Convergence of the largest singular value of a polynomial in independent Wigner matrices

DOI10.1214/11-AOP739zbMATH Open1282.60007arXiv1103.4825OpenAlexW2125052248MaRDI QIDQ373563FDOQ373563

Authors: Greg W. Anderson 

Publication date: 17 October 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: For polynomials in independent Wigner matrices, we prove convergence of the largest singular value to the operator norm of the corresponding polynomial in free semicircular variables, under fourth moment hypotheses. We actually prove a more general result of the form "no eigenvalues outside the support of the limiting eigenvalue distribution." We build on ideas of Haagerup-Schultz-Thorbj{o}rnsen on the one hand and Bai-Silverstein on the other. We refine the linearization trick so as to preserve self-adjointness and we develop a secondary trick bearing on the calculation of correction terms. Instead of Poincar'{e}-type inequalities, we use a variety of matrix identities and $L^p$ estimates. The Schwinger-Dyson equation controls much of the analysis.

Full work available at URL: https://arxiv.org/abs/1103.4825

Recommendations

• Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
• Convergence rates of the spectral distributions of large Wigner matrices
• Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices
• Spectral properties of polynomials in independent Wigner and deterministic matrices
• Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
• Remarks on the convergence rate of the spectral distributions of Wigner matrices
• On the convergence of the spectral empirical process of Wigner matrices
• Small deviation estimates for the largest eigenvalue of Wigner matrices
• Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices

zbMATH Keywords

singular valuesrandom matricesfree probabilitySchwinger-Dyson equationWigner matricesnoncommutative polynomialsdistribution of eigenvalues

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Lectures on the Combinatorics of Free Probability
• The eigenvalues of random symmetric matrices
• No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
• Simple \(C^*\)-algebras generated by isometries
• An introduction to random matrices
• Title not available (Why is that?)
• Free Random Variables
• Title not available (Why is that?)
• Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
• Title not available (Why is that?)
• Non-commutative polynomials of independent Gaussian random matrices. The real and symplectic cases.
• 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 new application of random matrices: \(\operatorname{Ext} (C_{\text{red}}^*(F_2))\) is not a group
• Strong asymptotic freeness for Wigner and Wishart matrices
• Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
• The norm of polynomials in large random and deterministic matrices
• A universality result for the smallest eigenvalues of certain sample covariance matrices
• A random matrix approach to the lack of projections in \(C_{\mathrm {red}}^{\ast}(\mathbb F_2)\)
• Concentration for noncommutative polynomials in random matrices
• Operator-valued Semicircular Elements: Solving A Quadratic Matrix Equation with Positivity Constraints

Cited In (37)

• The free field: realization via unbounded operators and Atiyah property
• Linearizing the word problem in (some) free fields
• Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
• Strong asymptotic freeness for independent uniform variables on compact groups associated to nontrivial representations
• On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series
• On a linearization trick
• Berry-Esseen bounds for the multivariate ℬ-free CLT and operator-valued matrices
• Operator-valued chordal Loewner chains and non-commutative probability
• Convergence for noncommutative rational functions evaluated in random matrices
• Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix
• Analytic subordination for bi-free convolution
• On the operator norm of non-commutative polynomials in deterministic matrices and iid Haar unitary matrices
• On the analytic structure of second-order non-commutative probability spaces and functions of bounded Fréchet variation
• Spectral properties of polynomials in independent Wigner and deterministic matrices
• Eigenvalues of random lifts and polynomials of random permutation matrices
• Largest eigenvalue of large random block matrices: A combinatorial approach
• Asymptotic freeness through unitaries generated by polynomials of Wigner matrices
• A general solution to (free) deterministic equivalents
• Products of independent elliptic random matrices
• Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices
• Location of the spectrum of Kronecker random matrices
• Brown measures of free circular and multiplicative Brownian motions with self-adjoint and unitary initial conditions
• Eigenvalues of block structured asymmetric random matrices
• Applications of realizations (aka linearizations) to free probability
• Matrix coefficient realization theory of noncommutative rational functions
• Norm convergence rate for multivariate quadratic polynomials of Wigner matrices
• On the global fluctuations of block Gaussian matrices
• Eigenvalues of non-Hermitian random matrices and Brown measure of non-normal operators: Hermitian reduction and linearization method
• Universality and sharp matrix concentration inequalities
• Power Law Decay for Systems of Randomly Coupled Differential Equations
• 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 laws for polynomials of Wigner matrices
• Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices
• Outliers in the spectrum for products of independent random matrices
• Local law and Tracy-Widom limit for sparse sample covariance matrices
• Random matrices and random graphs

This page was built for publication: Convergence of the largest singular value of a polynomial in independent Wigner matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q373563)