Convergence of the largest singular value of a polynomial in independent Wigner matrices (Q373563)

From MaRDI portal





scientific article; zbMATH DE number 6216099
Language Label Description Also known as
default for all languages
No label defined
    English
    Convergence of the largest singular value of a polynomial in independent Wigner matrices
    scientific article; zbMATH DE number 6216099

      Statements

      Convergence of the largest singular value of a polynomial in independent Wigner matrices (English)
      0 references
      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
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references