3 papers
math.PR2026
Second moments associated with finite free multiplicative convolution
Nicolas Gilliers, Andrea Pettenello
We compute the second mixed moment of elementary symmetric polynomials in the eigenvalues of the random matrix model , where and are positive, and is a Haar-dis…
math.PR2025
Finite free probability and transforms of Jacobi processes
Nizar Demni, Nicolas Gilliers, Tarek Hamdi
In this paper, we study the transforms of Jacobi processes in the frameworks of free and finite free probability theories. We begin by deriving a partial differential equation…
math.OA2025
Rates of convergence in the Free Multiplicative Central Limit Theorem
Marwa Banna, Nicolas Gilliers, Pei-Lun Tseng
We provide the first quantitative estimates for the rate of convergence in the free multiplicative central limit theorem (CLT), in terms of the Kolmogorov and -Wasserstein dista…