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 and , we derive explicitly the -distribution of whenever and 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}
}
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18 pages