Related papers: Operator valued random matrices and asymptotic fre…
We introduce a class of independence relations, which include free, Boolean and monotone independence, in operator valued probability. We show that this class of independence relations have a matricial extension property so that we can…
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…
We prove that any non commutative polynomial of r independent copies of Wigner matrices converges a.s. towards the polynomial of r free semicircular variables in operator norm. This result extends a previous work of Haagerup and…
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…
We study the Brown measure of certain non-hermitian operators arising from Voiculescu's free probability theory. Usually those operators appear as the limit in *-moments of certain ensembles of non-hermitian random matrices, and the Brown…
We consider operator-valued polynomials in Gaussian Unitary Ensemble random matrices and we show that its $L^p$-norm can be upper bounded, up to an asymptotically small error, by the operator norm of the same polynomial evaluated in free…
We investigate two-sided bounds for operator norms of random matrices with unhomogenous independent entries. We formulate a lower bound for Rademacher matrices and conjecture that it may be reversed up to a universal constant. We show that…
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…
We study the eigenvalues of the Toeplitz quantization of complex-valued functions on the torus subject to small random perturbations given by a complex-valued random matrix whose entries are independent copies of a random variable with mean…
We show that any $L^2$-bounded rational function in free semicircular random variables is a bounded operator, which implies the coincidence of the usual spectrum and $L^2$-spectrum for rational functions. Based on this observation, we also…
We present some results concerning the almost sure behaviour of the operator norm or random Toeplitz matrices, including the law of large numbers for the norm, normalized by its expectation (in the i.i.d. case). As tools we present some…
We study matrices whose entries are free or exchangeable noncommutative elements in some tracial $W^*$-probability space. More precisely, we consider operator-valued Wigner and Wishart matrices and prove quantitative convergence to…
In this paper, we prove a conditional limit theorem for independent not necessarily identically distributed random variables. Namely, we obtain the asymptotic distribution of a large number of them given the sum.
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…
Voiculescu's notion of asymptotic free independence applies to a wide range of random matrices, including those that are independent and unitarily invariant. In this work, we generalize this notion by considering random matrices with a…
Consider the product $G_{n}=g_{n} ... g_{1}$ of the random matrices $g_{1},...,g_{n}$ in $GL(d,\mathbb{R}) $ and the random process $ G_{n}v=g_{n}... g_{1}v$ in $\mathbb{R}^{d}$ starting at point $v\in \mathbb{R}^{d}\smallsetminus \{0\} .$…
We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…
We introduce several notions of random positive operator valued measures (POVMs), and we prove that some of them are equivalent. We then study statistical properties of the effect operators for the canonical examples, obtaining limiting…
Consider a finite sequence of independent random permutations, chosen uniformly either among all permutations or among all matchings on n points. We show that, in probability, as n goes to infinity, these permutations viewed as operators on…
For a class of random matrix ensembles with correlated matrix elements, it is shown that the density of states is given by the Wigner semi-circle law. This is applied to effective Hamiltonians related to the Anderson model in dimensions…