English

Finite-rank perturbations of random band matrices via infinitesimal free probability

Probability 2022-04-26 v1 Operator Algebras

Abstract

We prove a sharp N\sqrt{N} transition for the infinitesimal distribution of a periodically banded GUE matrix. For band widths bN=Ω(N)b_N = \Omega(\sqrt{N}), we further prove that our model is infinitesimally free from the matrix units and the normalized all-ones matrix. Our results allow us to extend previous work of Shlyakhtenko on finite-rank perturbations of Wigner matrices in the infinitesimal framework. For finite-rank perturbations of our model, we find outliers at the classical positions from the deformed Wigner ensemble.

Keywords

Cite

@article{arxiv.1906.10268,
  title  = {Finite-rank perturbations of random band matrices via infinitesimal free probability},
  author = {Benson Au},
  journal= {arXiv preprint arXiv:1906.10268},
  year   = {2022}
}

Comments

34 pages, 5 figures