On the analytic structure of second-order non-commutative probability spaces and functions of bounded Fréchet variation

DOI10.1142/S2010326322500447zbMATH Open1517.60010arXiv2201.04112OpenAlexW4282922816WikidataQ114071584 ScholiaQ114071584MaRDI QIDQ6163571FDOQ6163571

Authors: M. C. Díaz, James A. Mingo 

Publication date: 26 June 2023

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

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, $G_2$. 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 $G_2$.

Full work available at URL: https://arxiv.org/abs/2201.04112

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zbMATH Keywords

random matrix theorylinear statisticsbounded Fréchet variation

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Free probability and free operator algebras (46L54)

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Cited In (1)

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