Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 1606.03755

Lagrange inversion formula, Laguerre polynomials and the free unitary Brownian motion

Nizar Demni
View original source ↗Read source document ↗Export metadata ↓

Abstract

This paper is devoted to the computations of some relevant quantities associated with the free unitary Brownian motion. Using the Lagrange inversion formula, we first derive an explicit expression for its alternating star cumulants of even lengths and relate them to those having odd lengths by means of a summation formula for the free cumulants with product as entries. Next, we use again this formula together with a generating series for Laguerre polynomials in order to compute the Taylor coefficients of the reciprocal of the $R$-transform of the free Jacobi process associated with a single projection of rank $1/2$ and those of the $S$-transform as well. This generating series lead also to the Taylor expansions of the Schur function of the spectral distribution of the free unitary Brownian motion and of its first iterate.

Explore related subjects

math.PRmath.CO

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Nizar Demni. 2016-06-21. Lagrange inversion formula, Laguerre polynomials and the free unitary Brownian motion. https://arxiv.org/abs/1606.03755

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Generalized Edgeworth expansions for integer-valued additive functionals of uniformly elliptic Markov chains

We obtain asymptotic expansions for probabilities $\bbP(S_N=k)$ of partial sums of uniformly bounded integer-valued functionals $\DS S_N=\sum_{n=1}^N f_n(X_n)$ of uniformly elliptic inhomogeneous Markov chains. The expansions involve products of polynomials and trigonometric polynomials, and they hold without additional assumptions. As an application of the explicit formulas of the trigonometric polynomials, we relate existence of the standard Edgeworth expansions of order $r$ to the rate of equidistributions of $S_N$ modulo $m$ for small positive integers $m.$

math.PR↗
arXiv2026

Permutations from Random Walk

Xavier and Yushi run a "random race" as follows. An atomless probability distribution $μ$ on the real line is chosen. The runners begin at zero. At time $i$ Xavier draws $\mathbf{X}_i$ from $μ$ and advances that distance, while Yushi advances by an independent drawing $\mathbf{Y}_i$. After $n$ such moves, what is the probability that Yushi led all the way? That the answer (namely, $4^{-n}\binom{2n}{n}$) is independent of $μ$ follows from a classical theorem of Darling, stating that for symmetric atomless increments, the distribution of each individual rank in the permutation obtained by ranking the partial sums is independent of the step law. We give a self-contained proof and extend the result to the permutations generated by partial sums of uniformly random signed permutations of any fixed, finite, generic set of reals. For atomless increments with mean zero and finite variance, without assuming symmetry, we show that random-walk permutations approach a random object that we call the "Wiener permuton," whose expected pattern densities equal the probabilities of the corresponding permutations generated by finite random walks with centered Laplace increments. Finally, we exhibit an infinite family of constructions whose limiting permutons interpolate between the Wiener permuton and the recursive separable permuton; each has the same intensity permuton, providing a single two-dimensional extension of the classical arcsine law for all of them.

math.PR↗
arXiv2026

On the uniqueness of quasi-stationary distributions for population models with spatial structure

Subcritical population processes are attracted to extinction and do not have non-trivial stationary distributions, which prompts the study of quasi-stationary distributions (QSDs) instead. In contrast to what generally happens for stationary distributions, QSDs may not be unique, even under irreducibility conditions. The general conditions for uniqueness of QSDs are not always easy to check. For the branching process, besides the quasi-limiting distribution there are many other QSDs. In this paper, we investigate whether adding little extra information to the continuous-time branching process is enough to obtain uniqueness. We consider the branching process with genealogy and branching random walks, and show that they have a unique QSD.

math.PR↗