Free diffusions and matrix models with strictly convex interaction

DOI10.1007/S00039-009-0704-0zbMATH Open1187.46056arXivmath/0701787OpenAlexW2591821495MaRDI QIDQ841086FDOQ841086

Authors: Alice Guionnet, D. Shlyakhtenko 

Publication date: 14 September 2009

Published in: Geometric and Functional Analysis. GAFA (Search for Journal in Brave)

Abstract: We study solutions to the free stochastic differential equation $d{X}_t=d{S}_t-halfDV(X_t)dt$, where $V$ is a locally convex polynomial potential in $m$ non-commuting variables. We show that for self-adjoint $V$, the law $m{u}_V$ of a stationary solution is the limit law of a random matrix model, in which an $m$-tuple of self-adjoint matrices are chosen according to the law $exp(-NextrmTr(V(A_1,\mathrm{...},A_m)))d{A}_1\mathrm{...}d{A}_m$. We show that if $$ depends on complex parameters $$, then the law $m{u}_V$ is analytic in $$ at least for those $$ for which $$ is locally convex. In particular, this gives information on the region of convergence of the generating function for planar maps. We show that the solution $d{X}_t$ has nice convergence properties with respect to the operator norm. This allows us to derive several properties of $C^{\ast }$ and $W^{*}$ algebras generated by an $m$-tuple with law $m{u}_V$. Among them is lack of projections, exactness, the Haagerup property, and embeddability into the ultrapower of the hyperfinite II${}_1$ factor. We show that the microstates free entropy $chi(a{u}_V)$ is finite. A corollary of these results is the fact that the support of the law of any self-adjoint polynomial in $X_1,\mathrm{...},X_n$ under the law $m{u}_V$ is connected, vastly generalizing the case of a single random matrix.

Full work available at URL: https://arxiv.org/abs/math/0701787

Recommendations

• Interacting diffusions on positive definite matrices
• scientific article; zbMATH DE number 1003147
• Matrix concentration inequalities and free probability
• Random matrix models of stochastic integral type for free infinitely divisible distributions
• Random Matrix Model for Free Meixner Laws
• Random matrices and free probability
• Stochastic differential equations related to random matrix theory
• Infinite-dimensional stochastic differential equations related to random matrices
• Diffusions interacting through a random matrix: universality via stochastic Taylor expansion
• Random matrices by MA models and compound free Poisson laws

zbMATH Keywords

matrix modelfree entropyfree diffusionmicrostatetracial state, Schwinger-Dyson equation

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Enumeration in graph theory (05C30) Subfactors and their classification (46L37) Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54)

Cited In (18)

• On the rough-paths approach to non-commutative stochastic calculus
• Free moment measures and laws
• Free transport for convex potentials
• An elementary approach to free entropy theory for convex potentials
• Wigner chaos and the fourth moment
• Random matrices and the Potts model on random graphs
• Noncommutative partially convex rational functions
• Tracial smooth functions of non-commuting variables and the free Wasserstein manifold
• Free monotone transport
• A free stochastic partial differential equation
• Free analysis and random matrices
• Free diffusions, free entropy and free Fisher information
• Globally trace-positive noncommutative polynomials and the unbounded tracial moment problem
• Hölder continuity of cumulative distribution functions for noncommutative polynomials under finite free Fisher information
• Loop models, random matrices and planar algebras
• Random matrix model with external source and a constrained vector equilibrium problem
• Analyticity results for the cumulants in a random matrix model
• Rare events in random matrix theory

This page was built for publication: Free diffusions and matrix models with strictly convex interaction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q841086)