Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
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Publication:1674009
DOI10.1515/CRELLE-2014-0138zbMATH Open1456.60013arXiv1303.3196OpenAlexW2963493594MaRDI QIDQ1674009FDOQ1674009
S. T. Belinschi, Tobias Mai, Roland Speicher
Publication date: 1 November 2017
Published in: Journal für die Reine und Angewandte Mathematik (Search for Journal in Brave)
Abstract: We develop an analytic theory of operator-valued additive free convolution in terms of subordination functions. In contrast to earlier investigations our functions are not just given by power series expansions, but are defined as Frechet analytic functions in all of the operator upper half plane. Furthermore, we do not have to assume that our state is tracial. Combining this new analytic theory of operator-valued free convolution with Anderson's selfadjoint version of the linearization trick we are able to provide a solution to the following general random matrix problem: How can we calculate the asymptotic eigenvalue distribution of a polynomial evaluated in independent random matrices with known asymptotic eigenvalue distributions?
Full work available at URL: https://arxiv.org/abs/1303.3196
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