English

Quaternionic R transform and non-hermitian random matrices

Mathematical Physics 2015-11-18 v3 Statistical Mechanics math.MP

Abstract

Using the Cayley-Dickson construction we rephrase and review the non-hermitian diagrammatic formalism [R. A. Janik, M. A. Nowak, G. Papp and I. Zahed, Nucl.Phys. B 501\textbf{501}, 603 (1997)], that generalizes the free probability calculus to asymptotically large non-hermitian random matrices. The main object in this generalization is a quaternionic extension of the R transform which is a generating function for planar (non-crossing) cumulants. We demonstrate that the quaternionic R transform generates all connected averages of all distinct powers of XX and its hermitian conjugate XX^\dagger: 1N\mboxTrXaXbXc\langle\langle \frac{1}{N} \mbox{Tr} X^{a} X^{\dagger b} X^c \ldots \rangle\rangle for NN\rightarrow \infty. We show that the R transform for gaussian elliptic laws is given by a simple linear quaternionic map R(z+wj)=x+σ2(μe2iϕz+wj)\mathcal{R}(z+wj) = x + \sigma^2 \left(\mu e^{2i\phi} z + w j\right) where (z,w)(z,w) is the Cayley-Dickson pair of complex numbers forming a quaternion q=(z,w)z+wjq=(z,w)\equiv z+ wj. This map has five real parameters ex\Re e x, mx\Im m x, ϕ\phi, σ\sigma and μ\mu. We use the R transform to calculate the limiting eigenvalue densities of several products of gaussian random matrices.

Cite

@article{arxiv.1505.03089,
  title  = {Quaternionic R transform and non-hermitian random matrices},
  author = {Zdzislaw Burda and Artur Swiech},
  journal= {arXiv preprint arXiv:1505.03089},
  year   = {2015}
}

Comments

27 pages, 16 figures

R2 v1 2026-06-22T09:32:51.982Z