Related papers: Matricial model for the free multiplicative convol…
We consider the free additive convolution $\mu_\alpha\boxplus\mu_\beta$ of two probability measures $\mu_\alpha$ and $\mu_\beta$, supported on respectively $n_\alpha$ and $n_\beta$ disjoint bounded intervals on the real line, and derive a…
Recently subclasses of polynomial ensembles for additive and multiplicative matrix convolutions were identified which were called P\'olya ensembles (or polynomial ensembles of derivative type). Those ensembles are closed under the…
We study states on the universal noncommutative *-algebra generated by the coefficients of a unitary matrix, or equivalently states on the unitary dual group. Its structure of dual group in the sense of Voiculescu allows to define five…
There is a close connection between the ground state of non-interacting fermions in a box with classical (absorbing, reflecting, and periodic) boundary conditions and the eigenvalue statistics of the classical compact groups. The associated…
We use the theory of fully matricial, or non-commutative, functions to investigate infinite divisibility and limit theorems in operator-valued non-commutative probability. Our main result is an operator-valued analogue of the Bercovici-Pata…
Recently, Bercovici has introduced multiplicative convolutions based on Muraki's monotone independence and shown that these convolution of probability measures correspond to the composition of some function of their Cauchy transforms. We…
This work proposes algorithms for computing additive and multiplicative free convolutions of two given measures. We consider measures with compact support whose free convolution results in a measure with a density function that exhibits a…
We consider the three finite free convolutions for polynomials studied in a recent paper by Marcus, Spielman, and Srivastava. Each can be described either by direct explicit formulae or in terms of operations on randomly rotated matrices.…
We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…
The theory of random matrices with eigenvalues distributed in the complex plane and more general "beta-ensembles" (logarithmic gases in 2D) is reviewed. The distribution and correlations of the eigenvalues are investigated in the large N…
We introduce and study a new type of convolution of probability measures called the orthogonal convolution, which is related to the monotone convolution. Using this convolution, we derive alternating decompositions of the free additive…
A class of recently introduced su(n) `free-fermion' models has recently been used to construct generalized Hubbard models. I derive an algebra defining the `free-fermion' models and give new classes of solutions. I then introduce a…
We reformulate the zero-dimensional hermitean one-matrix model as a (nonlocal) collective field theory, for finite~$N$. The Jacobian arising by changing variables from matrix eigenvalues to their density distribution is treated {\it…
Free probability and random matrix theory has shown to be a fruitful combination in many fields of research, such as digital communications, nuclear physics and mathematical finance. The link between free probability and eigenvalue…
We extend to arbitrary measures results of Bao, Erd\"os, Schnelli, Moreillon, and Ji on the connectedness of the supports of additive convolutions of measures on \mathbb{R} and of free multiplicative convolutions of measures on…
We consider a class of matrix integrals over the unitary group $U(N)$ with an infinite set of couplings characterized by a series $f(q)=\sum_{n \ge 1} a_n q^n$, with $a_n \in \mathbb{Z}$. Such integrals arise in physics as the partition…
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…
Matrices are said to behave as free non-commuting random variables if the action which governs their dynamics constrains only their eigenvalues, i.e. depends on traces of powers of individual matrices. The authors use recently developed…
Using the loop equations we find an explicit expression for genus 1 correction in hermitian two-matrix model in terms of holomorphic objects associated to spectral curve arising in large N limit. Our result generalises known expression for…
We characterize asymptotic collective behaviour of rectangular random matrices, the sizes of which tend to infinity at different rates: when embedded in a space of larger square matrices, independent rectangular random matrices are…