26 citations · 59 across the 19 of their papers we have counts for
20 papers
The Berry--Esseen Estimate in the Free Central Limit Theorem
Makoto Maejima, Noriyoshi Sakuma
We consider sums of freely independent self-adjoint random variables that are not necessarily identically distributed. Let denote the distribution of the th summand. We as…
Scaling limit theorem for mixed free and Boolean convolution powers
Hao-Wei Huang, Noriyoshi Sakuma, Pei-Lun Tseng +1
We prove a scaling limit theorem for a double sequence of probability measures involving additive free convolution and additive Boolean convolution . Let be…
Modified ruin probability for a Cramér-Lundberg model driven by a compound mixed Poisson process
Noriyoshi Sakuma, Momoka Tashiro
We study modified ruin probabilities in a Cramér-Lundberg model driven by a compound mixed Poisson process. In the heavy-tailed regime, if the integrated claim-size distribution is…
Generalized Meixner-type free gamma distributions:convolution formulas and potential correspondence
Noriyoshi Sakuma, Yuki Ueda
We introduce and study a class of generalized Meixner-type free gamma distributions ( and ), which includes both the free gamma distributions introduced…
Fluctuations of eigenvalues of a polynomial on Haar unitary and finite rank matrices
Benoît Collins, Katsunori Fujie, Takahiro Hasebe +2
This paper calculates the fluctuations of eigenvalues of polynomials on large Haar unitaries cut by finite rank deterministic matrices. When the eigenvalues are all simple, we can…
Rates of convergence in the free central limit theorem
Makoto Maejima, Noriyoshi Sakuma
We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting f…
On Boolean selfdecomposable distributions
Takahiro Hasebe, Kei Noba, Noriyoshi Sakuma +1
This paper introduces the class of selfdecomposable distributions concerning Boolean convolution. A general regularity property of Boolean selfdecomposable distributions is establi…
Matrix models for cyclic monotone and monotone independences
Benoît Collins, Felix Leid, Noriyoshi Sakuma
Cyclic monotone independence is an algebraic notion of noncommutative independence, introduced in the study of multi-matrix random matrix models with small rank. Its algebraic form…
Selfsimilar free additive processes and freely selfdecomposable distributions
Makoto Maejima, Noriyoshi Sakuma
In the paper by Fan\cite{F06}, he introduced the marginal selfsimilarity of non-commutative stochastic processes and proved the marginal distributions of selfsimilar processes with…
On freely quasi-infinitely divisible distributions
Ikkei Hotta, Wojciech Młotkowski, Noriyoshi Sakuma +1
Inspired by the notion of quasi-infinite divisibility (QID), we introduce and study the class of freely quasi-infinitely divisible (FQID) distributions on , i.e. distri…
Functional Equations Solving Initial-Value Problems of Complex Burgers-Type Equations for One-Dimensional Log-Gases
Taiki Endo, Makoto Katori, Noriyoshi Sakuma
We study the hydrodynamic limits of three kinds of one-dimensional stochastic log-gases known as Dyson's Brownian motion model, its chiral version, and the Bru-Wishart process stud…
Free self-decomposability and unimodality of the Fuss-Catalan distributions
Wojciech Młotkowski, Noriyoshi Sakuma, Yuki Ueda
We study properties of the Fuss-Catalan distributions , , : free infinite divisibility, free self-decomposability, free regularity and unimodality. We sh…
The normal distribution is freely selfdecomposable
Takahiro Hasebe, Noriyoshi Sakuma, Steen Thorbjørnsen
The class of selfdecomposable distributions in free probability theory was introduced by Barndorff-Nielsen and the third named author. It constitutes a fairly large subclass of the…
Free probability for purely discrete eigenvalues of random matrices
Benoit Collins, Takahiro Hasebe, Noriyoshi Sakuma
In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spec…
Unimodality for free Lévy processes
Takahiro Hasebe, Noriyoshi Sakuma
We will prove that: (1) A symmetric free Lévy process is unimodal if and only if its free Lévy measure is unimodal; (2) Every free Lévy process with boundedly supported Lévy measur…
Unimodality of Boolean and monotone stable distributions
Takahiro Hasebe, Noriyoshi Sakuma
We give a complete list of the Lebesgue-Jordan decomposition of Boolean and monotone stable distributions and a complete list of the mode of them. They are not always unimodal.
Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions
Anita Behme, Makoto Maejima, Muneya Matsui +1
It is known that in many cases distributions of exponential integrals of Levy processes are infinitely divisible and in some cases they are also selfdecomposable. In this paper, we…
On the Law of Free Subordinators
Octavio Arizmendi, Takahiro Hasebe, Noriyoshi Sakuma
We study the freely infinitely divisible distributions that appear as the laws of free subordinators. This is the free analog of classically infinitely divisible distributions supp…
New limit theorems related to free multiplicative convolution
Noriyoshi Sakuma, Hiroaki Yoshida
Let , and be the free additive, free multiplicative, and boolean additive convolutions, respectively. For a probability measure on w…
Free infinite divisibility and free multiplicative mixtures of the Wigner distribution
Victor Perez-Abreu, Noriyoshi Sakuma
We find necessary and sufficient conditions for the free additive infinite divisibility of some free multiplicative convolutions with the Wigner, the arcsine, the free Poisson and…