arXiv subjects
Publications and source records attributed to James A. Mingo.
We show that real second order freeness appears in the study of Haar unitary and unitarily invariant random matrices when transposes are also considered. In particular we obtain the unexpected result that a unitarily invariant random matrix will be asymptotically free from its transpose.
In this note we want to have another look on Schwinger-Dyson equations for the eigenvalue distributions and the fluctuations of classical unitarily invariant random matrix models. We are exclusively dealing with one-matrix models, for which the situation is quite well understood. Our point is not to add any new results to this, but to have a more algebraic point of view on these results and to understand from this perspective the universality results for fluctuations of these random matrices. We will also consider corresponding non-commutative or "quantum" random matrix models and contrast the results for fluctuations and Schwinger-Dyson equations in the quantum case with the findings from the classical case.
We demonstrate the asymptotic real second order freeness of Haar distributed orthogonal matrices and an independent ensemble of random matrices. Our main result states that if we have two independent ensembles of random matrices with a real second order limit distribution and one of them is invariant under conjugation by an orthogonal matrix, then the two ensembles are asymptotically real second order free. This captures the known examples of asymptotic real second order freeness introduced by Redelmeier [R1, R2].
We determine numerically the self-similarity maps for spectra of the almost Mathieu operators, a two-dimensional fractal-like structure known as the Hofstadter butterfly. The similarity maps each have a horizontal component determined by certain algebraic maps, and vertical component determined by a Mobius transformation, indexed by a semigroup of the matrix group $GL_2(\Z)$. Based on the numerical evidence, we state and prove a continuity result for the similarity maps. We note a connection between the indexing of the similarity maps and Morita equivalence of rotation algebras $A_θ$, a continuous field of C*-algebras.
We present a non-commutative version of the cycle lemma of Dvoretsky and Motzkin that applies to free groups and use this result to solve a number of problems involving cyclic reduction in the free group. We also describe an application to random matrices, in particular the fluctuations of Kesten's Law.
We provide a simple algorithm for finding the optimal upper bound for sums of products of matrix entries of the form S_pi(N) := sum_{j_1, ..., j_2m = 1}^N t^1_{j_1 j_2} t^2_{j_3 j_4} ... t^m_{j_2m-1 j_2m} where some of the summation indices are constrained to be equal. The upper bound is easily obtained from a graph G associated to the constraints in the sum.
We consider settings where the observations are drawn from a zero-mean multivariate (real or complex) normal distribution with the population covariance matrix having eigenvalues of arbitrary multiplicity. We assume that the eigenvectors of the population covariance matrix are unknown and focus on inferential procedures that are based on the sample eigenvalues alone (i.e., "eigen-inference"). Results found in the literature establish the asymptotic normality of the fluctuation in the trace of powers of the sample covariance matrix. We develop concrete algorithms for analytically computing the limiting quantities and the covariance of the fluctuations. We exploit the asymptotic normality of the trace of powers of the sample covariance matrix to develop eigenvalue-based procedures for testing and estimation. Specifically, we formulate a simple test of hypotheses for the population eigenvalues and a technique for estimating the population eigenvalues in settings where the cumulative distribution function of the (nonrandom) population eigenvalues has a staircase structure. Monte Carlo simulations are used to demonstrate the superiority of the proposed methodologies over classical techniques and the robustness of the proposed techniques in high-dimensional, (relatively) small sample size settings. The improved performance results from the fact that the proposed inference procedures are "global" (in a sense that we describe) and exploit "global" information thereby overcoming the inherent biases that cripple classical inference procedures which are "local" and rely on "local" information.
We derive a formula which expresses a second order cumulant whose entries are products as a sum of cumulants where the entries are single factors. This extends to the second order case the formula of Krawczyk and Speicher. We apply our result to the problem of calculating the second order cumulants of a semi-circular and Haar unitary operator.
Let theta = p/q with p and q relatively prime and u and v a pair of unitaries such that u v = e^{i theta} v u, where u and v generate the rotation C*-algebra A_theta. Let h_{theta, lambda} = u + u^{-1} + lambda/2(v + v^{-1}) be the almost Mathieu operator. By proving an identity of rational functions we show that for q even, the constant term in the characteristic polynomial of h_{θ, λ} is (-1)^{q/2}(1 + (λ/2)^q) - (z_1^q + z_1^{-q} + (λ/2)^q(z_2^q + z_2^{-q})).
We extend the relation between random matrices and free probability theory from the level of expectations to the level of all correlation functions (which are classical cumulants of traces of products of the matrices). We introduce the notion of "higher order freeness" and develop a theory of corresponding free cumulants. We show that two independent random matrix ensembles are free of arbitrary order if one of them is unitarily invariant. We prove R-transform formulas for second order freeness. Much of the presented theory relies on a detailed study of the properties of "partitioned permutations".
We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We introduce the concept of "second order freeness" and derive the global fluctuations of Gaussian and Wishart random matrices by a general limit theorem for second order freeness. By introducing cyclic Fock space, we also give an operator algebraic model for the fluctuations of our random matrices in terms of the usual creation, annihilation, and preservation operators. We show that orthogonal families of Gaussian and Wishart random matrices are asymptotically free of second order.
We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We show how the concept of "second order freeness", which was introduced in Part I, allows one to understand global fluctuations of Haar distributed unitary random matrices. In particular, independence between the unitary ensemble and another ensemble goes in the large $N$ limit over into asymptotic second order freeness. Two important consequences of our general theory are: (i) we obtain a natural generalization of a theorem of Diaconis and Shahshahani to the case of several independent unitary matrices; (ii) we can show that global fluctuations in unitarily invariant multi-matrix models are not universal.
In this paper we establish a connection between the fluctuations of Wishart random matrices, shifted Chebyshev polynomials, and planar diagrams whose linear span form a basis for the irreducible representations of the annular Temperly-Lieb algebra.
We study the set $S_{ann-nc}$ of permutations of $\{1, ..., p+q \}$ which are non-crossing in an annulus with $p$ points marked on its external circle and $q$ points marked on its internal circle. The algebraic approach to $S_{ann-nc}$ goes by identifying three possible crossing patterns in an annulus, and by defining a permutation to be annular non-crossing when it does not display any of these patterns. We prove the annular counterpart for a ``geodesic condition'' shown by Biane to characterize non-crossing permutations in a disc. We point out that, as a consequence, annular non-crossing permutations appear in the description of the second order asymptotics for the joint moments of certain families (Wishart and GUE) of random matrices. We examine the relation between $S_{ann-nc}$ and the set $NC_{ann}$ of annular non-crossing partitions of $\{1, ..., p+q \}$, and observe that (unlike in the disc case) the natural map from $S_{ann-nc}$ onto $NC_{ann}$ has a pathology which prevents it from being injective.
We consider the concept of a q-circular system, which is a deformation of the circular system from free probability, taking place in the framework of the so-called 'q-commutation relations'. We show that certain averages of random unitaries in non-commutative tori behave asymptotically like a q-circular system.