Asymptotically Liberating Sequences of Random Unitary Matrices

نویسنده

  • GREG W. ANDERSON
چکیده

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 exhibit many other systems of random unitary matrices that, when used for conjugation, lead to freeness. We do so by first proving a general result asserting “asymptotic liberation” under quite mild conditions, and then we explain how to specialize these general results in a striking way by exploiting Hadamard matrices. In particular, we recover and generalize results of the second-named author concerning the limiting distribution of singular values of a randomly chosen submatrix of a discrete Fourier transform matrix.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Dynamical Correlations for Circular Ensembles of Random Matrices

Circular Brownian motion models of random matrices were introduced by Dyson and describe the parametric eigenparameter correlations of unitary random matrices. For symmetric unitary, self-dual quaternion unitary and an analogue of antisymmetric hermitian matrix initial conditions, Brownian dynamics toward the unitary symmetry is analyzed. The dynamical correlation functions of arbitrary number ...

متن کامل

Tensor Products of Random Unitary Matrices

Tensor products of M random unitary matrices of size N from the circular unitary ensemble are investigated. We show that the spectral statistics of the tensor product of random matrices becomes Poissonian if M = 2, N become large or M become large and N = 2. 2010 Mathematics Subject Classification. 15B52.

متن کامل

Estimates for moments of random matrices with Gaussian elements

We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. We derive a system of recurrent relations for the moments and the covariance terms and develop a triangular scheme to prove the recurrent estimates. The estimates we obtain are asymptotically exact in the sense that they give exa...

متن کامل

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...

متن کامل

O ct 2 00 3 On asymptotics of large Haar distributed unitary matrices 1

Entries of a random matrix are random variables but a random matrix is equivalently considered as a probability measure on the set of matrices. A simple example of random matrix has independent identically distributed entries. In this paper random unitary matrices are studied whose entries must be correlated. A unitary matrix U = (Uij) is a matrix with complex entries and UU ∗ = UU = I. In term...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2013