Rectangular random matrices, related free entropy and free Fisher's information
Abstract
We prove that independent rectangular random matrices, when embedded in a space of larger square matrices, are asymptotically free with amalgamation over a commutative finite dimensional subalgebra (under an hypothesis of unitary invariance). Then we consider elements of a finite von Neumann algebra containing , which have kernel and range projection in . We associate them a free entropy with the microstates approach, and a free Fisher's information with the conjugate variables approach. Both give rise to optimization problems whose solutions involve freeness with amalgamation over . It could be a first proposition for the study of operators between different Hilbert spaces with the tools of free probability. As an application, we prove a result of freeness with amalgamation between the two parts of the polar decomposition of -diagonal elements with non trivial kernel.
Cite
@article{arxiv.math/0512081,
title = {Rectangular random matrices, related free entropy and free Fisher's information},
author = {Florent Benaych-Georges},
journal= {arXiv preprint arXiv:math/0512081},
year = {2007}
}
Comments
41 pages