English

Rectangular random matrices, related free entropy and free Fisher's information

Operator Algebras 2007-05-23 v1 Probability

Abstract

We prove that independent rectangular random matrices, when embedded in a space of larger square matrices, are asymptotically free with amalgamation over a commutative finite dimensional subalgebra DD (under an hypothesis of unitary invariance). Then we consider elements of a finite von Neumann algebra containing DD, which have kernel and range projection in DD. We associate them a free entropy with the microstates approach, and a free Fisher's information with the conjugate variables approach. Both give rise to optimization problems whose solutions involve freeness with amalgamation over DD. It could be a first proposition for the study of operators between different Hilbert spaces with the tools of free probability. As an application, we prove a result of freeness with amalgamation between the two parts of the polar decomposition of RR-diagonal elements with non trivial kernel.

Keywords

Cite

@article{arxiv.math/0512081,
  title  = {Rectangular random matrices, related free entropy and free Fisher's information},
  author = {Florent Benaych-Georges},
  journal= {arXiv preprint arXiv:math/0512081},
  year   = {2007}
}

Comments

41 pages

R2 v1 2026-07-22T17:28:15.164Z