Real second-order freeness and the asymptotic real second-order freeness of several real matrix models

DOI10.1093/IMRN/RNT043zbMATH Open1310.46057arXiv1101.0422OpenAlexW3099377660MaRDI QIDQ2878732FDOQ2878732

Authors: Catherine Emily Iska Redelmeier 

Publication date: 5 September 2014

Published in: IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Abstract: We introduce real second-order freeness in second-order noncommutative probability spaces. We demonstrate that under this definition, three real models of random matrices, namely real Ginibre matrices, Gaussian orthogonal matrices, and real Wishart matrices, are asymptotically second-order free. These ensembles do not satisfy the complex definition of second-order freeness satisfied by their complex analogues. We use a combinatorial approach to the matrix calculations similar to the genus expansion for complex random matrices, but in which nonorientable surfaces appear, demonstrating the commonality between the real models and the distinction from their complex analogues, motivating this distinct definition. In the real case we find, in addition to the terms appearing in the complex case corresponding to annular spoke diagrams, an extra set of terms corresponding to annular spoke diagrams in which the two circles of the annulus are oppositely oriented, and in which the matrix transpose appears.

Full work available at URL: https://arxiv.org/abs/1101.0422

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zbMATH Keywords

random matricessecond-order freeness

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54)

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