相关论文: Asymptotic $\ast$--distribution of permuted Haar u…
Let A_1,A_2,...,A_s be a finite sequence of (not necessarily disjoint, or even distinct) non-empty sets of positive integers satisfying a certain condition. It is shown that an independent family U_1,U_2,...,U_s of random NxN permutation…
Let $U_n$ be an $n \times n$ Haar unitary matrix. In this paper, the asymptotic normality and independence of $\Tr U_n, \Tr U_n^2, ..., \Tr U_n^k$ are shown by using elementary methods. More generally, it is shown that the renormalized…
We consider the limiting distribution of $U_NA_NU_N^*$ and $B_N$ (and more general expressions), where $A_N$ and $B_N$ are $N \times N$ matrices with entries in a unital C$^*$-algebra $\mathcal B$ which have limiting $\mathcal B$-valued…
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…
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 distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…
We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…
Asymptotic freeness of independent Haar distributed unitary matrices was discovered by Voiculescu. Many refinements have been obtained, including strong asymptotic freeness of random unitaries and strong asymptotic freeness of random…
Given a sequence of deterministic matrices $A = A_N$ and a sequence of deterministic nonnegative matrices $\Sigma=\Sigma_N$ such that $A\to a$ and $\Sigma\to \sigma$ in $\ast$-distribution for some operators $a$ and $\sigma$ in a finite von…
We study asymptotic infinitesimal distributions of Gaussian Unitary Ensembles with permuted entries. We show that for random uniform permutations, the asymptotically permuted GUE matrix has a null infinitesimal distribution. Moreover, we…
We provide an elementary proof for a theorem due to Petz and R\'effy which states that for a random $n\times n$ unitary matrix with distribution given by the Haar measure on the unitary group U(n), the upper left (or any other) $k\times k$…
In this note we study asymptotic properties of the *-distribution of traces of some matrices, with respect to the free Haar trace on the unitary dual group. The considered matrices are powers of the unitary matrix generating the Brown…
We prove that independent families of permutation invariant random matrices are asymptotically free over the diagonal, both in probability and in expectation, under a uniform boundedness assumption on the operator norm. We can relax the…
A fundamental result of free probability theory due to Voiculescu and subsequently refined by many authors states that conjugation by independent Haar-distributed random unitary matrices delivers asymptotic freeness. In this paper we…
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…
We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…
We prove almost sure strong asymptotic freeness of i.i.d. random unitaries with the following law: sample a Haar unitary matrix of dimension $n$ and then send this unitary into an irreducible representation of $U(n)$. The strong convergence…
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…
Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…
Appropriately normalized square random Vandermonde matrices based on independent random variables with uniform distribution on the unit circle are studied. It is shown that as the matrix sizes increases without bound, with respect to the…