Operator-valued Semicircular Elements: Solving A Quadratic Matrix Equation with Positivity Constraints

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Publication:5439934




Abstract: We show that the quadratic matrix equation VW+eta(W)W=I, for given V with positive real part and given analytic mapping eta with some positivity preserving properties, has exactly one solution W with positive real part. We point out the relevance of this result in the context of operator-valued free probability theory and for the determination of the asymptotic eigenvalue distribution of band or block random matrices. We also address the problem of a numerical determination of the solution.




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