Asymptotic Properties of Sums of Upper Records

Arnold and Villaseñor (1999) raised several questions for upper records, including characterizing all limit distributions of normalized partial sums of upper records. We provide some answers in the case when the distribution from which the samples are drawn is bounded above. When the distribution is not bounded above, we give sufficient conditions on the distribution for the properly normalized partial sums to converge to a standard normal distribution. We show that our conditions are general enough so that the examples provided by Arnold and Villaseñor (1999) are covered by our results.     

Infinitesimal non-crossing cumulants and free probability of type B

Free probabilistic considerations of type B first appeared in the paper of Biane, Goodman and Nica [P. Biane, F. Goodman, A. Nica, Non-crossing cumulants of type B, Trans. Amer. Math. Soc. 355 (2003) 2263-2303]. Recently, connections between type B and infinitesimal free probability were put into evidence by Belinschi and Shlyakhtenko [S.T. Belinschi, D. Shlyakhtenko, Free probability of type B: Analytic aspects and applications, preprint, 2009, available online at www.arxiv.org under reference arXiv:0903.2721]. The interplay between “type B” and “infinitesimal” is also the object of the present paper. We study infinitesimal freeness for a family of unital subalgebras A₁,…,Ak in an infinitesimal noncommutative probability space (A,φ,φ^′) and we introduce a concept of infinitesimal non-crossing cumulant functionals for (A,φ,φ^′), obtained by taking a formal derivative in the formula for usual non-crossing cumulants. We prove that the infinitesimal freeness of A₁,…,Ak is equivalent to a vanishing condition for mixed cumulants; this gives the infinitesimal counterpart for a theorem of Speicher from “usual” free probability. We show that the lattices NC(B)(n) of non-crossing partitions of type B appear in the combinatorial study of (A,φ,φ^′), in the formulas for infinitesimal cumulants and when describing alternating products of infinitesimally free random variables. As an application of alternating free products, we observe the infinitesimal analogue for the well-known fact that freeness is preserved under compression with a free projection. As another application, we observe the infinitesimal analogue for a well-known procedure used to construct free families of free Poisson elements. Finally, we discuss situations when the freeness of A₁,…,Ak in (A,φ) can be naturally upgraded to infinitesimal freeness in (A,φ,φ^′), for a suitable choice of a “companion functional” .     

On a class of free Lévy laws related to a regression problem

The free Meixner laws arise as the distributions of orthogonal polynomials with constant-coefficient recursions. We show that these are the laws of the free pairs of random variables which have linear regressions and quadratic conditional variances when conditioned with respect to their sum. We apply this result to describe free Lévy processes with quadratic conditional variances, and to prove a converse implication related to asymptotic freeness of random Wishart matrices.     

Limit theorems in free probability theory II

Based on an analytical approach to the definition of multiplicative free convolution on probability measures on the nonnegative line ℝ₊ and on the unit circle we prove analogs of limit theorems for nonidentically distributed random variables in classical Probability Theory.      

Norms of commutators of self-adjoint operators

In this note, the estimate of norms of commutators of self-adjoint operators is established.     

A note on commutators of Bochner-Riesz operator

In terms of continuous decomposition and choosing an appropriate BMO function, the authors obtain a sharp necessary condition for L ^p boundedness of the commutators generated by Bochner-Riesz operators below the critical index and BMO functions.      

A characterization of maximum norms of commutators of positive contractions

In this note, we give a characterization of a pair (A,B) of positive contractions with commutator AB−BA of maximum possible norm. A necessary and sufficient condition is that either or its complex conjugate is in the closure of the numerical range of AB.     

Norm inequalities for commutators of positive operators and applications

Let X, Y, and Z be operators on a Hilbert space such that X and Z are positive. It is shown that

Positive commutators at the bottom of the spectrum

Bony and Häfner have recently obtained positive commutator estimates on the Laplacian in the low-energy limit on asymptotically Euclidean spaces; these estimates can be used to prove local energy decay estimates if the metric is non-trapping. We simplify the proof of the estimates of Bony-Häfner and generalize them to the setting of scattering manifolds (i.e. manifolds with large conic ends), by applying a sharp Poincaré inequality. Our main result is the positive commutator estimate

     

Necessary and sufficient conditions for boundedness of some commutators with weighted Lipschitz functions

In this paper we show that b∈Lipβ,μ if and only if the commutator [b,T] of the multiplication operator by b and the singular integral operator T is bounded from Lp(μ) to Lq(μ1−q), where 1<p<q<∞, 0<β<1 and 1/q=1/p−β/n. Also we will obtain that b∈Lipβ,μ if and only if the commutator [b,Iα] of the multiplication operator by b and the fractional integral operator Iα is bounded from Lp(μ) to Lr(μ1−(1−α/n)r), where 1<p<∞, 0<β<1 and 1/r=1/p−(β+α)/n with 1/p>(β+α)/n.     

Quantum invariant families of matrices in free probability

We consider (self-adjoint) families of infinite matrices of noncommutative random variables such that the joint distribution of their entries is invariant under conjugation by a free quantum group. For the free orthogonal and hyperoctahedral groups, we obtain complete characterizations of the invariant families in terms of an operator-valued R-cyclicity condition. This is a surprising contrast with the Aldous-Hoover characterization of jointly exchangeable arrays.     

Sharp estimates for pseudo-differential operators with symbols of limited smoothness and commutators

We consider here pseudo-differential operators whose symbol σ(x,ξ) is not infinitely smooth with respect to x. Decomposing such symbols into four—sometimes five—components and using tools of paradifferential calculus, we derive sharp estimates on the action of such pseudo-differential operators on Sobolev spaces and give explicit expressions for their operator norm in terms of the symbol σ(x,ξ). We also study commutator estimates involving such operators, and generalize or improve the so-called Kato-Ponce and Calderon-Coifman-Meyer estimates in various ways.     

Weak estimates for commutators of fractional integral operators

By introducing a kind of maximal operator of the fractional order associated with the mean Luxemburg norm and using the technique of the sharp function, the weak type LlogL estimates for the commutators of the fractional integral operator and the related maximal operator are established.     

THE BOUNDEDNESS OF MULTILINEAR COMMUTATORS ON WEIGHTED SPACES AND HERZ-TYPE SPACES

The boundedness of maximal multilinear commutator on certain weighted spaces is obtained. The boundedness of mulitilinear commutators of singular integrals with Calderon-Zygmund kernel on Herz-type spaces is also considered.     

A generalization of the results of Pillai

In a recent article Pillai (1990,Ann. Inst. Statist. Math.,42, 157–161) showed that the distribution 1–E (–x ), 0<1; 0x, whereE (x) is the Mittag-Leffler function, is infinitely divisible and geometrically infinitely divisible. He also clarified the relation between this distribution and a stable distribution. In the present paper, we generalize his results by using Bernstein functions. In statistics, this generalization is important, because it gives a new characterization of geometrically infinitely divisible distributions with support in (0, ).     

On commutators of Wick products on CCR and CAR algebras

In this paper we study the q-commutator of Wick products on the CCR (canonical commutation relation) algebra and on the CAR (canonical anticommutation relation) algebra. We obtain a formula on q-commutator of Wick products in terms of Wick products of monomials of lower order. Moreover, we give a relation of double q-commutator.     

Two-weight norm inequalities for commutators of potential type integral operators

We give a condition which is sufficient for the two-weight (p,q) inequalities for commutators of potential type integral operators.     

Semi-stable distributions in free probability theory

Semi-stable distributions, in classical probability theory, are characterized as limiting distributions of subsequences of normalized partial sums of independent and identically distributed random variables. We establish the noncommutative counterpart of semi-stable distributions. We study the characterization of noncommutative semi-stability through free cumulant transform and develop the free semi-stability and domain of semi-stable attraction in free probability theory.     

Automorphisms of the endomorphism semigroup of a free monoid or a free semigroup

We determine all isomorphisms between the endomorphism semigroups of free monoids or free semigroups and prove that automorphisms of the endomorphism semigroup of a free monoid or a free semigroup are inner or ``mirror inner". In particular, we answer a question of B. I. Plotkin.