Convergence of the largest singular value of a polynomial in independent Wigner matrices (Q373563): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / review text | |||
For noncommutative polynomials in independent Wigner matrices, the author proves the convergence of the largest singular value to the operator norm of the corresponding polynomial in free semicircular variables. Let \(\mathbb C \langle X\rangle\) be the noncommutative polynomial algebra generated over \(\mathbb C\) by a sequence \(X_1,X_2,\dots\) of independent noncommuting algebraic variables. Let \(\text{Mat}_n(\mathbb C\langle X \rangle)\) be the algebra of \(n\times n\)-matrices with entries from \(\mathbb C\langle X \rangle \). This algebra is equipped with a natural involution by declaring each variable \(X_1,X_2,\dots\) to be self-adjoint. Let \(X_1^N,X_2^N,\dots\) be independent Wigner random \(N\times N\)-matrices. It is assumed that the distribution of the entries has a finite fourth moment. Also, let \(\Xi_1,\Xi_2,\dots\) be a sequence of free semicircular noncommutative random variables. The law of the noncommutative random variable \(f(\Xi_1,\Xi_2,\dots)\), for a self-adjoint \(f\in \text{Mat}_n(\mathbb C\langle X \rangle)\), is denoted by \(\mu_f\). It is known that for any self-adjoint \(f\in \text{Mat}_n(\mathbb C\langle X \rangle)\), the empirical distribution of the eigenvalues of \(f(X_1^N/\sqrt N,X_2^N/\sqrt N,\dots)\) converges weakly to \(\mu_f\), almost surely. The main result of the present paper states that for any self-adjoint \(f\in \text{Mat}_n(\mathbb C\langle X \rangle)\) and every \(\varepsilon>0\), the support of the spectrum of \(f(X_1^N/\sqrt N,X_2^N/\sqrt N,\dots)\) is contained in the \(\varepsilon\)-neighborhood of the support of \(\mu_f\) for sufficiently large \(N\), almost surely. | |||
Property / review text: For noncommutative polynomials in independent Wigner matrices, the author proves the convergence of the largest singular value to the operator norm of the corresponding polynomial in free semicircular variables. Let \(\mathbb C \langle X\rangle\) be the noncommutative polynomial algebra generated over \(\mathbb C\) by a sequence \(X_1,X_2,\dots\) of independent noncommuting algebraic variables. Let \(\text{Mat}_n(\mathbb C\langle X \rangle)\) be the algebra of \(n\times n\)-matrices with entries from \(\mathbb C\langle X \rangle \). This algebra is equipped with a natural involution by declaring each variable \(X_1,X_2,\dots\) to be self-adjoint. Let \(X_1^N,X_2^N,\dots\) be independent Wigner random \(N\times N\)-matrices. It is assumed that the distribution of the entries has a finite fourth moment. Also, let \(\Xi_1,\Xi_2,\dots\) be a sequence of free semicircular noncommutative random variables. The law of the noncommutative random variable \(f(\Xi_1,\Xi_2,\dots)\), for a self-adjoint \(f\in \text{Mat}_n(\mathbb C\langle X \rangle)\), is denoted by \(\mu_f\). It is known that for any self-adjoint \(f\in \text{Mat}_n(\mathbb C\langle X \rangle)\), the empirical distribution of the eigenvalues of \(f(X_1^N/\sqrt N,X_2^N/\sqrt N,\dots)\) converges weakly to \(\mu_f\), almost surely. The main result of the present paper states that for any self-adjoint \(f\in \text{Mat}_n(\mathbb C\langle X \rangle)\) and every \(\varepsilon>0\), the support of the spectrum of \(f(X_1^N/\sqrt N,X_2^N/\sqrt N,\dots)\) is contained in the \(\varepsilon\)-neighborhood of the support of \(\mu_f\) for sufficiently large \(N\), almost surely. / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Zakhar Kabluchko / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60B20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 15B52 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 46L54 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6216099 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
random matrices | |||
Property / zbMATH Keywords: random matrices / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
distribution of eigenvalues | |||
Property / zbMATH Keywords: distribution of eigenvalues / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Wigner matrices | |||
Property / zbMATH Keywords: Wigner matrices / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
noncommutative polynomials | |||
Property / zbMATH Keywords: noncommutative polynomials / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
singular values | |||
Property / zbMATH Keywords: singular values / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
free probability | |||
Property / zbMATH Keywords: free probability / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Schwinger-Dyson equation | |||
Property / zbMATH Keywords: Schwinger-Dyson equation / rank | |||
Normal rank |
Revision as of 10:03, 29 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convergence of the largest singular value of a polynomial in independent Wigner matrices |
scientific article |
Statements
Convergence of the largest singular value of a polynomial in independent Wigner matrices (English)
0 references
17 October 2013
0 references
For noncommutative polynomials in independent Wigner matrices, the author proves the convergence of the largest singular value to the operator norm of the corresponding polynomial in free semicircular variables. Let \(\mathbb C \langle X\rangle\) be the noncommutative polynomial algebra generated over \(\mathbb C\) by a sequence \(X_1,X_2,\dots\) of independent noncommuting algebraic variables. Let \(\text{Mat}_n(\mathbb C\langle X \rangle)\) be the algebra of \(n\times n\)-matrices with entries from \(\mathbb C\langle X \rangle \). This algebra is equipped with a natural involution by declaring each variable \(X_1,X_2,\dots\) to be self-adjoint. Let \(X_1^N,X_2^N,\dots\) be independent Wigner random \(N\times N\)-matrices. It is assumed that the distribution of the entries has a finite fourth moment. Also, let \(\Xi_1,\Xi_2,\dots\) be a sequence of free semicircular noncommutative random variables. The law of the noncommutative random variable \(f(\Xi_1,\Xi_2,\dots)\), for a self-adjoint \(f\in \text{Mat}_n(\mathbb C\langle X \rangle)\), is denoted by \(\mu_f\). It is known that for any self-adjoint \(f\in \text{Mat}_n(\mathbb C\langle X \rangle)\), the empirical distribution of the eigenvalues of \(f(X_1^N/\sqrt N,X_2^N/\sqrt N,\dots)\) converges weakly to \(\mu_f\), almost surely. The main result of the present paper states that for any self-adjoint \(f\in \text{Mat}_n(\mathbb C\langle X \rangle)\) and every \(\varepsilon>0\), the support of the spectrum of \(f(X_1^N/\sqrt N,X_2^N/\sqrt N,\dots)\) is contained in the \(\varepsilon\)-neighborhood of the support of \(\mu_f\) for sufficiently large \(N\), almost surely.
0 references
random matrices
0 references
distribution of eigenvalues
0 references
Wigner matrices
0 references
noncommutative polynomials
0 references
singular values
0 references
free probability
0 references
Schwinger-Dyson equation
0 references