Second order freeness and fluctuations of random matrices: II. Unitary random matrices
نویسندگان
چکیده
منابع مشابه
Second Order Freeness and Fluctuations of Random Matrices: Ii. Unitary Random Matrices
We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We show how the concept of “second order freeness”, which was introduced in Part I, allows one to understand global fluctuations of Haar distributed unitary random matrices. In particular, independence between the unitary ensemble and another ensemble goes in t...
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We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We introduce the concept of “second order freeness” and interpret the global fluctuations of Gaussian and Wishart random matrices by a general limit theorem for second order freeness. By introducing cyclic Fock space, we also give an operator algebraic model fo...
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ژورنال
عنوان ژورنال: Advances in Mathematics
سال: 2007
ISSN: 0001-8708
DOI: 10.1016/j.aim.2006.05.003