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Strong Convergence for a General Class of Random Matrix Models

Probability 2026-08-05 v1 Statistics Theory

Abstract

Let X1,n,,Xd,nX_{1,n},\ldots,X_{d,n} be n×nn\times n random matrices built from independent i.i.d. entry arrays, with centered entries, normalized by n1/2n^{-1/2}. We prove that, if every entry law has finite fourth moment, then this tuple converges almost surely strongly in *-distribution to a free circular family with the matching variances. Equivalently, normalized traces and operator norms converge for every fixed noncommutative *-polynomial, including polynomials with fixed matrix coefficients. No assumption is imposed on the pseudo-variances of the complex entries. The bounded-entry argument applies the spectrum and moment universality estimates of Brailovskaya and van Handel to all self-adjoint linear pencils. The matching Gaussian pencils are reduced to independent Wigner matrices and identified by Anderson's strong convergence theorem. A fixed-level centered truncation, followed by the Bai--Yin norm bound, transfers the result to finite fourth moments.

Cite

@article{arxiv.2608.04824,
  title  = {Strong Convergence for a General Class of Random Matrix Models},
  author = {Yanjin Xiang and Zhihua Zhang},
  journal= {arXiv preprint arXiv:2608.04824},
  year   = {2026}
}

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21 pages