Włodzimierz Bryc

Department of Mathematical Sciences

University of Cincinnati

2855 Campus Way

PO Box 210025

Cincinnati, OH 45221-0025

Tel: (513) 556 4098

Office: 809 B Old Chem.

Current Seminar

Publications

Research Interests

Probability Theory: Classical and non-commutative probability, random matrices, large deviations.

Recent Publications

1. Spectral measure of large random Hankel, Markov and Toeplitz matrices (with A. Dembo and T. Jiang) Ann. Probab. 34 (2006), 1-38. | Published version | Expanded version from ArXiv |
2. On a class of free Levy laws related to a regression problem (with M. Bozejko) Journal of Functional Analysis 236, 59-77 (2006).
3. The classical bi-Poisson process: an invertible quadratic harness (with J. Wesolowski) Statistics & Probability Letters 76 (2006), 1664-1674
4. Bi-Poisson process (with J. Wesolowski), Infinite Dimensional Analysis, Quantum Probability and Related Topics, Vol. 10, No. 2 (2007) 277-291
5. Quadratic harnesses, q-commutations, and orthogonal martingale polynomials (with W. Matysiak and J. Wesolowski) Trans. Amer. Math. Soc. 359 (2007), no. 11, 5449--5483.
6. Asymptotic results for empirical measure of weighted sums of independent random variables (with B. Bercu) Electronic Comm. Probab. 12 (2007) 184--199.
7. Computing moments of free additive convolution of measures Applied Mathematics and Computation, 194 (2007), 561-567.
8. The bi-Poisson process: a quadratic harness (with W. Matysiak and J. Wesolowski) Ann. Probab., 36 (2008), 623-646.
9. Asymptotic normality for traces of polynomials in independent complex Wishart matrices Probab. Theor. Rel. Fields, 140 (2008) 383-405
10. On slow-fading MIMO systems with non-separable correlation (with R. Rashidi Far, T. Oraby, and R. Speicher) IEEE Transactions on Information Theory, 54 (2008), pp 544-553
11. Compound real Wishart and q-Wishart matrices. Intern. Math. Research Notices 2008: rnn079-42.
12. A quadratic regression problem for two-state algebras with application to the Central Limit Theorem (with M. Bozejko) [2007]
13. Duality of real and quaternionic random matrices (with Virgil Pierce) [June 2008]
14. Large deviations for the leaves in some random trees (With C. David Minda and Sunder Sethuraman) [Sept 2008]
15. Free Exponential Families as Kernel Families
16. (with Gerard Letac) [2006-2009]
17. 

Teaching

Office Hours

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