Convergence of the largest singular value of a polynomial in independent Wigner matrices
From MaRDI portal
Publication:373563
DOI10.1214/11-AOP739zbMath1282.60007arXiv1103.4825OpenAlexW2125052248MaRDI QIDQ373563
Publication date: 17 October 2013
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.4825
random matricessingular valuesWigner matricesfree probabilitySchwinger-Dyson equationnoncommutative polynomialsdistribution of eigenvalues
Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Random matrices (algebraic aspects) (15B52)
Related Items (33)
On the operator norm of non-commutative polynomials in deterministic matrices and iid Haar unitary matrices ⋮ Eigenvalues of block structured asymmetric random matrices ⋮ Analytic subordination for bi-free convolution ⋮ Linearizing the word problem in (some) free fields ⋮ Power Law Decay for Systems of Randomly Coupled Differential Equations ⋮ Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem ⋮ Eigenvalues of non-Hermitian random matrices and Brown measure of non-normal operators: Hermitian reduction and linearization method ⋮ Applications of realizations (aka linearizations) to free probability ⋮ Spectral properties of polynomials in independent Wigner and deterministic matrices ⋮ Outliers in the spectrum for products of independent random matrices ⋮ On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series ⋮ Berry-Esseen bounds for the multivariate ℬ-free CLT and operator-valued matrices ⋮ Random matrices and random graphs ⋮ Convergence for noncommutative rational functions evaluated in random matrices ⋮ The free field: realization via unbounded operators and Atiyah property ⋮ On the analytic structure of second-order non-commutative probability spaces and functions of bounded Fréchet variation ⋮ Brown measures of free circular and multiplicative Brownian motions with self-adjoint and unitary initial conditions ⋮ Matrix coefficient realization theory of noncommutative rational functions ⋮ Largest eigenvalue of large random block matrices: A combinatorial approach ⋮ A local limit law for the empirical spectral distribution of the anticommutator of independent Wigner matrices ⋮ On the almost sure location of the singular values of certain Gaussian block-Hankel large random matrices ⋮ Local law and Tracy-Widom limit for sparse sample covariance matrices ⋮ Products of independent elliptic random matrices ⋮ On the global fluctuations of block Gaussian matrices ⋮ Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices ⋮ Operator-valued chordal Loewner chains and non-commutative probability ⋮ Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix ⋮ Local laws for polynomials of Wigner matrices ⋮ A general solution to (free) deterministic equivalents ⋮ Location of the spectrum of Kronecker random matrices ⋮ On a linearization trick ⋮ Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices ⋮ Eigenvalues of random lifts and polynomials of random permutation matrices
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
- A universality result for the smallest eigenvalues of certain sample covariance matrices
- Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
- The eigenvalues of random symmetric matrices
- Simple \(C^*\)-algebras generated by isometries
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
- Non-commutative polynomials of independent Gaussian random matrices. The real and symplectic cases.
- The norm of polynomials in large random and deterministic matrices
- A CLT for information-theoretic statistics of Gram random matrices with a given variance profile
- Deterministic equivalents for certain functionals of large random matrices
- A random matrix approach to the lack of projections in \(C_{\mathrm {red}}^{\ast}(\mathbb F_2)\)
- A new application of random matrices: \(\operatorname{Ext} (C_{\text{red}}^*(F_2))\) is not a group
- Free Random Variables
- Lectures on the Combinatorics of Free Probability
- An Introduction to Random Matrices
- Strong asymptotic freeness for Wigner and Wishart matrices
- Concentration for noncommutative polynomials in random matrices
- Operator-valued Semicircular Elements: Solving A Quadratic Matrix Equation with Positivity Constraints
This page was built for publication: Convergence of the largest singular value of a polynomial in independent Wigner matrices