Related papers: Operator valued random matrices and asymptotic fre…

We give an overview of operator-theoretic tools that have recently proved useful in the analysis of boundary-value and transmission problems for second-order partial differential equations, with a view to addressing, in particular, the…

We show that finite rank perturbations of certain random matrices fit in the framework of infinitesimal (type B) asymptotic freeness. This can be used to explain the appearance of free harmonic analysis (such as subordination functions…

We study the variance and the Laplace transform of the probability law of linear eigenvalue statistics of unitary invariant Matrix Models of n-dimentional Hermitian matrices as n tends to infinity. Assuming that the test function of…

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

The main goal of this paper is to characterise all the possible Ces\`aro and $L$-asymptotic limits of powerbounded, complex matrices. The investigation of the $L$-asymptotic limit of a powerbounded operator goes back to Sz.-Nagy and it…

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…

We consider finite difference approximations of the second derivative, exemplified in Poisson's equation, the heat equation and the wave equation. The finite difference operators satisfy a summation-by-parts property, which mimics the…

We prove a two-term asymptotic expansion of eigenvalue sums of the Laplacian on a bounded domain with Neumann, or more generally, Robin boundary conditions. We formulate and prove the asymptotics in terms of semi-classical analysis. In this…

Let $M$ be a $B$-probability space. Assume that $B$ itself is a $D$-probability space; then $M$ can be viewed as $D$-probability space as well. Let $X$ be in $M$. We look at the question of relating the properties of $X$ as $B$-valued…

Let X_N= (X_1^(N), ..., X_p^(N)) be a family of N-by-N independent, normalized random matrices from the Gaussian Unitary Ensemble. We state sufficient conditions on matrices Y_N =(Y_1^(N), ..., Y_q^(N)), possibly random but independent of…

We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…

We introduce real second-order freeness in second-order noncommutative probability spaces. We demonstrate that under this definition, three real models of random matrices, namely real Ginibre matrices, Gaussian orthogonal matrices, and real…

In this manuscript, we study the limiting distribution for the joint law of the largest and the smallest singular values for random circulant matrices with generating sequence given by independent and identically distributed random elements…

We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…

We analyze the asymptotic behavior of random variables $x(n,x\_0)$ defined by $x(0,x\_0)=x\_0$ and $x(n+1,x\_0)=A(n)x(n,x\_0)$, where $\sAn$ is a stationary and ergodic sequence of random matrices with entries in the semi-ring…

We establish a framework for weak and strong convergence of matrix models to operator-valued semicircular systems parametrized by operator-valued covariance matrices $\eta = (\eta_{i,j})_{i,j \in I}$. Non-commutative polynomials are…

The free Meixner laws arise as the distributions of orthogonal polynomials with constant-coefficient recursions. We show that these are the laws of the free pairs of random variables which have linear regressions and quadratic conditional…

In this article, we aim to define a Boolean entropy notion parallel to the framework of free entropy proposed by Voiculescu. Motivated by the work of Lenczewski and the work of C\'ebron & Gillers, we mainly investigated two random matrix…

We describe a new formalism which expresses asymtotically free thories in a manifestly finite way, after renormalization and dimensional transmutation. The time evolution is NOT differentiable in these systems, so the hamiltonian does not…

We characterize the limiting second order distributions of certain independent complex Wigner and deterministic matrices using Voiculescu's notions of freeness over the diagonal. If the Wigner matrices are Gaussian, Mingo and Speicher's…