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 , for given with positive real part and given analytic mapping with some positivity preserving properties, has exactly one solution 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