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Let $f_1, f_2, ..., f_n$ be a family of independent copies of a given random variable f in a probability space $(\Omega, \mathcal{F}, \mu)$. Then, the following equivalence of norms holds whenever $1 \le q \le p < \infty$…

Operator Algebras · Mathematics 2007-07-30 Marius Junge , Javier Parcet

The classical theory of free analysis generalizes the noncommutative (nc) polynomials and rational functions, easily providing such results as an nc analogue of the Jacobian conjecture. However, the classical theory misses out on important…

Category Theory · Mathematics 2025-06-03 Julian Bushelli

We prove that independent rectangular random matrices, when embedded in a space of larger square matrices, are asymptotically free with amalgamation over a commutative finite dimensional subalgebra $D$ (under an hypothesis of unitary…

Operator Algebras · Mathematics 2007-05-23 Florent Benaych-Georges

The simplest version of Bertini's irreducibility theorem states that the generic fiber of a non-composite polynomial function is an irreducible hypersurface. The main result of this paper is its analog for a free algebra: if $f$ is a…

Rings and Algebras · Mathematics 2019-08-27 Jurij Volčič

This in an introduction to the theory of non-commutative distributions of non-commuting operators or random matrices. Starting from the basic problem to find a good approach to the meaning of "non-commutative distribution" we will, in…

Operator Algebras · Mathematics 2020-09-09 Roland Speicher

Using the standard concepts of free random variables, we show that for a large class of nonhermitean random matrix models, the support of the eigenvalue distribution follows from their hermitean analogs using a conformal transformation. We…

High Energy Physics - Phenomenology · Physics 2009-10-28 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Jochen Wambach , Ismail Zahed

Recent years have witnessed the introduction and development of extremely fast rational function algorithms. Many ideas in this realm arose from polynomial-based linear-algebraic algorithms. However, polynomial approximation is occasionally…

Numerical Analysis · Mathematics 2025-10-03 James Chok , Geoffrey M. Vasil

A combinatorial approach to free probability theory has been developped by Roland Speicher, based on the notion of noncrossing cumulants, a free analogue of the classical theory of cumulants in probability theory. We review this theory, and…

Operator Algebras · Mathematics 2007-05-23 Philippe Biane

We characterize asymptotic collective behaviour of rectangular random matrices, the sizes of which tend to infinity at different rates: when embedded in a space of larger square matrices, independent rectangular random matrices are…

Operator Algebras · Mathematics 2008-03-04 Florent Benaych-Georges

We seek random versions of some classical theorems on complex approximation by polynomials and rational functions, as well as investigate properties of random compact sets in connection to complex approximation.

Complex Variables · Mathematics 2017-09-26 Simon St-Amant , Jérémie Turcotte

This talk is organized as follows: First we explain some basic concepts in non-commutative probability theory in the frame of operator algebras. In Section 2, we discuss related topics in von Neumann algebras. Sections 3 and 4 contain some…

Operator Algebras · Mathematics 2007-05-23 Liming Ge

We study the distribution of singular values of product of random matrices pertinent to the analysis of deep neural networks. The matrices resemble the product of the sample covariance matrices, however, an important difference is that the…

Mathematical Physics · Physics 2022-07-05 L. Pastur , V. Slavin

It is a classical result in rational approximation theory that certain non-smooth or singular functions, such as $|x|$ and $x^{1/p}$, can be efficiently approximated using rational functions with root-exponential convergence in terms of…

Numerical Analysis · Mathematics 2025-06-27 Kingsley Yeon , Steven B. Damelin

We consider noncommutative rational functions as well as matrices in polynomials in noncommuting variables in two settings: in an algebraic context the variables are formal variables, and their rational functions generate the "free field";…

Operator Algebras · Mathematics 2020-04-17 Tobias Mai , Roland Speicher , Sheng Yin

Consider a tuple $(Y_1,\dots,Y_d)$ of normal operators in a tracial operator algebra setting with prescribed sizes of the eigenspaces for each $Y_i$. We address the question what one can say about the sizes of the eigenspaces for any…

Operator Algebras · Mathematics 2022-05-23 Octavio Arizmendi , Guillaume Cébron , Roland Speicher , Sheng Yin

For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…

Probability · Mathematics 2022-01-04 Tapesh Yadav

We solve two longstanding major problems in Free Probability. This is achieved by generalising the theory to one with values in arbitrary commutative algebras. We prove the existence of the multi-variable $S$-transform, and show that it is…

Probability · Mathematics 2013-09-25 Roland M. Friedrich , John McKay

This is a tutorial on some basic non-asymptotic methods and concepts in random matrix theory. The reader will learn several tools for the analysis of the extreme singular values of random matrices with independent rows or columns. Many of…

Probability · Mathematics 2014-05-21 Roman Vershynin

Consider a square random matrix with independent and identically distributed entries of mean zero and unit variance. We show that as the dimension tends to infinity, the spectral radius is equivalent to the square root of the dimension in…

Probability · Mathematics 2022-04-20 Charles Bordenave , Djalil Chafaï , David García-Zelada

We present a way of introducing joint distibution function and its marginal distribution functions for non-compatible observables. Each such marginal distribution function has the property of commutativity. Models based on this approach can…

Quantum Physics · Physics 2007-05-23 Oľga Nánásiová , Andrei Yu. Khrennikov