Eigenvalues of non-Hermitian random matrices and Brown measure of non-normal operators: Hermitian reduction and linearization method
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Publication:1675657
DOI10.1016/J.LAA.2017.09.024zbMATH Open1376.15025arXiv1506.02017OpenAlexW2963917322MaRDI QIDQ1675657FDOQ1675657
Authors: Piotr Śniady, Roland Speicher, S. T. Belinschi 
Publication date: 2 November 2017
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Abstract: We study the Brown measure of certain non-hermitian operators arising from Voiculescu's free probability theory. Usually those operators appear as the limit in *-moments of certain ensembles of non-hermitian random matrices, and the Brown measure gives then a canonical candidate for the limit eigenvalue distribution of the random matrices. A prominent class for our operators is given by polynomials in *-free variables. Other explicit examples include R-diagonal elements and elliptic elements, for which the Brown measure was already known, and a new class of triangular-elliptic elements. Our method for the calculation of the Brown measure is based on a rigorous mathematical treatment of the hermitian reduction method, as considered in the physical literature, combined with subordination ideas and the linearization trick.
Full work available at URL: https://arxiv.org/abs/1506.02017
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Cited In (21)
- Spectral theory of sparse non-Hermitian random matrices
- On spectra and Brown's spectral measures of elements in free products of matrix algebras
- The Brown measure of the sum of a self-adjoint element and an elliptic element
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