Related papers: Asymptotically Pseudo-Independent Matrices
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…
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…
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…
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…
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…
Asymptotic freeness of independent Haar distributed unitary matrices was discovered by Voiculescu. Many refinements have been obtained, including strong asymptotic freeness of random unitaries and strong asymptotic freeness of random…
In this paper, we pursue our study of asymptotic properties of families of random matrices that have a tensor structure. In previous work, the first- and second-named authors provided conditions under which tensor products of unitary random…
We present an informal review of results on asymptotics of orthogonal polynomials, stressing their spectral aspects and similarity in two cases considered. They are polynomials orthonormal on a finite union of disjoint intervals with…
Cyclic monotone independence is an algebraic notion of noncommutative independence, introduced in the study of multi-matrix random matrix models with small rank. Its algebraic form turns out to be surprisingly close to monotone…
We demonstrate the asymptotic real second order freeness of Haar distributed orthogonal matrices and an independent ensemble of random matrices. Our main result states that if we have two independent ensembles of random matrices with a real…
We investigate the spectral norms of symmetric $N \times N$ matrices from two pseudo-random ensembles. The first is the pseudo-Wigner ensemble introduced in "Pseudo-Wigner Matrices" by Soloveychik, Xiang and Tarokh and the second is its…
Synchronized measurements of a large power grid enable an unprecedented opportunity to study the spatialtemporal correlations. Statistical analytics for those massive datasets start with high-dimensional data matrices. Uncertainty is…
A new family of strongly regular graphs, called the general symplectic graphs $Sp(2\nu, q)$, associated with nonsingular alternate matrices is introduced. Their parameters as strongly regular graphs, their chromatic numbers as well as their…
We present an alternative proof of asymptotic freeness of independent sample covariance matrices, when the dimension and the sample size grow at the same rate, by embedding these matrices into Wigner matrices of a larger order and using…
It is shown that a Wishart matrix of standard complex normal random variables is asymptotically freely independent of an independent random matrix, under minimal conditions, in two different sense of asymptotic free independence.
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…
In this paper, we are interested in sequences of q-tuple of N-by-N random matrices having a strong limiting distribution (i.e. given any non-commutative polynomial in the matrices and their conjugate transpose, its normalized trace and its…
We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…
In this paper we introduce several natural definitions of asymptotic independence of two sequences of random elements. We discuss their basic properties, some simple connections between them and connections with properties of weak…
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…