People

Noriyoshi SAKUMA

Email	sakuma(@math.sci.osaka-u.ac.jp)
Research	Probability theory, free probability theory
Keywords	Infinitely divisible distributions, Lévy process, random matrices
URL	https://researchmap.jp/noriyoshi_sakuma?lang=en

I have been conducting research on infinitely divisible distributions and Lévy processes in both classical and free probability theory. In particular, I have focused on studying the correspondence of variance mixtures in free probability and the class of freely selfdecomposable distributions, which is a subclass of freely infinitely divisible distributions. We proved that the normal distribution belongs to the class of freely selfdecomposable distributions. Additionally, We proposed a systematic approach to studying the behavior of outliers, which are eigenvalue deviations in random matrices, through non-commutative probability theory by introducing cyclic monotone independence.