Rectangular matrix additions in low and high temperatures

arXiv2303.13812MaRDI QIDQ6509305FDOQ6509305

Authors: Jiaming Xu 

Abstract: We study the addition of two random independent $MimesN$ rectangular random matrices with invariant distributions in two limit regimes, where the parameter beta (inverse temperature) goes to infinity and zero. In low temperature regime the random singular values of the sum concentrate at deterministic points, while in high temperature regime we obtain a Law of Large Numbers for the empirical measures. As a consequence, we deliver a duality between low and high temperatures. Our proof uses the type BC Bessel function as characteristic function of rectangular matrices, and through the analysis of this function we introduce a new family of cumulants, that linearize the addition in high temperature limit, and degenerate to the classical or free cumulants in special cases.

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