Block-modified Wishart matrices and free Poisson laws

MaRDI QIDQ3458451zbMATH OpenFDO

Authors Teodor Banica, Ion Nechita

Publication date 18 December 2015

Full work available at URL https://arxiv.org/abs/1201.4792

zbMATH Keywords

Wishart matricesfree Poisson laws

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Abstract: We study the random matrices of type $ildeW=(idotimesvarphi)W$, where $W$ is a complex Wishart matrix of parameters $(dn,dm)$, and $varphi:M_n(mathbbC)o{M}_n(mathbbC)$ is a self-adjoint linear map. We prove that, under suitable assumptions, we have the $doinfty$ eigenvalue distribution formula $$, where $ho$ is the law of $varphi$, viewed as a square matrix, $pi$ is the free Poisson law, $u$ is the law of $D=varphi(1)$, and $delta=tr(D)$.

Cited in

(8)

• On the reduction criterion for random quantum states
• Quantum groups, from a functional analysis perspective
• Random matrices with log-range correlations, and log-Sobolev inequalities
• Block-modified Wishart matrices: the easy case
• On the asymptotic distribution of block-modified random matrices
• Asymptotic distributions of Wishart type products of random matrices
• On the separability of unitarily invariant random quantum states: the unbalanced regime
• Asymptotic eigenvalue distributions of block-transposed Wishart matrices

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