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math.PR2023
A fixed-point approach to non-commutative central limit theorems
Jad Hamdan
We show how the renormalization group approach can be used to prove quantitative central limit theorems (CLTs) in the setting of free, Boolean, bi-free and bi-Boolean independence…
math.PR2023
A note on the exact simulation of a random eigenvalue of a GUE matrix
Luc Devroye, Jad Hamdan
We develop a simple algorithm to generate random variables described by densities equaling squared Hermite functions. As an application, we show how to generate a randomly chosen e…
math.PR2021
Universal height and width bounds for random trees
Louigi Addario-Berry, Anna Brandenberger, Jad Hamdan +1
We prove non-asymptotic stretched exponential tail bounds on the height of a randomly sampled node in a random combinatorial tree, which we use to prove bounds on the heights and w…