Free probability of type B and asymptotics of finite-rank perturbations of random matrices

DOI10.1512/iumj.2018.67.7294zbMath1400.60008arXiv1509.08841OpenAlexW2963912523WikidataQ129912570 ScholiaQ129912570MaRDI QIDQ4962390

Dimitri Shlyakhtenko

Publication date: 2 November 2018

Published in: Indiana University Mathematics Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.08841

zbMATH Keywords

asymptotic freenessfinite-rank perturbation

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items (10)

Finite free cumulants: Multiplicative convolutions, genus expansion and infinitesimal distributions ⋮ A unified approach to infinitesimal freeness with amalgamation ⋮ Cyclic independence: Boolean and monotone ⋮ Multiplicative and semi-multiplicative functions on non-crossing partitions, and relations to cumulants ⋮ On the analytic structure of second-order non-commutative probability spaces and functions of bounded Fréchet variation ⋮ Relations between infinitesimal non-commutative cumulants ⋮ Non‐crossing annular pairings and the infinitesimal distribution of the<scp>goe</scp> ⋮ Polynomial with cyclic monotone elements with applications to Random Matrices with discrete spectrum ⋮ A construction which relates $c$-freeness to infinitesimal freeness ⋮ On operator-valued infinitesimal Boolean and monotone independence

Cites Work

• Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices
• Almost sure localization of the eigenvalues in a Gaussian information plus noise model. Application to the spiked models.
• The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
• Outliers in the spectrum of large deformed unitarily invariant models
• On sample eigenvalues in a generalized spiked population model
• The largest eigenvalue of small rank perturbations of Hermitian random matrices
• Large random matrices: Lectures on macroscopic asymptotics. École d'Été des Probabilités de Saint-Flour XXXVI -- 2006
• Infinitesimal non-crossing cumulants and free probability of type B
• The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
• Limit laws for random matrices and free products
• The analogues of entropy and of Fisher's information measure in free probability theory. I
• Processes with free increments
• On the distribution of the largest eigenvalue in principal components analysis
• On finite rank deformations of Wigner matrices
• On fluctuations of eigenvalues of random Hermitian matrices.
• The largest eigenvalue of rank one deformation of large Wigner matrices
• Eigenvalues of large sample covariance matrices of spiked population models
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
• Free probability of type <i>B</i>: analytic interpretation and applications
• Free Random Variables
• Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
• Non-crossing cumulants of type B
• Exact separation phenomenon for the eigenvalues of large Information-Plus-Noise type matrices. Application to spiked models

This page was built for publication: Free probability of type B and asymptotics of finite-rank perturbations of random matrices