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Extending early work, we formulate the large N matrix mechanics of general bosonic, fermionic and supersymmetric matrix models, including Matrix theory: The Hamiltonian framework of large N matrix mechanics provides a natural setting in…
Let $\mu$ denote a Borel probability measure and let $\{ \mu_{t} \}_{t\geq 1}$ denote the free additive convolution semigroup of Nica and Speicher. We show that the support of these measures varies continuously in the Hausdorff metric for…
We investigate the properties of the inverse limit of the algebras of local unitary invariant polynomials of quantum systems containing various types of fermionic and/or bosonic particles as the dimensions of the single particle state…
This paper concerns free analytic maps on noncommutative domains. These maps are free analogs of classical holomorphic functions in several complex variables, and are defined in terms of noncommuting variables amongst which there are no…
Commutative shuffle products are known to be intimately related to universal formulas for products, exponentials and logarithms in group theory as well as in the theory of free Lie algebras, such as, for instance, the…
For arbitrary F-algebra, in which the operation of addition is defined, I explore biring of matrices of mappings. The sum of matrices is determined by the sum in F-algebra, and the product of matrices is determined by the product of…
In a previous paper (called "Rectangular random matrices. Related covolution"), we defined, for $\lambda \in [0,1]$, the rectangular free convolution with ratio $\lambda$. Here, we investigate the related notion of infinite divisiblity,…
One takes advantage of some basic properties of every homotopic $\lambda$-model (e.g.\ extensional Kan complex) to explore the higher $\beta\eta$-conversions, which would correspond to proofs of equality between terms of a theory of…
Conditional independence and graphical models are crucial concepts for sparsity and statistical modeling in higher dimensions. For L\'evy processes, a widely applied class of stochastic processes, these notions have not been studied. By the…
An iterative scheme is set up for solving the loop equation of the hermitian one-matrix model with a multi-cut structure. Explicit results are presented for genus one for an arbitrary but finite number of cuts. Due to the complicated form…
We establish a link between free probability theory and Witt vectors, via the theory of formal groups. We derive an exponential isomorphism which expresses Voiculescu's free multiplicative convolution $\boxtimes$ as a function of the free…
We study a new class of matrix models, formulated on a lattice. On each site are $N$ states with random energies governed by a Gaussian random matrix Hamiltonian. The states on different sites are coupled randomly. We calculate the density…
Motivated by the BPS/CFT correspondence, we explore the similarities between the classical $\beta$-deformed Hermitean matrix model and the $q$-deformed matrix models associated to 3d $\mathcal{N}=2$ supersymmetric gauge theories on…
We consider properties of determinants of some random symmetric matrices issued from multivariate statistics: Wishart/Laguerre ensemble (sample covariance matrices), Uniform Gram ensemble (sample correlation matrices) and Jacobi ensemble…
There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…
Let $\boxplus$, $\boxtimes$ and $\uplus$ be the free additive, free multiplicative, and boolean additive convolutions, respectively. For a probability measure $\mu$ on $[0,\infty)$ with finite second moment, we find the scaling limit of…
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…
The paper is dedicated to a system of matrix nonlinear evolution equations related to a Hermitian symmetric space of the type $\mathbf{A.III}$. The system under consideration extends the $1+1$ dimensional Heisenberg ferromagnet equation in…
Unitary 1-matrix models are shown to be exactly equivalent to hermitian 1-matrix models coupled to 2N vectors with appropriate potentials, to all orders in the 1/N expansion. This fact allows us to use all the techniques developed and…
We define a new diffusive matrix model converging towards the $\beta$ -Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…