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We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

算子代数 · 数学 2014-07-25 Romuald Lenczewski

It has been shown by Voiculescu that important classes of square independent random matrices are asymptotically free, where freeness is a noncommutative analog of classical independence. Recently, we introduced the concept of matricial…

算子代数 · 数学 2018-05-28 Romuald Lenczewski

Applying the concept of matricial freeness which generalizes freeness in free probability, we have recently studied asymptotic joint distributions of symmetric blocks of Gaussian random matrices (Gaussian Symmetric Block Ensemble). This…

算子代数 · 数学 2018-05-28 Romuald Lenczewski

We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…

算子代数 · 数学 2010-05-28 Romuald Lenczewski

We study random matrices acting on tensor product spaces which have been transformed by a linear block operation. Using operator-valued free probability theory, under some mild assumptions on the linear map acting on the blocks, we compute…

概率论 · 数学 2016-01-26 Octavio Arizmendi , Ion Nechita , Carlos Vargas

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…

算子代数 · 数学 2018-05-28 Romuald Lenczewski

For symmetric random matrices with correlated entries, which are functions of independent random variables, we show that the asymptotic behavior of the empirical eigenvalue distribution can be obtained by analyzing a Gaussian matrix with…

概率论 · 数学 2014-11-11 Florence Merlevede , Magda Peligrad , Marwa Banna

Motivated by the recent work on asymptotic independence relations for random matrices with non-commutative entries, we investigate the limit distribution and independence relations for large matrices with identically distributed and Boolean…

算子代数 · 数学 2017-12-13 Mihai Popa , Zhiwei Hao

We investigate the number of symmetric matrices of non-negative integers with zero diagonal such that each row sum is the same. Equivalently, these are zero diagonal symmetric contingency tables with uniform margins, or loop-free regular…

组合数学 · 数学 2013-01-22 Brendan D. McKay , Jeanette C. McLeod

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…

概率论 · 数学 2023-10-25 Benoît Collins , Pierre Yves Gaudreau Lamarre , Camille Male

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…

算子代数 · 数学 2017-04-24 Mihai Popa , Zhiwei Hao

We study the spectrum of an asymmetric random matrix with block structured variances. The rows and columns of the random square matrix are divided into $D$ partitions with arbitrary size (linear in $N$). The parameters of the model are the…

概率论 · 数学 2015-10-28 Johnatan Aljadeff , David Renfrew , Merav Stern

We show that the family of pseudo-random matrices recently discovered by Soloveychik, Xiang, and Tarokh in their work `Symmetric Pseudo-Random Matrices' exhibits asymptotic independence. More specifically, any two sequences of matrices of…

概率论 · 数学 2018-10-31 Ilya Soloveychik , Vahid Tarokh

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…

算子代数 · 数学 2008-03-04 Florent Benaych-Georges

Asymptotic properties of a vector of length power functionals of random geometric graphs are investigated. More precisely, its asymptotic covariance matrix is studied as the intensity of the underlying homogeneous Poisson point process…

概率论 · 数学 2022-07-13 Matthias Reitzner , Tim Römer , Mandala von Westenholz

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…

概率论 · 数学 2025-06-09 Denis Bernard , Ludwig Hruza

The paper investigates the asymptotic behavior of (non-normalized) traces of certain classes of matrices with non-commutative random variables as entries. We show that, unlike in the commutative framework, the asymptotic behavior of…

算子代数 · 数学 2013-04-02 Mihai Popa , yong Jiao

The asymptotic volume of the polytope of symmetric stochastic matrices can be determined by asymptotic enumeration techniques as in the case of the Birkhoff polytope. These methods can be extended to polytopes of symmetric stochastic…

组合数学 · 数学 2017-06-19 J. de Jong , R. Wulkenhaar

Sample correlation matrices are employed ubiquitously in statistics. However, quite surprisingly, little is known about their asymptotic spectral properties for high-dimensional data, particularly beyond the case of "null models" for which…

统计理论 · 数学 2019-03-13 David Morales-Jimenez , Iain M. Johnstone , Matthew R. McKay , Jeha Yang

The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…

泛函分析 · 数学 2014-03-05 Mark Rudelson , Roman Vershynin
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