相关论文: Block-modified Wishart matrices: the easy case
We study the random matrices of type $\tilde{W}=(id\otimes\varphi)W$, where $W$ is a complex Wishart matrix of parameters $(dn,dm)$, and $\varphi:M_n(\mathbb C)\to M_n(\mathbb C)$ is a self-adjoint linear map. We prove that, under suitable…
We study the partial transposition ${W}^\Gamma=(\mathrm{id}\otimes \mathrm{t})W\in M_{dn}(\mathbb C)$ of a Wishart matrix $W\in M_{dn}(\mathbb C)$ of parameters $(dn,dm)$. Our main result is that, with $d\to\infty$, the law of $m{W}^\Gamma$…
It is well known that, under some assumptions, the limit distribution of random block matrices and their partial transposition converges to the distributions of random variables in some noncommutative probability space. Using free…
We show that the partial transposes of complex Wishart random matrices are asymptotically free. We also investigate regimes where the number of blocks is fixed but the size of the blocks increases. This gives a example where the partial…
We investigate the level density for several ensembles of positive random matrices of a Wishart--like structure, $W=XX^{\dagger}$, where $X$ stands for a nonhermitian random matrix. In particular, making use of the Cauchy transform, we…
Using new combinatorial techniques, we significantly improve the previous results on asymptotic distributions and asymptotic free independence relations of partial transposes of Wishart random matrices. In particular, we give a necessary…
We show that an independent family of uniformly distributed random permutation matrices is asymptotically *-free from an independent family of square complex Gaussian matrices and from an independent family of complex Wishart matrices, and…
We study the behavior of a real $p$-dimensional Wishart random matrix with $n$ degrees of freedom when $n,p\rightarrow\infty$ but $p/n\rightarrow 0$. We establish the existence of phase transitions when $p$ grows at the order…
The celebrated Mar\v{c}enko-Pastur law, that considers the asymptotic spectral density of random covariance matrices, has found a great number of applications in physics, biology, economics, engineering, among others. Here, using techniques…
We study asymptotic distributions of large dimensional random matrices of the form $BB^{*}$, where $B$ is a product of $p$ rectangular random matrices, using free probability and combinatorics of colored labeled noncrossing partitions.…
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…
We investigate the asymptotic behavior of the empirical eigenvalues distribution of the partial transpose of a random quantum state. The limiting distribution was previously investigated via Wishart random matrices indirectly (by…
The partial transposition from quantum information theory provides a new source to distill the so-called asymptotic freeness without the assumption of classical independence between random matrices. Indeed, a recent paper [MP19] established…
This study derives a new property of the Wishart distribution when the degree-of-freedom and the size of the matrix parameter of the distribution grow simultaneoulsy. Particularly, the asymptotic normality of the product of four independent…
It is shown that a very simple multiplicative random complex matrix model generalizes the large-N phase structure found in the unitary case: A perturbative regime is joined to a non-perturbative regime at a point where the smoothness of…
A recent line of work has studied the relationship between the Wishart matrix $X^\top X$, where $X\in \mathbb{R}^{d\times n}$ has i.i.d. standard Gaussian entries, and the corresponding Gaussian matrix with independent entries above the…
In analogy to the KP theory, the second Poisson structure for the dispersionless KP hierarchy can be defined on the space of commutative pseudodifferential operators $L=p^n+\sum_{j=-\infty}^{n-1}u_j p^j$. The reduction of the Poisson…
We study two functionals of a random matrix $\boldsymbol A$ with independent elements uniformly distributed over the cyclic group of integers $\{0,1,\ldots, M-1\}$ modulo $M$. One of them, $V_0(\boldsymbol A)$ with mean $\mu$, gives the…
This paper deals with the asymptotic distribution of Wishart matrix and its application to the estimation of the population matrix parameter when the population eigenvalues are block-wise infinitely dispersed. We show that the appropriately…
We introduce a one-parameter deformation of the Wishart-Laguerre or chiral ensembles of positive definite random matrices with Dyson index beta=1,2 and 4. Our generalised model has a fat-tailed distribution while preserving the invariance…