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We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…

Probability · Mathematics 2019-05-08 Benjamin Tsou

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 investigate the asymptotic behavior of the empirical eigenvalues distribution of the partial transpose of a random quantum state. The limiting distribution was previously investigated via Wishart random matrices indirectly (by…

Mathematical Physics · Physics 2013-07-16 Motohisa Fukuda , Piotr Śniady

In this paper, we pursue our study of asymptotic properties of families of random matrices that have a tensor structure. In previous work, the first- and second-named authors provided conditions under which tensor products of unitary random…

Probability · Mathematics 2023-10-25 Benoît Collins , Pierre Yves Gaudreau Lamarre , Camille Male

We show that the partial transposes of complex Wishart random matrices are asymptotically free. We also investigate regimes where the number of blocks is fixed but the size of the blocks increases. This gives a example where the partial…

Operator Algebras · Mathematics 2019-08-15 James A. Mingo , Mihai Popa

Asymptotic freeness of independent Haar distributed unitary matrices was discovered by Voiculescu. Many refinements have been obtained, including strong asymptotic freeness of random unitaries and strong asymptotic freeness of random…

Probability · Mathematics 2024-07-16 Charles Bordenave , Benoit Collins

Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…

Probability · Mathematics 2011-06-13 Gérard Ben Arous , Kim Dang

We demonstrate the asymptotic real second order freeness of Haar distributed orthogonal matrices and an independent ensemble of random matrices. Our main result states that if we have two independent ensembles of random matrices with a real…

Operator Algebras · Mathematics 2015-06-11 James A. Mingo , Mihai Popa

Voiculescu's notion of asymptotic free independence applies to a wide range of random matrices, including those that are independent and unitarily invariant. In this work, we generalize this notion by considering random matrices with a…

Operator Algebras · Mathematics 2025-04-03 Ion Nechita , Sang-Jun Park

A fundamental result of free probability theory due to Voiculescu and subsequently refined by many authors states that conjugation by independent Haar-distributed random unitary matrices delivers asymptotic freeness. In this paper we…

Probability · Mathematics 2014-01-21 Greg W. Anderson , Brendan Farrell

This paper deals with the asymptotic distribution of Wishart matrix and its application to the estimation of the population matrix parameter when the population eigenvalues are block-wise infinitely dispersed. We show that the appropriately…

Statistics Theory · Mathematics 2008-04-06 Yo Sheena , Akimichi Takemura

We prove that any non commutative polynomial of r independent copies of Wigner matrices converges a.s. towards the polynomial of r free semicircular variables in operator norm. This result extends a previous work of Haagerup and…

Probability · Mathematics 2007-05-23 Mireille Capitaine , Catherine Donati-Martin

We show that real second order freeness appears in the study of Haar unitary and unitarily invariant random matrices when transposes are also considered. In particular we obtain the unexpected result that a unitarily invariant random matrix…

Operator Algebras · Mathematics 2014-11-25 James A. Mingo , Mihai Popa

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

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 introduce and study `matricial circular systems' of operators which play the role of matricial counterparts of circular operators. They describe the asymptotic joint *-distributions of blocks of independent block-identically distributed…

Operator Algebras · Mathematics 2018-05-28 Romuald Lenczewski

We study the behavior of a real $p$-dimensional Wishart random matrix with $n$ degrees of freedom when $n,p\rightarrow\infty$ but $p/n\rightarrow 0$. We establish the existence of phase transitions when $p$ grows at the order…

Probability · Mathematics 2017-05-11 Didier Chételat , Martin T. Wells

Consider the sum of $d$ many i.i.d. random permutation matrices on $n$ labels along with their transposes. The resulting matrix is the adjacency matrix of a random regular (multi)-graph of degree $2d$ on $n$ vertices. It is known that the…

Probability · Mathematics 2014-07-29 Tobias Johnson , Soumik Pal

Let $U_n$ be an $n \times n$ Haar unitary matrix. In this paper, the asymptotic normality and independence of $\Tr U_n, \Tr U_n^2, ..., \Tr U_n^k$ are shown by using elementary methods. More generally, it is shown that the renormalized…

Probability · Mathematics 2007-05-23 Denes Petz , Julia Reffy

We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We introduce the concept of "second order freeness" and derive the global fluctuations of Gaussian and…

Operator Algebras · Mathematics 2009-07-12 James A. Mingo , Roland Speicher