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The paper gives a general condition on permutations, condition under which a semicircular matrix is free independent, or asymptotically free independent from the semicircular matrix obtained by permuting its entries. In particular, it is…

Operator Algebras · Mathematics 2017-04-24 Mihai Popa , Zhiwei Hao

The paper investigates the asymptotic behavior of (non-normalized) traces of certain classes of matrices with non-commutative random variables as entries. We show that, unlike in the commutative framework, the asymptotic behavior of…

Operator Algebras · Mathematics 2013-04-02 Mihai Popa , yong Jiao

It has been shown by Voiculescu that important classes of square independent random matrices are asymptotically free, where freeness is a noncommutative analog of classical independence. Recently, we introduced the concept of matricial…

Operator Algebras · Mathematics 2018-05-28 Romuald Lenczewski

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

We study the asymptotics of sums of matricially free random variables called random pseudomatrices, and we compare it with that of random matrices with block-identical variances. For objects of both types we find the limit joint…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

The asymptotic freeness of independent unitarily invariant $N\times N$ random matrices holds in expectation up to $O(N^{-2})$. An already known consequence is the infinitesimal freeness in expectation. We put in evidence another consequence…

Probability · Mathematics 2022-05-05 Guillaume Cébron , Antoine Dahlqvist , Franck Gabriel

We study asymptotic infinitesimal distributions of Gaussian Unitary Ensembles with permuted entries. We show that for random uniform permutations, the asymptotically permuted GUE matrix has a null infinitesimal distribution. Moreover, we…

Probability · Mathematics 2024-09-30 M. Popa , K. Szpojankowski , P. -L. Tseng

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

For symmetric random matrices with correlated entries, which are functions of independent random variables, we show that the asymptotic behavior of the empirical eigenvalue distribution can be obtained by analyzing a Gaussian matrix with…

Probability · Mathematics 2014-11-11 Florence Merlevede , Magda Peligrad , Marwa Banna

Voiculescu's notion of asymptotic free independence is known for a large class of random matrices including independent unitary invariant matrices. This notion is extended for independent random matrices invariant in law by conjugation by…

Probability · Mathematics 2018-03-09 Camille Male

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…

Operator Algebras · Mathematics 2008-03-04 Florent Benaych-Georges

The present paper introduces a modified version of cyclic-monotone independence which originally arose in the context of random matrices, and also introduces its natural analogy called cyclic-Boolean independence. We investigate formulas…

Probability · Mathematics 2024-05-31 Octavio Arizmendi , Takahiro Hasebe , Franz Lehner

The paper presents conditions on entry permutations that induce asymptotic freeness when acting on Gaussian random matrices. The class of permutations described includes the matrix transpose, as well as entry permutations relevant in…

Operator Algebras · Mathematics 2020-04-07 Mihai Popa

We study the multiplicative convolution for c-monotone independence. This convolution unifies the monotone, Boolean and orthogonal multiplicative convolutions. We characterize convolution semigroups for the c-monotone multiplicative…

Operator Algebras · Mathematics 2013-12-04 Takahiro Hasebe

Applying the concept of matricial freeness which generalizes freeness in free probability, we have recently studied asymptotic joint distributions of symmetric blocks of Gaussian random matrices (Gaussian Symmetric Block Ensemble). This…

Operator Algebras · Mathematics 2018-05-28 Romuald Lenczewski

We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…

Probability · Mathematics 2007-10-21 Greg Anderson , Ofer Zeitouni

We prove that independent families of permutation invariant random matrices are asymptotically free over the diagonal, both in probability and in expectation, under a uniform boundedness assumption on the operator norm. We can relax the…

Probability · Mathematics 2022-04-26 Benson Au , Guillaume Cébron , Antoine Dahlqvist , Franck Gabriel , Camille Male

We show that the family of pseudo-random matrices recently discovered by Soloveychik, Xiang, and Tarokh in their work `Symmetric Pseudo-Random Matrices' exhibits asymptotic independence. More specifically, any two sequences of matrices of…

Probability · Mathematics 2018-10-31 Ilya Soloveychik , Vahid Tarokh

We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…

Probability · Mathematics 2024-05-28 James A. Mingo , Mihai Popa

Recent work of Belinschi, Mai and Speicher resulted in a general algorithm to calculate the distribution of any selfadjoint polynomial in free variables. Since many classes of independent random matrices become asymptotically free if the…

Operator Algebras · Mathematics 2015-10-28 Roland Speicher
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