On the analytic structure of second-order non-commutative probability spaces and functions of bounded Fréchet variation
From MaRDI portal
Publication:6163571
Abstract: In this paper we propose a new approach to the central limit theorem (CLT), based on functions of bounded F'echet variation for the continuously differentiable linear statistics of random matrix ensembles which relies on: a weaker form of a large deviation principle for the operator norm; a Poincar'{e}-type inequality for the linear statistics; and the existence of a second-order limit distribution. This approach frames into a single setting many known random matrix ensembles and, as a consequence, classical central limit theorems for linear statistics are recovered and new ones are established, e.g., the CLT for the continuously differentiable linear statistics of block Gaussian matrices. In addition, our main results contribute to the understanding of the analytical structure of second-order non-commutative probability spaces. On the one hand, they pinpoint the source of the unbounded nature of the bilinear functional associated to these spaces; on the other hand, they lead to a general archetype for the integral representation of the second-order Cauchy transform, . Furthermore, we establish that the covariance of resolvents converges to this transform and that the limiting covariance of analytic linear statistics can be expressed as a contour integral in .
Recommendations
- Two-parameter non-commutative central limit theorem
- A proof of a non-commutative central limit theorem by the Lindeberg method
- Fluctuations of eigenvalues and second order Poincaré inequalities
- Second order freeness and fluctuations of random matrices. I: Gaussian and Wishart matrices and cyclic Fock spaces
- Central limit theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
Cites work
- scientific article; zbMATH DE number 1138484 (Why is no real title available?)
- scientific article; zbMATH DE number 2207689 (Why is no real title available?)
- scientific article; zbMATH DE number 2237401 (Why is no real title available?)
- scientific article; zbMATH DE number 3182326 (Why is no real title available?)
- A CLT for a band matrix model
- A new application of random matrices: \(\operatorname{Ext} (C_{\text{red}}^*(F_2))\) is not a group
- Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
- Asymptotically liberating sequences of random unitary matrices
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Characteristic vectors of bordered matrices with infinite dimensions
- Characteristic vectors of bordered matrices with infinite dimensions. II
- Convergence of the largest singular value of a polynomial in independent Wigner matrices
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Eigenvalue distribution of large random matrices
- Fluctuations for matrix-valued Gaussian processes
- Free probability of type B and asymptotics of finite-rank perturbations of random matrices
- Freeness and the transposes of unitarily invariant random matrices
- Functionals of Bounded Frechet Variation
- Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
- Integral Representations of Bilinear Functionals
- Large deviations for Wigner's law and Voiculescu's non-commutative entropy
- Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
- Limit laws for random matrices and free products
- Local law of addition of random matrices on optimal scale
- On fluctuations of eigenvalues of random Hermitian matrices.
- On the Eigenvalues of Random Matrices
- On the distribution of the roots of certain symmetric matrices
- On the global fluctuations of block Gaussian matrices
- Outliers in the spectrum of large deformed unitarily invariant models
- Second order freeness and fluctuations of random matrices. I: Gaussian and Wishart matrices and cyclic Fock spaces
- Second order freeness and fluctuations of random matrices. II: Unitary random matrices
- Second order freeness and fluctuations of random matrices. III: Higher order freeness and free cumulants
- Small deviations for beta ensembles
- The norm of polynomials in large random and deterministic matrices
- The strong asymptotic freeness of Haar and deterministic matrices
This page was built for publication: On the analytic structure of second-order non-commutative probability spaces and functions of bounded Fréchet variation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6163571)
