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We show that the classical de Finetti theorem has a canonical noncommutative counterpart if we strengthen `exchangeability' (i.e., invariance of the joint distribution of the random variables under the action of the permutation group) to…

Operator Algebras · Mathematics 2009-11-13 Claus Köstler , Roland Speicher

We explore conditions on the covariance matrices of a consistent chain of mean zero finite mode Gaussian states in order that the chain may be exchangeable or stationary. For an exchangeable chain our conditions are necessary and…

Quantum Physics · Physics 2015-10-16 K. R. Parthasarathy , Ritabrata Sengupta

In the framework of the theory of open systems based on completely positive quantum dynamical semigroups, we solve in the asymptotic long-time regime the master equation for two independent harmonic oscillators interacting with an…

Quantum Physics · Physics 2017-08-23 Aurelian Isar

In this paper we study multi-matrix models whose potentials are perturbations of the quadratic potential associated with independent GUE random matrices. More precisely, we compute the free energy and the expectation of the trace of…

Probability · Mathematics 2025-07-30 Félix Parraud , Kevin Schnelli

In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…

Probability · Mathematics 2024-05-14 Frederick Rajasekaran

For uniform random permutations conditioned to have no long cycles, we prove that the total number of cycles satisfies a central limit theorem. Under additional assumptions on the asymptotic behavior of the set of allowed cycle lengths, we…

Probability · Mathematics 2016-08-31 Volker Betz , Helge Schäfer

Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…

Probability · Mathematics 2013-08-02 Mark Rudelson

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

We construct a new type of S-matrix in quantum field theory using the general boundary formulation. In contrast to the usual S-matrix the space of free asymptotic states is located at spatial rather than at temporal infinity. Hence, the new…

High Energy Physics - Theory · Physics 2008-11-26 Daniele Colosi , Robert Oeckl

Free entropy is the analogue of entropy in free probability theory. The paper is a survey of free entropy, its applications to von Neumann algebras, connections to random matrix theory and a discussion of open problems.

Operator Algebras · Mathematics 2007-05-23 Dan Voiculescu

We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…

Mathematical Physics · Physics 2007-05-23 O. Khorunzhiy

We study products of functions evaluated at self-adjoint polynomials in deterministic matrices and independent Wigner matrices; we compute the deterministic approximations of such products and control the fluctuations. We focus on…

Probability · Mathematics 2024-03-18 Félix Parraud , Kevin Schnelli

We introduce a new model of background independent physics in which the degrees of freedom live on a complete graph and the physics is invariant under the permutations of all the points. We argue that the model has a low energy phase in…

High Energy Physics - Theory · Physics 2007-05-23 Tomasz Konopka , Fotini Markopoulou , Lee Smolin

The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…

Functional Analysis · Mathematics 2014-03-05 Mark Rudelson , Roman Vershynin

We study the asymptotic laws for the spatial distribution and the number of connected components of zero sets of smooth Gaussian random functions of several real variables. The primary examples are various Gaussian ensembles of real-valued…

Probability · Mathematics 2016-12-21 Fedor Nazarov , Mikhail Sodin

Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…

Probability · Mathematics 2011-06-13 Gérard Ben Arous , Kim Dang

We discuss several aspects concerning the asymptotic dynamics of dicrete-time semigroups associated with a quantum channel. By using an explicit expression of the asymptotic map, which describes the action of the quantum channel on its…

Quantum Physics · Physics 2023-06-13 Daniele Amato , Paolo Facchi , Arturo Konderak

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…

Probability · Mathematics 2022-07-14 Guillaume Cébron , Nicolas Gilliers

We introduce the mathematical theory of the particle systems that interact via permutations, where the transition rates are assigned not to the jumps from a site to a site, but to the permutations themselves. This permutation processes can…

Probability · Mathematics 2007-05-23 Yevgeniy Kovchegov

Free probability and random matrix theory has shown to be a fruitful combination in many fields of research, such as digital communications, nuclear physics and mathematical finance. The link between free probability and eigenvalue…

Probability · Mathematics 2007-05-23 Øyvind Ryan , Mérouane Debbah