English

Spectral density of generalized Wishart matrices and free multiplicative convolution

Mathematical Physics 2015-07-16 v4 math.MP Quantum Physics

Abstract

We investigate the level density for several ensembles of positive random matrices of a Wishart--like structure, W=XXW=XX^{\dagger}, where XX stands for a nonhermitian random matrix. In particular, making use of the Cauchy transform, we study free multiplicative powers of the Marchenko-Pastur (MP) distribution, MPs{\rm MP}^{\boxtimes s}, which for an integer ss yield Fuss-Catalan distributions corresponding to a product of ss independent square random matrices, X=X1XsX=X_1\cdots X_s. New formulae for the level densities are derived for s=3s=3 and s=1/3s=1/3. Moreover, the level density corresponding to the generalized Bures distribution, given by the free convolution of arcsine and MP distributions is obtained. We also explain the reason of such a curious convolution. The technique proposed here allows for the derivation of the level densities for several other cases.

Keywords

Cite

@article{arxiv.1407.1282,
  title  = {Spectral density of generalized Wishart matrices and free multiplicative convolution},
  author = {Wojciech Mlotkowski and Maciej A. Nowak and Karol A. Penson and Karol Zyczkowski},
  journal= {arXiv preprint arXiv:1407.1282},
  year   = {2015}
}

Comments

10 latex pages including 4 figures, Ver 4, minor improvements and references update