convolutions. We prove that for free random variables and a Borel function the conditional expectation $E_φ\left[ (z-X-f(X)Yf^*(X))^{-1}| X…

math.OA2019

Conditional expectations through Boolean cumulants and subordination -- towards a better understanding of the Lukacs property in free probability

Kamil Szpojankowski, Jacek Wesołowski

We use here a recent idea of studying functions of free random variables using Boolean cumulants. We develop idea of explicit calculations of conditional expectation using Boolean…

math.OA2018

A construction which relates c-freeness to infinitesimal freeness

Maxime Fevrier, Mitja Mastnak, Alexandru Nica +1

We consider two extensions of free probability that have been studied in the research literature, and are based on the notions of c-freeness and respectively of infinitesimal freen…

math.OA2017

On free Generalized Inverse Gaussian distributions

Takahiro Hasebe, Kamil Szpojankowski

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 class…

math.OA2017

Quantum Bernstein's Theorem and the Hyperoctahedral Quantum Group

Paweł Józiak, Kamil Szpojankowski

We study an extension of Bernstein's theorem to the setting of quantum groups. For a d-tuple of free, identically distributed random variables we consider a problem of preservation…

math.OA2016

Eta-diagonal distributions and infinite divisibility for R-diagonals

Hari Bercovici, Alexandru Nica, Michael Noyes +1

The class of R-diagonal *-distributions is fairly well understood in free probability. In this class, we consider the concept of infinite divisibility with respect to the operation…

math.OA2015

On the Matsumoto-Yor property in free probability

Kamil Szpojankowski

We study the Matsumoto-Yor property in free probability. We prove that the limiting empirical eigenvalue distribution of the GIG matrices and the Marchenko-Pastur distribution have…

math.OA2015★ 9 cited

Convolution, subordination and characterization problems in noncommutative probability

Wiktor Ejsmont, Uwe Franz, Kamil Szpojankowski

Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations…

math.OA2015★ 1 cited

A constant regression characterization of a Marchenko-Pastur law

Kamil Szpojankowski

Lukacs type characterization of Marchenko--Pastur distribution in free probability is studied here. We prove that for free and when conditional moments of…

math.OA2014★ 8 cited

On the Lukacs property for free random variables

Kamil Szpojankowski

The Lukacs property of the free Poisson distribution is studied here. We prove that if free $\X$ and $\Y$ are free Poisson distributed with suitable parameters, then $\X+\Y$ and $\…