English

The Distribution of Polynomials in Monotone Independent Elements

Probability 2024-05-09 v3

Abstract

Building on the work of Arizmendi and Celestino (2021), we derive the *-distributions of polynomials in monotone independent and infinitesimally monotone independent elements. For non-zero complex numbers α\alpha and β\beta, we derive explicitly the *-distribution of pα,β=αab+βbap_{\alpha,\beta}=\alpha ab + \beta ba whenever aa and bb are monotone or infinitesimally monotone independent elements. This encompasses both cases of the commutator and anti-commutator. This approach can be pushed to study more general polynomials. As applications, we derive the limiting distribution with respect to the partial trace of polynomials in a certain class of random matrices.

Keywords

Cite

@article{arxiv.2311.05979,
  title  = {The Distribution of Polynomials in Monotone Independent Elements},
  author = {Marwa Banna and Pei-Lun Tseng},
  journal= {arXiv preprint arXiv:2311.05979},
  year   = {2024}
}

Comments

18 pages