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We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and appropriate projections of the corresponding eigenvectors of…

Probability · Mathematics 2012-03-19 Florent Benaych-Georges , Raj Rao Nadakuditi

Consider a finite sequence of independent random permutations, chosen uniformly either among all permutations or among all matchings on n points. We show that, in probability, as n goes to infinity, these permutations viewed as operators on…

Probability · Mathematics 2023-06-26 Charles Bordenave , Benoît Collins

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…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

We show that independent elliptic matrices converge to freely independent elliptic elements. Moreover, the elliptic matrices are asymptotically free with deterministic matrices under appropriate conditions. We compute the Brown measure of…

Probability · Mathematics 2017-10-24 Kartick Adhikari , Arup Bose

Let A_1,A_2,...,A_s be a finite sequence of (not necessarily disjoint, or even distinct) non-empty sets of positive integers satisfying a certain condition. It is shown that an independent family U_1,U_2,...,U_s of random NxN permutation…

Operator Algebras · Mathematics 2007-06-26 Mihail G. Neagu

Free probability of type B was invented by Biane--Goodman--Nica, and then it was generalized by Belinschi--Shlyakhtenko and F\'evrier--Nica to infinitesimal free probability. The latter found its applications to eigenvalues of perturbed…

Operator Algebras · Mathematics 2024-10-24 Katsunori Fujie , Takahiro Hasebe

In this paper, we prove that in small parameter regions, arbitrary unitary matrix integrals converge in the large $N$ limit and match their formal expansion. Secondly we give a combinatorial model for our matrix integral asymptotics and…

Probability · Mathematics 2019-02-27 Benoit Collins , Alice Guionnet , Edouard Maurel-Segala

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

We address the question of the asymptotic description of random tensors that are local-unitary invariant, that is, invariant by conjugation by tensor products of independent unitary matrices. We consider both the mixed case of a tensor with…

Mathematical Physics · Physics 2025-04-04 Benoit Collins , Razvan Gurau , Luca Lionni

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

We investigate tensor products of random matrices, and show that independence of entries leads asymptotically to $\varepsilon$-free independence, a mixture of classical and free independence studied by M{\l}otkowski and by Speicher and…

Operator Algebras · Mathematics 2021-03-24 Ian Charlesworth , Benoît Collins

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…

Operator Algebras · Mathematics 2016-01-26 Benoit Collins , Camille Male

Appropriately normalized square random Vandermonde matrices based on independent random variables with uniform distribution on the unit circle are studied. It is shown that as the matrix sizes increases without bound, with respect to the…

Probability · Mathematics 2017-07-25 March Boedihardjo , Ken Dykema

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…

Operator Algebras · Mathematics 2015-10-28 Roland Speicher

In this paper we give an asymptotic formula for a matrix integral which plays a crucial role in the approach of Diaconis et al. to random matrix eigenvalues. The choice of parameter for the asymptotic analysis is motivated by an invariant…

Representation Theory · Mathematics 2008-06-03 Michael Stolz , Tatsuya Tate

We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…

Operator Algebras · Mathematics 2010-05-28 Romuald Lenczewski

For any family of $N\times N$ random matrices $(\mathbf{A}_k)_{k\in K}$ which is invariant, in law, under unitary conjugation, we give general sufficient conditions for central limit theorems for random variables of the type…

Probability · Mathematics 2017-03-01 Florent Benaych-Georges , Guillaume Cébron , Jean Rochet

We prove almost sure strong asymptotic freeness of i.i.d. random unitaries with the following law: sample a Haar unitary matrix of dimension $n$ and then send this unitary into an irreducible representation of $U(n)$. The strong convergence…

Probability · Mathematics 2025-03-03 Michael Magee , Mikael de la Salle

We prove some general results about the asymptotics of the distribution of the number of cycles of given length of a random permutation whose distribution is invariant under conjugation. These results were first established to be applied in…

Probability · Mathematics 2009-01-16 Florent Benaych-Georges

One of the great miracles of random matrix theory is that, in the $N \to \infty$ limit, many otherwise intractable matrix problems with horrendously complicated finite-$N$ expressions admit remarkably simple and elegant asymptotic…

Disordered Systems and Neural Networks · Physics 2026-05-15 Pierre Bousseyroux , Marc Potters