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Guillaume Cébron

Publications and source records attributed to Guillaume Cébron.

At least 19 recordsLinked to original sources

Functional inequalities for Boolean entropy

Building on the recently introduced notion of Boolean entropy, we define the corresponding Boolean Fisher information via a de Bruijn identity. We study the monotonicity of this Fisher information in the Boolean Central Limit Theorem and establish several functional inequalities involving these quantities, including a logarithmic Sobolev inequality. We also develop Non-microstate counterparts and prove the associated functional inequalities. In addition, we introduce a notion of Stein discrepancy in the Boolean setting, which leads to new Berry--Esseen type bounds in the Boolean central limit theorem.

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Combinatorics of cyclic-conditional freeness

This work investigates the combinatorial structures underlying cyclic conditional freeness and introduces cumulants that serve to linearize the cyclic conditional additive convolution. In the process, we establish the notion of "cyclic freeness", demonstrating its equivalence to infinitesimal freeness in the presence of tracial states. Furthermore, we show that cyclic conditional freeness can be reduced to cyclic freeness through a multivariate extension of the inverse Markov-Krein transform.

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Infinitesimal freeness for orthogonally invariant random matrices

We introduce a new kind of free independence, called real infinitesimal freeness. We show that independent orthogonally invariant with infinitesimal laws are asymptotically real infinitesimally free. We introduce new cumulants, called real infinitesimal cumulants and show that real infinitesimal freeness is equivalent to vanishing of mixed cumulants. We prove the formula for cumulants with products as entries.

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Strong Convergence of Multiplicative Brownian Motions on the General Linear Group

We consider the family of multiplicative Brownian motions $G_{λ,τ}$ on the general linear group introduced by Driver-Hall-Kemp. They are parametrized by the real variance $λ\in \mathbb{R}$ and the complex covariance $τ\in \mathbb{C}$ of the underlying elliptic Brownian motion. We show the almost sure strong convergence of the finite-dimensional marginals of $G_{λ,τ}$ to the corresponding free multiplicative Brownian motion introduced by Hall-Ho: as the dimension tends to infinity, not only does the noncommutative distribution converge almost surely, but the operator norm does as well. This result generalizes the work of Collins-Dahlqvist-Kemp for the special case $(λ,τ)=(1,0)$ which corresponds to the Brownian motion on the unitary group. Actually, this strong convergence remains valid when the family of multiplicative Brownian motions $G_{λ,τ}$ is considered alongside a family of strongly converging deterministic matrices.

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Central limit theorem for $ε$-independent products and higher-order tensors

We establish a central limit theorem (CLT) for families of products of $ε$-independent random variables. We utilize graphon limits to encode the evolution of independence and characterize the limiting distribution. Our framework subsumes a wide class of dependency structures and includes, as a special case, a CLT for higher-order tensor products of free random variables. Our results extend earlier findings and recover as a special case a recent tensor-free CLT, which was obtained through the development of a tensor analogue of free probability. In contrast, our approach is more direct and provides a unified and concise derivation of a more general CLT via graphon convergence.

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Graphon-Theoretic Approach to Central Limit Theorems for $ε$-Independence

We establish a central limit theorem for the sum of $ε$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting distribution, which depends on the asymptotic structure of the underlying graphs governing $ε$-independence. This framework yields a range of exotic limit laws, interpolating between free and classical cases and allowing for mixtures such as free and classical convolutions of the semi-circle and Gaussian distributions. We provide a complete characterization of the limiting law, captured as the distribution of an operator on the full Fock space. We extend our main result to the multivariate setting as well as the non-identically distributed case. The proof provides insights into the combinatorial structure of $ε$-independence, shedding light on a natural connection between the graph of crossings of the partitions involved and the graphon limit of the graphs of $ε$-independence.

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De Finetti Theorems for the Unitary Dual Group

We prove several de Finetti theorems for the unitary dual group, also called the Brown algebra. Firstly, we provide a finite de Finetti theorem characterizing $R$-diagonal elements with an identical distribution. This is surprising, since it applies to finite sequences in contrast to the de Finetti theorems for classical and quantum groups; also, it does not involve any known independence notion. Secondly, considering infinite sequences in $W^*$-probability spaces, our characterization boils down to operator-valued free centered circular elements, as in the case of the unitary quantum group $U_n^+$. Thirdly, the above de Finetti theorems build on dual group actions, the natural action when viewing the Brown algebra as a dual group. However, we may also equip the Brown algebra with a bialgebra action, which is closer to the quantum group setting in a way. But then, we obtain a no-go de Finetti theorem: invariance under the bialgebra action of the Brown algebra yields zero sequences, in $W^*$-probability spaces. On the other hand, if we drop the assumption of faithful states in $W^*$-probability spaces, we obtain a non-trivial half a de Finetti theorem similar to the case of the dual group action.

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Asymptotic cyclic-conditional freeness of random matrices

Voiculescu's freeness emerges in computing the asymptotic of spectra of polynomials on $N\times N$ random matrices with eigenspaces in generic positions: they are randomly rotated with a uniform unitary random matrix $U_N$. In this article we elaborate on the previous point by proposing a random matrix model, which we name the Vortex model, where $U_N$ has the law of a uniform unitary random matrix conditioned to leave invariant one deterministic vector $v_N$. In the limit $N \to +\infty$, we show that $N\times N$ matrices randomly rotated by the matrix $U_N$ are asymptotically conditionally free with respect to the normalized trace and the state vector $v_N$. To describe second order asymptotics, we define cyclic-conditional freeness, a new notion of independence unifying infinitesimal freeness, cyclic-monotone independence and cyclic-Boolean independence. The infinitesimal distribution in the Vortex model can be computed thanks to this new independence. Finally, we elaborate on the Vortex model in order to build random matrix models for ordered freeness and for indented independence.

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Universality of free random variables: atoms for non-commutative rational functions

Consider a tuple $(Y_1,\dots,Y_d)$ of normal operators in a tracial operator algebra setting with prescribed sizes of the eigenspaces for each $Y_i$. We address the question what one can say about the sizes of the eigenspaces for any non-commutative polynomial $P(Y_1,\dots,Y_d)$ in those operators? We show that for each polynomial $P$ there are unavoidable eigenspaces, which occur in $P(Y_1,\dots,Y_d)$ for any $(Y_1,\dots,Y_d)$ with the prescribed eigenspaces for the marginals. We will describe this minimal situation both in algebraic terms - where it is given by realizations via matrices over the free skew field and via rank calculations - and in analytic terms - where it is given by freely independent random variables with prescribed atoms in their distributions. The fact that the latter situation corresponds to this minimal situation allows to draw many new conclusions about atoms in polynomials of free variables. In particular, we give a complete description of atoms in the free commutator and the free anti-commutator. Furthermore, our results do not only apply to polynomials, but much more general also to non-commutative rational functions. Since many random matrix models become asymptotically free in the large $N$ limit, our results allow us to calculate the location and size of atoms in the asymptotic eigenvalue distribution of polynomials and rational functions in randomly rotated matrices.

math.OA↗

Freeness of type $B$ and conditional freeness for random matrices

The asymptotic freeness of independent unitarily invariant $N\times N$ random matrices holds in expectation up to $O(N^{-2})$. An already known consequence is the infinitesimal freeness in expectation. We put in evidence another consequence for unitarily invariant random matrices: the almost sure asymptotic freeness of type $B$. As byproducts, we recover the asymptotic cyclic monotonicity, and we get the asymptotic conditional freeness. In particular, the eigenvector empirical spectral distribution of the sum of two randomly rotated random matrices converges towards the conditionally free convolution. We also show new connections between infinitesimal freeness, freeness of type $B$, conditional freeness, cyclic monotonicity and monotone independence. Finally, we show rigorously that the BBP phase transition for an additive rank-one perturbation of a GUE matrix is a consequence of the asymptotic conditional freeness, and the arguments extend to the study of the outlier eigenvalues of other unitarily invariant ensembles.

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Operator-Valued Matrices with Free or Exchangeable Entries

We study matrices whose entries are free or exchangeable noncommutative elements in some tracial $W^*$-probability space. More precisely, we consider operator-valued Wigner and Wishart matrices and prove quantitative convergence to operator-valued semicircular elements over some subalgebra in terms of Cauchy transforms. As direct applications, we obtain explicit rates of convergence for a large class of random block matrices with independent or correlated blocks. Our approach relies on a noncommutative extension of the Lindeberg method and operator-valued Gaussian interpolation techniques.

math.PR↗

Traffic Distributions and Independence II: Universal Constructions for Traffic Spaces

We investigate questions related to the notion of traffics introduced by the author C. Male as a noncommutative probability space with numerous additional operations and equipped with the notion of traffic independence. We prove that any sequence of unitarily invariant random matrices that converges in noncommutative distribution converges in distribution of traffics whenever it fulfills some factorization property. We provide an explicit description of the limit which allows to recover and extend some applications (on the freeness from the transposed ensembles by Mingo and Popa and the freeness of infinite transitive graphs by Accardi, Lenczewski and Salapata). We also improve the theory of traffic spaces by considering a positivity axiom related to the notion of state in noncommutative probability. We construct the free product of spaces of traffics and prove that it preserves the positivity condition. This analysis leads to our main result stating that every noncommutative probability space endowed with a tracial state can be enlarged and equipped with a structure of space of traffics.

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Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices

We consider a square random matrix of size $N$ of the form $P(Y,A)$ where $P$ is a noncommutative polynomial, $A$ is a tuple of deterministic matrices converging in $\ast$-distribution, when $N$ goes to infinity, towards a tuple $a$ in some $\mathcal{C}^*$-probability space and $Y$ is a tuple of independent matrices with i.i.d. centered entries with variance $1/N$. We investigate the eigenvalues of $P(Y,A)$ outside the spectrum of $P(c,a)$ where $c$ is a circular system which is free from $a$. We provide a sufficient condition to guarantee that these eigenvalues coincide asymptotically with those of $P(0,A)$.

math.PR↗

A note on existence of free Stein kernels

Stein kernels are a way of comparing probability distributions, defined via integration by parts formulas. We provide two constructions of Stein kernels in free probability. One is given by an explicit formula, and the other via free Poincaré inequalities. In particular, we show that unlike in the classical setting, free Stein kernels always exist. As corollaries, we derive new bounds on the rate of convergence in the free CLT, and a strengthening of a characterization of the semicircular law due to Biane.

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Large permutation invariant random matrices are asymptotically free over the diagonal

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).

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A quantitative fourth moment theorem in free probability theory

A quantitative "fourth moment theorem" is provided for any self-adjoint element in a homogeneous Wigner chaos: the Wasserstein distance is controlled by the distance from the fourth moment to two. The proof uses the free counterpart of the Stein discrepancy. On the way, the free analogue of the WSH inequality is established.

math.PR↗

Segal-Bargmann transform: the $q$-deformation

We give identifications of the $q$-deformed Segal-Bargmann transform and define the Segal-Bargmann transform on mixed $q$-Gaussian variables. We prove that, when defined on the random matrix model of Śniady for the $q$-Gaussian variable, the classical Segal-Bargmann transform converges to the $q$-deformed Segal-Bargmann transform in the large $N$ limit. We also show that the $q$-deformed Segal-Bargmann transform can be recovered as a limit of a mixture of classical and free Segal-Bargmann transform.

math.PR↗

Fluctuation of matrix entries and application to outliers of elliptic matrices

For any family of $N\times N$ random matrices $(\mathbf{A}_k)_{k\in K}$ which is invariant, in law, under unitary conjugation, we give general sufficient conditions for central limit theorems for random variables of the type $\operatorname{Tr}(\mathbf{A}_k \mathbf{M})$, where the matrix $\mathbf{M}$ is deterministic (such random variables include for example the normalized matrix entries of the $\mathbf{A}_k$'s). A consequence is the asymptotic independence of the projection of the matrices $\mathbf{A}_k$ onto the subspace of null trace matrices from their projections onto the orthogonal of this subspace. These results are used to study the asymptotic behavior of the outliers of a spiked elliptic random matrix. More precisely, we show that the fluctuations of these outliers around their limits can have various rates of convergence, depending on the Jordan Canonical Form of the additive perturbation. Also, some correlations can arise between outliers at a macroscopic distance from each other. These phenomena have already been observed by Benaych-Georges and Rochet with random matrices from the Single Ring Theorem.

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