Cumulants for random matrices as convolutions on the symmetric group
Motivated by the facts that large random matrices provide asymptotic models for free random variables and free cumulants play a crucial role in the theory of free probability, the authors formulate an analogue of free cumulants for random matrices (calling them ``matricial cumulants) which approximate the free cumulants under reasonable assumptions. A brief sketch of matricial cumulants is as follows: Let \(S_n\) denote the group of permutations of \(n\) distinct objects and for \(\pi \in S_n\), \(\gamma_n(\pi)=\) number of disjoint cycles in \(\pi\). For \(N=n\), it can be shown that the function \(N^{\gamma_n(\cdot)}\), viewed as an element of the group algebra \(\mathcal{C}S_n\) (the multiplication being the convolution denoted by \(*\)) is invertible. For an \(n\)-tuple \(X=(X_1, \dots X_N)\), of random \(N\times N\) complex matrices, the authors define the matricial cumulants \(\mathcal{C}=\mathcal{C}_X\) by \(\mathcal{C}S_n\ni\mathcal{C}_X:=\mathbb{E}(r_X(\cdot))*(N^{{\gamma(\cdot)}})^{-1}\) where \(r_X(\pi)=\prod_{i=1}^k \mathrm{Tr}( X_{l_1}^{(i)} \ldots X_{n_{i}}^{(i)}):\;\pi=\prod_{i=1}^k(l_{1}^{(i)}\ldots l_{n_{i}}^{(i)})\) being the cyclic decomposition of \(\pi\). Given a noncommutative probability space (\(\mathcal{A}, \phi)\), \(a_1, \ldots a_n \in \mathcal{A}\), and a sequence \(\{X_N^{(N)}\}_N\) of \(N\times N\) random matrices, it is proved that \[ \begin{multlined}\lim_{N\to \infty}\frac{1}{N^{r_n}(\pi)}r_{X(N)}(\pi)=\phi_\pi(a_1\ldots a_n)\text{ for all }\pi\in S_n\\ \Leftrightarrow\lim_{N \to \infty}N^{n-\gamma_n(\pi)}\mathcal{X}_{X(N)}(\pi)=K_\pi(a_1, \ldots a_n)\end{multlined} \] where \(\phi_\pi(a_1\ldots a_n)=\prod_{i=1}^n \phi(a_{l_1^{(i)}}\ldots a_{l_{n_{i}}}^{(i)})\).
- Cumulants for random matrices as convolutions on the symmetric group. II
- scientific article; zbMATH DE number 6682947
- Geometric interpretation of the cumulants for random matrices previously defined as convolutions on the symmetric group
- A combinatorial result on asymptotic independence relations for random matrices with non-commutative entries
- scientific article; zbMATH DE number 1944599
- A random matrix model from two dimensional Yang-Mills theory
- Addition of certain non-commuting random variables
- Asymptotic freeness by generalized moments for Gaussian and Wishart matrices. Application to beta random matrices
- Combinatorics of free cumulants
- Free cumulants and enumeration of connected partitions
- scientific article; zbMATH DE number 1465044 (Why is no real title available?)
- scientific article; zbMATH DE number 1890851 (Why is no real title available?)
- scientific article; zbMATH DE number 2207689 (Why is no real title available?)
- Integration with respect to the Haar measure on unitary, orthogonal and symplectic group
- Limit laws for random matrices and free products
- Minimal factorizations of a cycle and central multiplicative functions on the infinite symmetric group
- Multiplicative functions on the lattice of non-crossing partitions and free convolution
- On certain free product factors via an extended matrix model
- On the multiplication of free N -tuples of noncommutative random variables
- Product of random projections, Jacobi ensembles and universality problems arising from free probability
- Representations of symmetric groups and free probability
- Second order freeness and fluctuations of random matrices. I: Gaussian and Wishart matrices and cyclic Fock spaces
- Second order freeness and fluctuations of random matrices. II: Unitary random matrices
- The complex Wishart distribution and the symmetric group
- The hyperoctahedral group, symmetric group representations and the moments of the real Wishart distribution
- R-cyclic families of matrices in free probability
- On words of non-Hermitian random matrices
- Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix
- A permutation model for free random variables and its classical analogue
- Cumulants for random matrices as convolutions on the symmetric group. II
- Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices
- Explicit multi-matrix topological expansion for quaternionic random matrices
- Matricial circular systems and random matrices
- Quaternionic second-order freeness and the fluctuations of large symplectically invariant random matrices
- Geometric interpretation of the cumulants for random matrices previously defined as convolutions on the symmetric group
- Natural statistics for spectral samples
- Random non-abelian G-circulant matrices. Spectrum of random convolution operators on large finite groups
- Structured random matrices and cyclic cumulants: a free probability approach
- Freeness of type B and conditional freeness for random matrices
- Genus expansion for real Wishart matrices
This page was built for publication: Cumulants for random matrices as convolutions on the symmetric group
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2502248)
