arXiv subjects
Publications and source records attributed to Benson Au.
We study additive finite-rank perturbations of random periodic band matrices under the assumption that the nontrivial eigenvalues of the perturbation do not depend on the dimension. We establish the eigenvalue/eigenvector BBP transition in this model for band widths $b_N \gg N^\varepsilon$. Our analysis relies on moment method calculations for general vector states.
Let $\mathbf{T}_{d, N}: Ω\to \mathbb{R}^{N^d}$ be a random real symmetric Wigner-type tensor. For unit vectors $(u_N^{(i, j)})_{i \in I, j \in [d-2]} \subset \mathbb{S}^{N-1}$, we study the contracted tensor ensemble \[ \left(\frac{1}{\sqrt{N}}\mathbf{T}_{d, N}\left[u_N^{(i, 1)} \otimes \cdots \otimes u_N^{(i, d-2)}\right]\right)_{i \in I}. \] For large $N$, we show that the joint spectral distribution of this ensemble is well-approximated by a semicircular family $(s_i)_{i \in I}$ whose covariance $(\mathbf{K}_{i, i'}^{(N)})_{i, i'\in I}$ is given by the rescaled overlaps of the corresponding symmetrized contractions \[ \mathbf{K}_{i, i'}^{(N)} = \frac{1}{d(d-1)}\langle u_N^{(i, 1)} \odot \cdots \odot u_N^{(i, d-2)}, u_N^{(i', 1)} \odot \cdots \odot u_N^{(i', d-2)} \rangle, \] which is the true covariance of the ensemble up to a $O_d(N^{-1})$ correction. We further characterize the extreme cases of the variance $\mathbf{K}_{i, i}^{(N)} \in [\frac{1}{d!}, \frac{1}{d(d-1)}]$. Our analysis relies on a tensorial extension of the usual graphical calculus for moment method calculations in random matrix theory, allowing us to access the independence in our random tensor ensemble.
Let $(σ_N^{(i)})_{i \in I}$ be a family of symmetric permutations of the entries of a Wigner matrix $\mathbf{W}_N$. We characterize the limiting traffic distribution of the corresponding family of dependent Wigner matrices $(\mathbf{W}_N^{σ_N^{(i)}})_{i \in I}$ in terms of the geometry of the permutations. We also consider the analogous problem for the limiting joint distribution of $(\mathbf{W}_N^{σ_N^{(i)}})_{i \in I}$. In particular, we obtain a description in terms of semicircular families with general covariance structures. As a special case, we derive necessary and sufficient conditions for traffic independence as well as sufficient conditions for free independence.
For any tracial non-commutative probability space $(\mathcal{A}, φ)$, Cébron, Dahlqvist, and Male showed that one can always construct an enveloping traffic space $(\mathcal{G}(\mathcal{A}), τ_φ)$ that extends the trace. This construction provides a universal object that allows one to appeal to the traffic probability framework in generic situations, prioritizing an understanding of its structure. In this article, we prove that $(\mathcal{G}(\mathcal{A}), τ_φ)$ admits a canonical free product decomposition $\mathcal{A} * \mathcal{A}^\intercal * Θ(\mathcal{G}(\mathcal{A}))$. In particular, $\mathcal{A}^\intercal$ is an anti-isomorphic copy of $\mathcal{A}$, and $Θ(\mathcal{G}(\mathcal{A}))$ is, up to degeneracy, a commutative algebra generated by Gaussian random variables with a covariance structure diagonalized by the graph operations. If $(\mathcal{A}, φ)$ itself is a free product, then we describe how this additional structure lifts into $(\mathcal{G}(\mathcal{A}), τ_φ)$. Here, we find a connection between free independence and classical independence opposite the usual direction. Up to degeneracy, we further show that $(\mathcal{G}(\mathcal{A}), τ_φ)$ is spanned by tree-like graph operations. Finally, we apply our results to the study of large (possibly dependent) random matrices. Our analysis relies on the combinatorics of cactus graphs and the resulting cactus-cumulant correspondence.
We prove a sharp $\sqrt{N}$ transition for the infinitesimal distribution of a periodically banded GUE matrix. For band widths $b_N = Ω(\sqrt{N})$, we further prove that our model is infinitesimally free from the matrix units and the normalized all-ones matrix. Our results allow us to extend previous work of Shlyakhtenko on finite-rank perturbations of Wigner matrices in the infinitesimal framework. For finite-rank perturbations of our model, we find outliers at the classical positions from the deformed Wigner ensemble.
We prove that independent families of permutation invariant random matrices are asymptotically free over the diagonal, both in probability and in expectation, under a uniform boundedness assumption on the operator norm. We can relax the operator norm assumption to an estimate on sums associated to graphs of matrices, further extending the range of applications (for example, to Wigner matrices with exploding moments and so the sparse regime of the Erdős-Rényi model). The result still holds even if the matrices are multiplied entrywise by bounded random variables (for example, as in the case of matrices with a variance profile and percolation models).
We study random band matrices within the framework of traffic probability, an operadic non-commutative probability theory introduced by Male based on graph operations. As a starting point, we revisit the familiar case of the permutation invariant Wigner matrices and compare the situation to the general case in the absence of this invariance. Here, we find a departure from the usual free probabilistic universality of the joint distribution of independent Wigner matrices. We then show how the traffic space of Wigner matrices completely realizes the traffic central limit theorem. We further prove general Markov-type concentration inequalities for the joint traffic distribution of independent Wigner matrices. We then extend our analysis to random band matrices, as studied by Bogachev, Molchanov, and Pastur, and investigate the extent to which the joint traffic distribution of independent copies of these matrices deviates from the Wigner case.