Related papers: Third Order Cumulants of products
We consider a new class of non-Hermitian random matrices, namely the ones which have the form of sums of freely independent terms involving unitary matrices. To deal with them, we exploit the recently developed quaternion technique. After…
We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…
We define and study a notion of free wreath product with amalgamation for compact quantum groups. These objects were already introduced in the case of duals of discrete groups under the name "free wreath products of pairs" in a previous…
We apply the free product construction to various local algebras in algebraic quantum field theory. If we take the free product of infinitely many identical half-sided modular inclusions with ergodic canonical endomorphism, we obtain a…
The functional equation defining the free cumulants in free probability is lifted successively to the noncommutative Fa\`a di Bruno algebra, and then to the group of a free operad over Schr\"oder trees. This leads to new combinatorial…
Shape dependence of higher order correlations introduces complication in direct determination of these quantities. For this reason theoretical and observational progress has been restricted in calculating one point distribution functions…
In this paper we construct scalar cumulants for stable random matrix models with single trace interactions of arbitrarily high even order by Weingarten calculus. We obtain explicit and convergent expansions for these scalar cumulants in the…
This paper describes the expected characteristic polynomial of the commutator of randomly rotated matrices, in the context of the finite free probability theory initiated by Marcus, Spielman, and Srivastava. The key technical features are…
In this paper, we find the fusion rules for the free wreath product quantum groups $\mathbb{G}\wr_*S_N^+$ for all compact matrix quantum groups of Kac type $\mathbb{G}$ and $N\ge4$. This is based on a combinatorial description of the…
We present an exact formula for moments and cumulants of several real compound Wishart matrices in terms of an Euler characteristic expansion, similar to the genus expansion for complex random matrices. We consider their asymptotic values…
We compute the orders of free commutative Moufand loops of exponent 3 with $n\leq 7$ free generators and find embeddings of such loops into a loop of invertible elements of the free commutative alternative algebra with identity $x^3=0$.
We consider the asymptotics of the second-order correlation function of the characteristic polynomial of a random matrix. We show that the known result for a random matrix from the Gaussian Unitary Ensemble essentially continues to hold for…
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…
We calculate the rank gradient and p-gradient of free products, free products with amalgamation over an amenable subgroup, and HNN extensions with an amenable associated subgroup. The notion of cost is used to compute the rank gradient of…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
Many developments in Mathematics involve the computation of higher order derivatives of Gaussian density functions. The analysis of univariate Gaussian random variables is a well-established field whereas the analysis of their multivariate…
We consider crossed product von Neumann algebras arising from free Bogoljubov actions of the integers. We describe several presentations of them as amalgamated free products and cocycle crossed products and give a criterion for…
We provide a recursive method for constructing product formula approximations to exponentials of commutators, giving the first approximations that are accurate to arbitrarily high order. Using these formulas, we show how to approximate…
We compute the average characteristic polynomial of the hermitised product of $M$ real or complex Wigner matrices of size $N\times N$ and the average of the characteristic polynomial of a product of $M$ such Wigner matrices times the…
Voiculescu's random matrix model for freeness is extended to the non-Gaussian case and also the case of constant block diagonal matrices. Thus we are able to investigate free products of free group factors with matrix algebras and with the…