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We briefly review the random matrix theory for large N by N matrices viewed as free random variables in a context of stochastic diffusion. We establish a surprising link between the spectral properties of matrix-valued multiplicative…

Statistical Mechanics · Physics 2007-05-23 Ewa Gudowska-Nowak , Romuald J. Janik , Jerzy Jurkiewicz , Maciej A. Nowak , Waldemar Wieczorek

We introduce real second-order freeness in second-order noncommutative probability spaces. We demonstrate that under this definition, three real models of random matrices, namely real Ginibre matrices, Gaussian orthogonal matrices, and real…

Operator Algebras · Mathematics 2015-03-25 C. Emily I. Redelmeier

Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…

Probability · Mathematics 2007-05-23 Alice Guionnet

I use quaternion free probability calculus - an extension of free probability to non-Hermitian matrices (which is introduced in a succinct but self-contained way) - to derive in the large-size limit the mean densities of the eigenvalues and…

Mathematical Physics · Physics 2015-05-20 Andrzej Jarosz

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

We review a recent development at the interface between discrete mathematics on one hand and probability theory and statistics on the other, specifically the use of Markov chains and their boundary theory in connection with the asymptotics…

Statistics Theory · Mathematics 2023-11-03 Rudolf Grübel

Framed combinatorial topology is a novel theory describing combinatorial phenomena arising at the intersection of stratified topology, singularity theory, and higher algebra. The theory synthesizes elements of classical combinatorial…

Geometric Topology · Mathematics 2021-12-30 Christoph Dorn , Christopher L. Douglas

Two-phase composites with non-overlapping inclusions randomly embedded in matrix are investigated. A straight forward approach is applied to estimate the effective properties of random 2D composites. First, deterministic boundary value…

Mathematical Physics · Physics 2015-01-12 Vladimir Mityushev

Recently, the full version of the Eigenstate Thermalization Hypothesis (ETH) has been systematized using Free Probability. In this paper, we present a detailed discussion of the Free Cumulants approach to many-body dynamics within the…

Statistical Mechanics · Physics 2025-02-19 Felix Fritzsch , Tomaž Prosen , Silvia Pappalardi

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

Inspired by R. Speicher's multidimensional free central limit theorem and semicircle families, we prove an infinite dimensional compound Poisson limit theorem in free probability, and define infinite dimensional compound free Poisson…

Operator Algebras · Mathematics 2017-12-19 Guimei An , Mingchu Gao

Free probability provides a framework for describing correlations between non-commuting observables in complex quantum systems whose Hilbert-space states follow maximum-entropy distributions. We examine the robustness of this framework…

Quantum Physics · Physics 2025-12-17 Alexander Altland , Francisco Divi , Tobias Micklitz , Maedeh Rezaei

Representation theory of finite groups portrays a marvelous crossroad of group theory, algebraic combinatorics, and probability. In particular the Plancherel measure is a probability that arises naturally from representation theory, and in…

Combinatorics · Mathematics 2018-05-11 Dario De Stavola

Motivated by the $(q,\gamma)$-cumulants, introduced by Xu [arXiv:2303.13812] to study $\beta$-deformed singular values of random matrices, we define the $(n,d)$-rectangular cumulants for polynomials of degree $d$ and prove several…

Combinatorics · Mathematics 2026-04-22 Cesar Cuenca

We consider the probability theory, and in particular the moment problem and universality theorems, for random groups of the sort of that arise or are conjectured to arise in number theory, and in related situations in topology and…

Number Theory · Mathematics 2023-01-25 Melanie Matchett Wood

Voiculescu's notion of asymptotic free independence is known for a large class of random matrices including independent unitary invariant matrices. This notion is extended for independent random matrices invariant in law by conjugation by…

Probability · Mathematics 2018-03-09 Camille Male

The material gives a new combinatorial proof of the multiplicative property of the S-transform. In particular, several properties of the coefficients of its inverse are connected to non-crossing linked partitions and planar trees.

Operator Algebras · Mathematics 2009-01-26 Mihai Popa

We define a new independence in non-commutative probability, called $\alpha$-freeness, with respect to a triplet of states. This concept unifies several independences in non-commutative probability, in particular, free, monotone,…

Operator Algebras · Mathematics 2022-12-22 Takahiro Hasebe

We present a combinatorial approach to the infinitesimal distribution of the Gaussian orthogonal ensemble (GOE). In particular we show how the infinitesimal moments are described by non-crossing partitions, but not of type B. We demonstrate…

Operator Algebras · Mathematics 2019-07-10 James A. Mingo

We study the Matsumoto-Yor property in free probability. We prove three characterizations of free-GIG and free Poisson distributions by freeness properties together with some assumptions about conditional moments. Our main tools are…

Operator Algebras · Mathematics 2021-09-28 Marcin Świeca
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