English

Random commuting matrices

Probability 2025-05-15 v2 Functional Analysis

Abstract

We define a random commuting dd-tuple of nn-by-nn matrices to be a random variable that takes values in the set of commuting dd-tuples and has a distribution that is a rapidly decaying continuous weight on this algebraic set. In the Hermitian case, we characterize the eigenvalue distribution as nn tends to infinity. In the non-Hermitian case, we get a formula that holds if the set is irreducible. We show that there are qualitative differences between the single matrix case and the several commuting matrices case.

Keywords

Cite

@article{arxiv.2305.20029,
  title  = {Random commuting matrices},
  author = {John E. McCarthy},
  journal= {arXiv preprint arXiv:2305.20029},
  year   = {2025}
}