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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 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

Motivated by the asymptotic collective behavior of random and deterministic matrices, we propose an approximation (called "free deterministic equivalent") to quite general random matrix models, by replacing the matrices with operators…

Information Theory · Computer Science 2011-10-07 Roland Speicher , Carlos Vargas , Tobias Mai

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

We extend Voiculescu's microstates-free definitions of free Fisher information and free entropy to the non-tracial framework. We explain the connection between these quantities and free entropy with respect to certain completely positive…

Operator Algebras · Mathematics 2007-05-23 Dimitri Shlyakhtenko

We establish a large deviation principle for the empirical spectral measure of a sample covariance matrix with sub-Gaussian entries, which extends Bordenave and Caputo's result for Wigner matrices having the same type of entries [7]. To…

Probability · Mathematics 2015-05-22 Benjamin Groux

A non-commutative non-selfadjoint random variable z is called R-diagonal, if its *-distribution is invariant under multiplication by free unitaries: if a unitary w is *-free from z, then the *-distribution of z is the same as that of wz.…

Operator Algebras · Mathematics 2007-05-23 A. Nica , D. Shlyakhtenko , R. Speicher

This paper gives a free entropy theoretic perspective on amenable absorption results for free products of tracial von Neumann algebras. In particular, we give the first free entropy proof of Popa's famous result that the generator MASA in a…

Operator Algebras · Mathematics 2020-07-27 Ben Hayes , David Jekel , Brent Nelson , Thomas Sinclair

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

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

We present an alternative proof of asymptotic freeness of independent sample covariance matrices, when the dimension and the sample size grow at the same rate, by embedding these matrices into Wigner matrices of a larger order and using…

Probability · Mathematics 2021-01-19 Monika Bhattacharjee , Arup Bose

Using the standard concepts of free random variables, we show that for a large class of nonhermitean random matrix models, the support of the eigenvalue distribution follows from their hermitean analogs using a conformal transformation. We…

High Energy Physics - Phenomenology · Physics 2009-10-28 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Jochen Wambach , Ismail Zahed

Free entropy is the analogue of entropy in free probability theory. The paper is a survey of free entropy, its applications to von Neumann algebras, connections to random matrix theory and a discussion of open problems.

Operator Algebras · Mathematics 2007-05-23 Dan Voiculescu

Integrability conditions on local Hamiltonians for one-dimensional quantum systems to be free and interacting fermions are introduced. The definition of free fermion is the simultaneous satisfaction of the Yang-Baxter equation and Shastry's…

Exactly Solvable and Integrable Systems · Physics 2026-03-13 Zhao Zhang

In this paper we introduce the concept of the upper free orbit-dimension of a finite von Neumann algebra, and we derive some of its basic properties. Using this concept, we are able to improve most of the applications of free entropy to…

Operator Algebras · Mathematics 2007-05-23 Don Hadwin , Junhao Shen

We investigate the concept of orbital free entropy from the viewpoint of matrix liberation process. We will show that many basic questions around the definition of orbital free entropy are reduced to the question of full large deviation…

Operator Algebras · Mathematics 2021-07-01 Yoshimichi Ueda

Debbah and Ryan have recently proved a result about the limit empirical singular distribution of the sum of two rectangular random matrices whose dimensions tend to infinity. In this paper, we reformulate it in terms of the rectangular free…

Probability · Mathematics 2008-07-04 Florent Benaych-Georges

We continue our study of reflected entropy, $R(A,B)$, for Gaussian systems. In this paper we provide general formulas valid for free scalar fields in arbitrary dimensions. Similarly to the fermionic case, the resulting expressions are fully…

High Energy Physics - Theory · Physics 2020-12-30 Pablo Bueno , Horacio Casini

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

Suppose $N$ is a diffuse, property T von Neumann algebra and X is an arbitrary finite generating set of selfadjoint elements for N. By using rigidity/deformation arguments applied to representations of N in full matrix algebras, we deduce…

Operator Algebras · Mathematics 2007-05-23 Kenley Jung , Dimitri Shlyakhtenko
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