Asymptotic cyclic-conditional freeness of random matrices

DOI10.1142/S2010326323500144arXiv2207.06249MaRDI QIDQ6404860FDOQ6404860

Authors: Guillaume Cébron, Nicolas Gilliers 

Publication date: 13 July 2022

Abstract: Voiculescu's freeness emerges in computing the asymptotic of spectra of polynomials on $NimesN$ random matrices with eigenspaces in generic positions: they are randomly rotated with a uniform unitary random matrix $U_N$. In this article we elaborate on the previous point by proposing a random matrix model, which we name the Vortex model, where $U_N$ has the law of a uniform unitary random matrix conditioned to leave invariant one deterministic vector $v_N$. In the limit $No+infty$, we show that $NimesN$ matrices randomly rotated by the matrix $U_N$ are asymptotically conditionally free with respect to the normalized trace and the state vector $v_N$. To describe second order asymptotics, we define cyclic-conditional freeness, a new notion of independence unifying infinitesimal freeness, cyclic-monotone independence and cyclic-Boolean independence. The infinitesimal distribution in the Vortex model can be computed thanks to this new independence. Finally, we elaborate on the Vortex model in order to build random matrix models for ordered freeness and for indented independence.

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Mathematics Subject Classification ID

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

Cited In (2)

• Matrix models for cyclic monotone and monotone independences
• Freeness of type B and conditional freeness for random matrices

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