Traffic distributions of random band matrices
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Publication:1990203
DOI10.1214/18-EJP205zbMATH Open1403.60011arXiv1601.02188OpenAlexW3105191590MaRDI QIDQ1990203FDOQ1990203
Authors: Benson Au 
Publication date: 25 October 2018
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Abstract: We study random band matrices within the framework of traffic probability, an operadic non-commutative probability theory introduced by Male based on graph operations. As a starting point, we revisit the familiar case of the permutation invariant Wigner matrices and compare the situation to the general case in the absence of this invariance. Here, we find a departure from the usual free probabilistic universality of the joint distribution of independent Wigner matrices. We then show how the traffic space of Wigner matrices completely realizes the traffic central limit theorem. We further prove general Markov-type concentration inequalities for the joint traffic distribution of independent Wigner matrices. We then extend our analysis to random band matrices, as studied by Bogachev, Molchanov, and Pastur, and investigate the extent to which the joint traffic distribution of independent copies of these matrices deviates from the Wigner case.
Full work available at URL: https://arxiv.org/abs/1601.02188
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Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Noncommutative probability and statistics (46L53)
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Cited In (9)
- Semicircular families of general covariance from Wigner matrices with permuted entries
- Spectral asymptotics for contracted tensor ensembles
- Traffic probability for rectangular random matrices
- On words of non-Hermitian random matrices
- Traffic distributions and independence. II: Universal constructions for traffic spaces
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- Freeness over the diagonal for large random matrices
- Matrix concentration inequalities and free probability
- Traffic distributions and independence: permutation invariant random matrices and the three notions of independence
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