Eigenvalues of non-hermitian random matrices and Brown measure of non-normal operators: hermitian reduction and linearization method
Abstract
We study the Brown measure of certain non-hermitian operators arising from Voiculescu's free probability theory. Usually those operators appear as the limit in *-moments of certain ensembles of non-hermitian random matrices, and the Brown measure gives then a canonical candidate for the limit eigenvalue distribution of the random matrices. A prominent class for our operators is given by polynomials in *-free variables. Other explicit examples include R-diagonal elements and elliptic elements, for which the Brown measure was already known, and a new class of triangular-elliptic elements. Our method for the calculation of the Brown measure is based on a rigorous mathematical treatment of the hermitian reduction method, as considered in the physical literature, combined with subordination ideas and the linearization trick.
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Cite
@article{arxiv.1506.02017,
title = {Eigenvalues of non-hermitian random matrices and Brown measure of non-normal operators: hermitian reduction and linearization method},
author = {Serban Belinschi and Piotr Sniady and Roland Speicher},
journal= {arXiv preprint arXiv:1506.02017},
year = {2023}
}
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final version