Related papers: Rectangular random matrices, related free entropy …
Let $X$ be a symmetric random matrix with independent but non-identically distributed centered Gaussian entries. We show that $$ \mathbf{E}\|X\|_{S_p} \asymp \mathbf{E}\Bigg[ \Bigg(\sum_i\Bigg(\sum_j X_{ij}^2\Bigg)^{p/2}\Bigg)^{1/p} \Bigg]…
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…
We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…
We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…
We introduce a free probabilistic quantity called free Stein irregularity, which is defined in terms of free Stein discrepancies. It turns out that this quantity is related via a simple formula to the Murray--von Neumann dimension of the…
In this paper we study conditions under which, for an inclusion of finite von Neumann algebras $N \subseteq M$, we have the reduced amalgamated free product $\ast_N M$ is embeddable into $(R \bar{\otimes} N_1)^\omega$ for some other finite…
Given reduced amalgamated free products of C$^*$-algebras, $(A,phi)=*_i(A_i,phi_i)$ and $(D,psi)=*_i(D_i,psi_i)$, an embedding $A\to D$ is shown to exist assuming there are conditional expectation preserving embeddings $A_i\to D_i$. This…
Using Voiculescu's notion of a matricial microstate we introduce fractal dimensions and entropies for finite sets of selfadjoint operators in a tracial von Neumann algebra. We show that they possess properties similar to their classical…
The gauge invariant degrees of freedom of matrix models based on an N x N complex matrix, with U(N) gauge symmetry, contain hidden free particle structures. These are exhibited using triangular matrix variables via the Schur decomposition.…
We consider the symmetry resolved R\'enyi entropies in the one dimensional tight binding model, equivalent to the spin-1/2 XX chain in a magnetic field. We exploit the generalised Fisher-Hartwig conjecture to obtain the asymptotic behaviour…
We study upgraded free independence phenomena for unitary elements $u_1$, $u_2$, \dots representing the large-$n$ limit of Haar random unitaries, showing that free independence extends to several larger algebras containing $u_j$ in the…
We consider the deviation inequalities for the sums of independent $d$ by $d$ random matrices, as well as rank one random tensors. Our focus is on the non-isotropic case and the bounds that do not depend explicitly on the dimension $d$, but…
We consider a random matrix of the form $D_n \odot X_n$ (known as a variance profile matrix), where $\odot$ denotes the Hadamard product of the two matrices, $D_n$ is a deterministic matrix, and $X_n$ is a random matrix. We call $D_n\odot…
We define and study a relative free entropy quantity, analogous in its properties to Voiculescu's relative free entropy Chi^*(...:B). Our definition uses matricial microstates, unlike his definition, which involves non-commutative Hilbert…
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…
The paper gives a general condition on permutations, condition under which a semicircular matrix is free independent, or asymptotically free independent from the semicircular matrix obtained by permuting its entries. In particular, it is…
We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting…
We introduce a new technique to prove bounds for the spectral radius of a random matrix, based on using Jensen's formula to establish the zerofreeness of the associated characteristic polynomial in a region of the complex plane. Our…
Free probability and random matrix theory has shown to be a fruitful combination in many fields of research, such as digital communications, nuclear physics and mathematical finance. The link between free probability and eigenvalue…
Using information theoretic quantities like the Wehrl entropy and Fisher's information measure we study the thermodynamics of the problem leading to Landau's diamagnetism, namely, a free spinless electron in a uniform magnetic field. It is…