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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

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

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

The partial transposition from quantum information theory provides a new source to distill the so-called asymptotic freeness without the assumption of classical independence between random matrices. Indeed, a recent paper [MP19] established…

Operator Algebras · Mathematics 2024-05-07 Gyunam Park , Sang-Gyun Youn

We show that real second order freeness appears in the study of Haar unitary and unitarily invariant random matrices when transposes are also considered. In particular we obtain the unexpected result that a unitarily invariant random matrix…

Operator Algebras · Mathematics 2014-11-25 James A. Mingo , Mihai Popa

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 establish a large deviation principle for the empirical spectral measure of a sample covariance matrix with sub-Gaussian entries, which extends Bordenave and Caputo's result for Wigner matrices having the same type of entries [7]. To…

Probability · Mathematics 2015-05-22 Benjamin Groux

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…

Operator Algebras · Mathematics 2017-12-13 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

Random matrix theory has played a major role in several areas of pure and applied mathematics, as well as statistics, physics, and computer science. This lecture aims to describe the intrinsic freeness phenomenon and how it provides new…

Probability · Mathematics 2025-10-02 Afonso S. Bandeira

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…

Probability · Mathematics 2015-09-30 D. Shlyakhtenko

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

A central tool in the study of nonhomogeneous random matrices, the noncommutative Khintchine inequality, yields a nonasymptotic bound on the spectral norm of general Gaussian random matrices $X=\sum_i g_i A_i$ where $g_i$ are independent…

Probability · Mathematics 2023-09-18 Afonso S. Bandeira , March T. Boedihardjo , Ramon van Handel

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…

Probability · Mathematics 2023-10-25 Benoît Collins , Pierre Yves Gaudreau Lamarre , Camille Male

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 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

We study the Matrix theory from a purely canonical viewpoint. In particular, we identify free particle asymptotic states of the model corresponding to the 11D supergraviton multiplet along with the split of the matrix model Hamiltonian into…

High Energy Physics - Theory · Physics 2007-05-23 Jan Plefka , Andrew Waldron

We show that an independent family of uniformly distributed random permutation matrices is asymptotically *-free from an independent family of square complex Gaussian matrices and from an independent family of complex Wishart matrices, and…

Operator Algebras · Mathematics 2007-05-23 Mihail G. Neagu

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…

Probability · Mathematics 2021-01-19 Monika Bhattacharjee , Arup Bose

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…

Probability · Mathematics 2016-01-26 Octavio Arizmendi , Ion Nechita , Carlos Vargas
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