Traffic probability for rectangular random matrices
This article discusses the generalization of Male's traffic distributions (see [\textit{C. Male}, Traffic distributions and independence: permutation invariant random matrices and the three notions of independence. Providence, RI: American Mathematical Society (AMS) (2020; Zbl 1487.60002)] for an introduction) to the case of rectangular matrix ensembles that are bi-invariant under permutations. The problem is restated using an embedding in square block matrices. Traffic spaces are generalized using the notion of rectangular probabability space introduced in the work of Benaych-Georges (see in particular [\textit{F. Benaych-Georges}, Probab. Theory Relat. Fields 144, No. 3--4, 471--515 (2009; Zbl 1171.15022)]), and the addition of a grading structure to the graphs considered in usual traffic spaces.\N\NConsider \(l\) independent families of block permutation-invariant rectangular matrices \(\mathbf{B_{1}}, \ldots, \mathbf{B_{l}}\), each admitting a limiting infinitesimal traffic distribution in the large dimension limit. The main result of this article allows to deduce the existence of a limiting infinitesimal traffic distribution for the joint family \((\mathbf{B_{1}}, \ldots, \mathbf{B_{l}})\). This is the rectangular analogue of a result of Male for square matrices.\N\NRectangular matrices with structured entries are studied using the notion of clickable cumulants introduced by \textit{Ø. Ryan} [Commun. Math. Phys. 193, No. 3, 595--626 (1998; Zbl 0912.60013)]. Key to the analysis of he distribution of rectangular matrices with structured entries is the new notion of clickable traffic. Finally, the relation to other types of operator independence is discussed.
- Traffic distributions and independence: permutation invariant random matrices and the three notions of independence
- Traffic distributions and independence. II: Universal constructions for traffic spaces
- Traffic distributions of random band matrices
- Rectangular random matrices, related convolution
- Limit distributions of random matrices
- Amalgamated free Lévy processes as limits of sample covariance matrices
- Colored operads
- Conditionally monotone independence I: Independence, additive convolutions and related convolutions
- Conditionally monotone independence II: multiplicative convolutions and infinite divisibility
- Convolution and limit theorems for conditionally free random variables
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Freeness over the diagonal for large random matrices
- scientific article; zbMATH DE number 970057 (Why is no real title available?)
- Limit laws for random matrices and free products
- On a surprising relation between the Marchenko-Pastur law, rectangular and square free convolutions
- On certain free product factors via an extended matrix model
- On the limit distributions of random matrices with independent or free entries
- On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries
- Random matrix models for datasets with fixed time horizons
- Realization of conditionally monotone independence and monotone products of completely positive maps
- Rectangular random matrices, entropy, and Fisher's information
- Rectangular random matrices, related convolution
- The limiting distributions of large heavy Wigner and arbitrary random matrices
- Traffic distributions and independence. II: Universal constructions for traffic spaces
- Traffic distributions and independence: permutation invariant random matrices and the three notions of independence
This page was built for publication: Traffic probability for rectangular random matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6592974)
