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Katsunori Fujie

Publications and source records attributed to Katsunori Fujie.

9 recordsLinked to original sources

An analytic approach to the finite R-transform

We revisit Marcus' finite free analogue of Voiculescu $R$-transform from an analytic viewpoint. By relating the finite free Fourier transform to the Laplace transform, we study the finite $R$-transform through logarithmic potentials and Legendre transforms. Under suitable assumptions, we prove that the finite $R$-transform of a polynomial differs from the Voiculescu $R$-transform of its empirical root distribution by $O(N^{-1})$. As an application, we obtain an analytic proof of the convergence of finite free additive convolution to free additive convolution.

math.PR↗

Critical points of random polynomials and finite free cumulants

A result of Hoskins and Steinerberger [Int. Math. Res. Not., (13):9784-9809, 2022] states that repeatedly differentiating a random polynomials with independent and identically distributed mean zero and variance one roots will result, after an appropriate rescaling, in a Hermite polynomial. We use the theory of finite free probability to extend this result in two natural directions: (1) We prove central limit theorems for the fluctuations around these deterministic limits for the polynomials and their roots. (2) We consider a generalized version of the Hoskins and Steinerberger result by removing the finite second moment assumption from the roots. In this case the Hermite polynomials are replaced by a random Appell sequence conveniently described through finite free probability and an infinitely divisible distribution. We use finite free cumulants to provide compact proofs of our main results with little prerequisite knowledge of free probability required.

math.PR↗

Regularity and Convergence Properties of Finite Free Convolutions

Finite free convolutions, $\boxplus_d$ and $\boxtimes_d$, are binary operations on polynomials of degree $d$ that are central to finite free probability, a developing field at the intersection of free probability and the geometry of polynomials. Motivated by established regularities in free probability, this paper investigates analogous regularities for finite free convolutions. Key findings include triangle inequalities for these convolutions and necessary and sufficient conditions regarding atoms of probability measures. Applications of these results include proving the weak convergence of $\boxplus_d$ and $\boxtimes_d$ to their infinite counterparts $\boxplus$ and $\boxtimes$ as $d \to \infty$, without compactness assumptions. Furthermore, this weak convergence is strengthened to convergence in Kolmogorov distance.

math.PR↗

$S$-transform in Finite Free Probability

We present a simplified explanation of why free fractional convolution corresponds to the differentiation of polynomials, by finding how the finite free cumulants of a polynomial behave under differentiation. This approach allows us to understand the limiting behaviour of the coefficients $\widetilde{\mathsf{e}}_k(p_d)$ of $p_d$ when the degree $d$ tends to infinity and the empirical root distribution of $p_d$ has a limiting distribution $μ$ on $[0,\infty)$. Specifically, we relate the asymptotic behaviour of the ratio of consecutive coefficients to Voiculescu's $S$-transform of $μ$. This prompts us to define a new notion of finite $S$-transform, which converges to Voiculescu's $S$-transform in the large $d$ limit. It also satisfies several analogous properties to those of the $S$-transform in free probability, including multiplicativity and monotonicity. This new insight has several applications that strengthen the connection between free and finite free probability. Most notably, we generalize the approximation of $\boxtimes_d$ to $\boxtimes$ and prove a finite approximation of the Tucci--Haagerup--Möller limit theorem in free probability, conjectured by two of the authors. We also provide finite analogues of the free multiplicative Poisson law, the free max-convolution powers and some free stable laws.

math.OA↗

Free probability of type B prime

Free probability of type B was invented by Biane--Goodman--Nica, and then it was generalized by Belinschi--Shlyakhtenko and Février--Nica to infinitesimal free probability. The latter found its applications to eigenvalues of perturbed random matrices in the work of Shlyakhtenko and Cébron--Dahlqvist--Gabriel. This paper offers a new framework, called ``free probability of type B${}^\prime$'', which appears in the large size limit of independent unitarily invariant random matrices with perturbations. Our framework is related to boolean, free, (anti)monotone, cyclic-(anti)monotone and conditionally free independences. We then apply the new framework to the principal minor of unitarily invariant random matrices, which leads to the definition of a multivariate inverse Markov--Krein transform.

math.OA↗

Fluctuations of eigenvalues of a polynomial on Haar unitary and finite rank matrices

This paper calculates the fluctuations of eigenvalues of polynomials on large Haar unitaries cut by finite rank deterministic matrices. When the eigenvalues are all simple, we can give a complete algorithm for computing the fluctuations. When multiple eigenvalues are involved, we present several examples suggesting that a general algorithm would be much more complex.

math.PR↗

New combinatorial identity for the set of partitions and limit theorems in finite free probability theory

We provide a refined combinatorial identity for the set of partitions of $\{1,\dots, n\}$, which plays an important role in investigating several limit theorems related to finite free convolutions. Firstly, we present the finite free analogue of Sakuma and Yoshida's limit theorem. That is, we provide the limit of $\{D_{1/m}((p_d^{\boxtimes_d m})^{\boxplus_d m})\}_{m\in \mathbb{N}}$ as $m\rightarrow\infty$ in two cases: (i) $m/d\rightarrow t$ for some $t>0$, or (ii) $m/d\rightarrow0$. The second application presents a central limit theorem for finite free multiplicative convolution. We establish a connection between this theorem and the multiplicative free semicircular distributions through combinatorial identities. Our last result gives alternative proofs for Kabluchko's limit theorems concerning the unitary Hermite and the Laguerre polynomials.

math.PR↗

The Spectra of Principal Submatrices in Rotationally Invariant Hermitian Random Matrices and the Markov-Krein Correspondence

We prove a concentration phenomenon on the empirical eigenvalue distribution (EED) of the principal submatrix in a random hermitian matrix whose distribution is invariant under unitary conjugacy; for example, this class includes GUE (Gaussian Unitary Ensemble) and Wishart matrices. More precisely, if the EED of the whole matrix converges to some deterministic probability measure $\mathfrak{m}$, then its fluctuation from the EED of the principal submatrix, after a rescaling, concentrates at the Rayleigh measure (in general, a Schwartz distribution) associated with $\mathfrak{m}$ by the Markov--Krein correspondence. For the proof, we use the moment method with Weingarten calculus and free probability. At some stage of calculations, the proof requires a relation between the moments of the Rayleigh measure and free cumulants of $\mathfrak{m}$. This formula is more or less known, but we provide a different proof by observing a combinatorial structure of non-crossing partitions.

math.PR↗