Related papers: Operator valued random matrices and asymptotic fre…
We study of the connection between operator valued central limits for monotone, Boolean and free probability theory, which we shall call the arcsine, Bernoulli and semicircle distributions, respectively. In scalar-valued non-commutative…
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…
Voiculescu's freeness emerges in computing the asymptotic of spectra of polynomials on $N\times N$ random matrices with eigenspaces in generic positions: they are randomly rotated with a uniform unitary random matrix $U_N$. In this article…
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…
Motivated by a random matrix theory model from wireless communications, we define random operator-valued matrices as the elements of $L^{\infty-}(\Omega,{\mathcal F},{\mathbb P}) \otimes M_d({\mathcal A})$ where $(\Omega,{\mathcal…
A recent development in random matrix theory, the intrinsic freeness principle, establishes that the spectrum of very general random matrices behaves as that of an associated free operator. This reduces the study of such random matrices to…
We study random matrices acting on tensor product spaces which have been transformed by a linear block operation. Using operator-valued free probability theory, under some mild assumptions on the linear map acting on the blocks, we compute…
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…
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…
In this work we study symmetric random matrices with variance profile satisfying certain conditions. We establish the convergence of the operator norm of these matrices to the largest element of the support of the limiting empirical…
We exhibit several bounds for operator norms of the sum of $\epsilon$-free semicircular random variables introduced in the paper of Speicher and Wysocza\'{n}ski. In particular, using the first and second largest eigenvalues of the adjacency…
Motivated by the recent work on asymptotic independence relations for random matrices with non-commutative entries, we investigate the limit distribution and independence relations for large matrices with identically distributed and Boolean…
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…
We introduce the notion of operator-valued infinitesimal (OVI) independence for the Boolean and monotone cases. Then show that OVI Boolean (resp. monotone) independence is equivalent to the operator-valued Boolean (resp. monotone)…
We investigate operator-valued monotone independence, a noncommutative version of independence for conditional expectation. First we introduce operator-valued monotone cumulants to clarify the whole theory and show the moment-cumulant…
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…
We consider various systematic ways of defining unbounded operator valued integrals of complex functions with respect to (mostly) positive operator measures and positive sesquilinear form measures, and investigate their relationships to…
We present a brief introduction to the theory of operator limits of random matrices to non-experts. Several open problems and conjectures are given. Connections to statistics, integrable systems, orthogonal polynomials, and more, are…
We present a complete characterization of the asymptotic behaviour of a correlated Bernoulli sequence { which depends on the parameter $\theta \in [0,1]$. A martingale theory based approach will allow} us to prove versions of the law of…
Random monotone operators are stochastic versions of maximal monotone operators which play an important role in stochastic nonsmooth optimization. Several stochastic nonsmooth optimization algorithms have been shown to converge to a zero of…