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Using new combinatorial techniques, we significantly improve the previous results on asymptotic distributions and asymptotic free independence relations of partial transposes of Wishart random matrices. In particular, we give a necessary…

Operator Algebras · Mathematics 2022-07-20 Mihai Popa , James A. Mingo

In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…

Probability · Mathematics 2018-09-17 Benoit Collins , Takahiro Hasebe , Noriyoshi Sakuma

Analytical methods for finding moments of random Vandermonde matrices with entries on the unit circle are developed. Vandermonde Matrices play an important role in signal processing and wireless applications such as direction of arrival…

Information Theory · Computer Science 2016-08-14 Øyvind Ryan , Merouane Debbah

Let A be a unital $C^*$-algebra, given together with a specified state $\phi:A \to C$. Consider two selfadjoint elements a,b of A, which are free with respect to $\phi$ (in the sense of the free probability theory of Voiculescu). Let us…

funct-an · Mathematics 2008-02-03 Alexandru Nica , Roland Speicher

The aim of this paper is to show how free probability theory sheds light on spectral properties of deformed matricial models and provides a unified understanding of various asymptotic phenomena such as spectral measure description,…

Probability · Mathematics 2016-07-20 M Capitaine , C Donati-Martin

In the process of developing the theory of free probability and free entropy, Voiculescu introduced in 1991 a random matrix model for a free semicircular system. Since then, random matrices have played a key role in von Neumann algebra…

Operator Algebras · Mathematics 2007-06-21 Uffe Haagerup , Steen Thorbjornsen

A central tool in the study of nonhomogeneous random matrices, the noncommutative Khintchine inequality, yields a nonasymptotic bound on the spectral norm of general Gaussian random matrices $X=\sum_i g_i A_i$ where $g_i$ are independent…

Probability · Mathematics 2023-09-18 Afonso S. Bandeira , March T. Boedihardjo , Ramon van Handel

This study derives a new property of the Wishart distribution when the degree-of-freedom and the size of the matrix parameter of the distribution grow simultaneoulsy. Particularly, the asymptotic normality of the product of four independent…

Statistics Theory · Mathematics 2022-03-29 Koji Tsukuda , Shun Matsuura

Motivated by the asymptotic collective behavior of random and deterministic matrices, we propose an approximation (called "free deterministic equivalent") to quite general random matrix models, by replacing the matrices with operators…

Information Theory · Computer Science 2011-10-07 Roland Speicher , Carlos Vargas , Tobias Mai

In this paper, we develop the theory of bi-freeness in an amalgamated setting. We construct the operator-valued bi-free cumulant functions, and show that the vanishing of mixed cumulants is necessary and sufficient for bi-free independence.…

Operator Algebras · Mathematics 2015-06-08 Ian Charlesworth , Brent Nelson , Paul Skoufranis

We introduce a theory of probability in $\lambda$-rings designed to efficiently describe random variables valued in multisets of complex numbers, varieties over a field, or other similar enriched settings. A key role is played by the…

Number Theory · Mathematics 2025-06-10 Sean Howe

Voiculescu's random matrix model for freeness is extended to the non-Gaussian case and also the case of constant block diagonal matrices. Thus we are able to investigate free products of free group factors with matrix algebras and with the…

funct-an · Mathematics 2016-08-31 Ken Dykema

We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution…

Probability · Mathematics 2014-08-19 F. Götze , H. Kösters , A. Tikhomirov

We extend Voiculescu's approach to analytic subordination through the coalgebra of the free difference quotient to non-coassociative derivation-comultiplications appearing in free probability theory. We obtain new proofs of Voiculescu's…

Operator Algebras · Mathematics 2008-10-28 Stephen Curran

We formulate the planar `large N limit' of matrix models with a continuously infinite number of matrices directly in terms of U(N) invariant variables. Non-commutative probability theory, is found to be a good language to describe this…

High Energy Physics - Theory · Physics 2014-11-18 A. Agarwal , L. Akant , G. S. Krishnaswami , S. G. Rajeev

We derive a multiplication law for free non-hermitian random matrices allowing for an easy reconstruction of the two-dimensional eigenvalue distribution of the product ensemble from the characteristics of the individual ensembles. We define…

Mathematical Physics · Physics 2015-03-19 Z. Burda , R. A. Janik , M. A. Nowak

We pursue the current developments in random tensor theory by laying the foundations of a free probability theory for tensors and establish its relevance in the study of random tensors of high dimension. We give a definition of freeness…

Probability · Mathematics 2024-11-05 Remi Bonnin , Charles Bordenave

Graph independence (also known as $\epsilon$-independence or $\lambda$-independence) is a mixture of classical independence and free independence corresponding to graph products or groups and operator algebras. Using conjugation by certain…

Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. Here, we complete this extension by including arbitrary…

Mathematical Physics · Physics 2009-06-17 Mario Kieburg , Johan Grönqvist , Thomas Guhr

We introduce a new model for random simplicial complexes which with high probability generates a complex that has a simply-connected double cover. Hence we develop a model for random simplicial complexes with fundamental group…

Combinatorics · Mathematics 2022-10-21 Florian Frick , Andrew Newman
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