Rectangular Matrix Additions in Low and High Temperatures
Abstract
We study the addition of two independent random rectangular matrices with invariant distributions in two limiting regimes, where the parameter (inverse temperature) tends to infinity and . In the low temperature regime the random singular values of the sum concentrate at deterministic points, while in the high temperature regime, we obtain a law of large numbers for the empirical measures. As a consequence, we obtain a duality between low and high temperatures. Our proof uses the type BC Bessel function as characteristic function of rectangular matrices, and through the analysis of this function we introduce a new family of cumulants, that linearize the addition in the high temperature limit, and degenerate to the classical and free cumulants in special cases.
Cite
@article{arxiv.2303.13812,
title = {Rectangular Matrix Additions in Low and High Temperatures},
author = {Jiaming Xu},
journal= {arXiv preprint arXiv:2303.13812},
year = {2026}
}