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Asymptotic Freeness of Random Permutation Matrices from Gaussian Matrices

Operator Algebras 2007-05-23 v2

Abstract

We show that an independent family of uniformly distributed random permutation matrices is asymptotically *-free from an independent family of square complex Gaussian matrices and from an independent family of complex Wishart matrices, and that in both cases the convergence in *-distribution actually holds almost surely. An immediate consequence is that, if the rows of a GUE matrix are randomly permuted, then the resulting (non self-adjoint) random matrix has a *-distribution which is asymptotically circular; similarly, a random permutation of the rows of a complex Wishart matrix results in a random matrix which is asymptotically *-distributed like an R-diagonal element from free probability theory.

Keywords

Cite

@article{arxiv.math/0410028,
  title  = {Asymptotic Freeness of Random Permutation Matrices from Gaussian Matrices},
  author = {Mihail G. Neagu},
  journal= {arXiv preprint arXiv:math/0410028},
  year   = {2007}
}

Comments

22 pages, no figures; added section 4 and minor modifications to sections 1-3