Related papers: Brown measures of deformed $L^\infty$-valued circu…

We consider the Brown measure of the free circular Brownian motion, $\boldsymbol{a}+\sqrt{t}\boldsymbol{x}$, with an arbitrary initial condition $\boldsymbol{a}$, i.e. $\boldsymbol{a}$ is a general non-normal operator and $\boldsymbol{x}$…

We consider $n\times n$ non-Hermitian random matrices with independent entries and a variance profile, as well as an additive deterministic diagonal deformation. We show that their empirical eigenvalue distribution converges to a limiting…

We compute the Brown measure of $x_{0}+i\sigma_{t}$, where $\sigma_{t}$ is a free semicircular Brownian motion and $x_{0}$ is a freely independent self-adjoint element that is not a multiple of the identity. The Brown measure is supported…

Suppose that $X_{1}$ and $X_{2}$ are two $*$-free (generally unbounded) random variables with Brown measures $\mu_{X_{1}}$ and $\mu_{X_{2}}$, respectively. Using properties of classical free additive convolutions, we develop a method for…

The triangular elliptic operators are natural extensions of the elliptic deformation of circular operators. We obtain a Brown measure formula for the sum of a triangular elliptic operator $g_{_{\alpha, \beta, \gamma}}$ with a random…

We completely determine the Brown measure of the sum of a self-adjoint element and an elliptic element, which is the limiting eigenvalue distribution of the random matrix \[Y_N+\sqrt{s-\frac{t}{2}}X_N+i\sqrt{\frac{t}{2}}X_N'\] where $Y_N$…

Given an $n\times n$ random matrix $X_n$ with i.i.d. entries of unit variance, the circular law says that the empirical spectral distribution (ESD) of $X_n/\sqrt{n}$ converges to the uniform measure on the unit disk. Let $M_n$ be a…

Let $x,y$ be freely independent selfadjoint elements in a $W^{*}$-probability space, where $y$ has free Poisson distribution of parameter $p$. We pursue a methodology for computing the absolutely continuous part of the Brown measure of $x +…

We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…

We study freely infinitely divisible $R$-diagonal elements in the unbounded setting and Brown measures for free additive perturbations by such elements. This class includes circular elements, circular Cauchy elements, and other previously…

The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of the Brownian motion on $\mathsf{GL}(N;\mathbb{C}),$ in the sense of $\ast $-distributions. The natural candidate for the large-$N$ limit of the empirical distribution…

We study the Brown measure of certain non-hermitian operators arising from Voiculescu's free probability theory. Usually those operators appear as the limit in *-moments of certain ensembles of non-hermitian random matrices, and the Brown…

Let $Z_N$ be a Ginibre ensemble and let $A_N$ be a Hermitian random matrix independent from $Z_N$ such that $A_N$ converges in distribution to a self-adjoint random variable $x_0$. For each $t>0$, the random matrix $A_N+\sqrt{t}Z_N$…

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…

We introduce and carefully study a natural probability measure over the numerical range of a complex matrix $A \in M_n(\C)$. This numerical measure $\mu_A$ can be defined as the law of the random variable $<AX,X> \in \C$ when the vector $X…

Consider the matrix $A_{\mathcal{G}}$ chosen uniformly at random from the finite set of all $N$-dimensional matrices of zero main-diagonal and binary entries, having each row and column of $A_{\mathcal{G}}$ sum to $d$. That is, the…

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…

An N-parameter Brownian sheet in R^d maps a non-random compact set F in R^N_+ to the random compact set B(F) in \R^d. We prove two results on the image-set B(F): (1) It has positive d-dimensional Lebesgue measure if and only if F has…

We revisit the description provided by Ph. Biane of the spectral measure of the free unitary Brownian motion. We actually construct for any $t \in (0,4)$ a Jordan curve $\gamma_t$ around the origin, not intersecting the semi-axis…

Let $(\mathcal{A},\mathrm{tr})$ be a von Neumann algebra with a faithful, normal trace $\mathrm{tr}:\mathcal{A}\rightarrow\mathbb{C}.$ For each $a\in\mathcal{A},$ define \[…