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arXiv · 1010.5220

Summing free unitary random matrices

Andrzej Jarosz
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Abstract

I use quaternion free probability calculus - an extension of free probability to non-Hermitian matrices (which is introduced in a succinct but self-contained way) - to derive in the large-size limit the mean densities of the eigenvalues and singular values of sums of independent unitary random matrices, weighted by complex numbers. In the case of CUE summands, I write them in terms of two "master equations," which I then solve and numerically test in four specific cases. I conjecture a finite-size extension of these results, exploiting the complementary error function. I prove a central limit theorem, and its first sub-leading correction, for independent identically-distributed zero-drift unitary random matrices.

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Andrzej Jarosz. 2011-03-27. Summing free unitary random matrices. https://doi.org/10.1103/physreve.84.011146

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