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.

Prob Seminar

Free Gauss

Publications

Research Interests

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

Recent Publications

1. Bi-Poisson process (with J. Wesolowski), Infinite Dimensional Analysis, Quantum Probability and Related Topics, Vol. 10, No. 2 (2007) 277-291
2. Quadratic harnesses, q-commutations, and orthogonal martingale polynomials (with W. Matysiak and J. Wesolowski) Trans. Amer. Math. Soc. 359 (2007), no. 11, 5449--5483.
3. Asymptotic results for empirical measure of weighted sums of independent random variables (with B. Bercu) Electronic Comm. Probab. 12 (2007) 184--199.
4. Computing moments of free additive convolution of measures Applied Mathematics and Computation, 194 (2007), 561-567.
5. The bi-Poisson process: a quadratic harness (with W. Matysiak and J. Wesolowski) Ann. Probab., 36 (2008), 623-646.
6. Asymptotic normality for traces of polynomials in independent complex Wishart matrices Probab. Theor. Rel. Fields, 140 (2008) 383-405
7. 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
8. Compound real Wishart and q-Wishart matrices. Intern. Math. Research Notices 2008: rnn079-42.
9. A quadratic regression problem for two-state algebras with application to the Central Limit Theorem (with M. Bozejko) Infinite Dimensional Analysis, Quantum Probability and Related Topics, to appear.
10. Duality of real and quaternionic random matrices (with Virgil Pierce) Electronic Journal Probab. Vol. 14 (2009), Paper no. 17, pages 452--476.
11. Large deviations for the leaves in some random trees (With C. David Minda and Sunder Sethuraman) [Sept 2008] Advances in Applied Probab., to appear
12. Free Exponential Families as Kernel Families Demonstr. Math., to appear.
13. Askey-Wilson polynomials, quadratic harnesses and martingales (with Jacek Wesolowski) [Nov 2008]
14. Conditioning of quadratic harnesses (with Jacek Wesolowski) [Feb 2009]
15. A remark on the maximum eigenvalue for circulant matrices. (with Sunder Sethuraman) Proceedings of the meeting "High Dimensional Probabilities 5", Luminy, France, to appear
16. One-sided Cauchy-Stieltjes Kernel Families (with Abdelhamid Hassairi) [June 2009]
17. Meixner matrix ensembles (tentative title) (with Gerard Letac)

Teaching Autumn 2009

Office Hours

TBA

 vnc
putty