Non-commutative polynomials of independent Gaussian random matrices. The real and symplectic cases. (Q1769078)

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    Non-commutative polynomials of independent Gaussian random matrices. The real and symplectic cases.
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      Non-commutative polynomials of independent Gaussian random matrices. The real and symplectic cases. (English)
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      17 March 2005
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      This paper shows the following extension of Voiculescu's random matrix model to the sets of independent Gaussian random matrices with real entries and random matrices ensembles: Let \(r,s\in \mathbb N_0\) with \(r+s\geq 1\), and for each \(n\in \mathbb N_0\), let \(X_1^{(n)},\ldots,X_{r+s}^{(n)}\) be stochastically independent random matrices defined on \((\Omega,{\mathcal F},P)\) such that \(X_1^{(n)},\ldots,X_{r}^{(n)}\in \text{GOE}(n,\frac{1}{n})\) and \(X_{r+1}^{(n)},\ldots,X_{r+s}^{(n)}\in \text{GOE}^*(n,\frac{1}{n})\). Furthermore, let \(({\mathcal A},\tau)\) be a \(C^*\)-probability space with \(\tau\) a faithful state on \(\mathcal A\), and let \(\{x_1,\ldots,x_{r+s}\}\) be a semicircular system in \(({\mathcal A},\tau)\). Then there is a P-null set \(N\subseteq\Omega\) such that for every \(\omega\in \Omega\setminus N\) and for any polynomial \(p\) in \(r+s\) non-commuting variables, \[ \lim_{n\rightarrow\infty}\| p(X_1^{(n)}(\omega),\ldots,X_{r+s}^{(n)}(\omega))\| =\| p(x_1,\ldots,x_{r+s})\| . \] The above limitation is also satisfied for the sets of independent Gaussian random matrices with symplectic entries \(\text{GSE}(n,\frac{1}{n}\)) and random matrices ensembles related to these \(\text{GSE}^*(n,\frac{1}{n})\).
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      free probability and free operator algebras
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      random matrix
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      C*-probability space
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