English

Operator-valued semicircular elements: Solving a quadratic matrix equation with positivity constraints

Operator Algebras 2007-05-23 v1 Complex Variables

Abstract

We show that the quadratic matrix equation VW+η(W)W=IVW + \eta (W)W = I, for given VV with positive real part and given analytic mapping η\eta with some positivity preserving properties, has exactly one solution WW with positive real part. We point out the relevance of this result in the context of operator-valued free probability theory and for the determination of the asymptotic eigenvalue distribution of band or block random matrices. We also address the problem of a numerical determination of the solution.

Keywords

Cite

@article{arxiv.math/0703510,
  title  = {Operator-valued semicircular elements: Solving a quadratic matrix equation with positivity constraints},
  author = {J. William Helton and Reza Rashidi Far and Roland Speicher},
  journal= {arXiv preprint arXiv:math/0703510},
  year   = {2007}
}

Comments

14 pages, 2 figures