Asymptotic properties of random matrices and pseudomatrices
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Publication:643442
DOI10.1016/J.AIM.2011.07.011zbMATH Open1257.46037arXiv1001.0667OpenAlexW2051353393MaRDI QIDQ643442FDOQ643442
Authors: Romuald Lenczewski 
Publication date: 28 October 2011
Published in: Advances in Mathematics (Search for Journal in Brave)
Abstract: We study the asymptotics of sums of matricially free random variables called random pseudomatrices, and we compare it with that of random matrices with block-identical variances. For objects of both types we find the limit joint distributions of blocks and give their Hilbert space realizations, using operators called `matricially free Gaussian operators'. In particular, if the variance matrices are symmetric, the asymptotics of symmetric blocks of random pseudomatrices agrees with that of symmetric random blocks. We also show that blocks of random pseudomatrices are `asymptotically matricially free' whereas the corresponding symmetric random blocks are `asymptotically symmetrically matricially free', where symmetric matricial freeness is obtained from matricial freeness by an operation of symmetrization. Finally, we show that row blocks of square, lower-block-triangular and block-diagonal pseudomatrices are asymptotically free, monotone independent and boolean independent, respectively.
Full work available at URL: https://arxiv.org/abs/1001.0667
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Cited In (12)
- Limit distributions of random matrices
- Multivariate Fuss-Narayana polynomials and their application to random matrices
- Precise asymptotics for random matrices and random growth models
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- Asymptotic \(\ast\)-moments of some random Vandermonde matrices
- On the asymptotic distribution of integer matrices
- Asymptotic properties of large random matrices with independent entries
- An asymptotic property of large matrices with identically distributed Boolean independent entries
- Matricially free random variables
- Title not available (Why is that?)
- Asymptotic eigenvalue distributions of block-transposed Wishart matrices
- Matricial \(R\)-transform
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