arXiv subjects

Mihail G. Neagu

Publications and source records attributed to Mihail G. Neagu.

2 recordsLinked to original sources

arXiv2007

Asymptotic Freeness of Random Permutation Matrices with Restricted Cycle Lengths

Let A_1,A_2,...,A_s be a finite sequence of (not necessarily disjoint, or even distinct) non-empty sets of positive integers satisfying a certain condition. It is shown that an independent family U_1,U_2,...,U_s of random NxN permutation matrices with cycle lengths restricted to A_1,A_2,...,A_s, respectively, converges in *-distribution as N goes to infinity to to a *-free family u_1,u_2,...,u_s of non-commutative random variables with each u_r a Haar unitary (if A_r is an infinite set) or a d_r-Haar unitary (if A_r is a finite set and d_r=sup A_r).Under an additional assumption on the sets A_1,A_2,...,A_s, it is shown that the convergence in *-distribution actually holds almost surely.

math.OA↗

arXiv2004

Asymptotic Freeness of Random Permutation Matrices from Gaussian Matrices

We show that an independent family of uniformly distributed random permutation matrices is asymptotically *-free from an independent family of square complex Gaussian matrices and from an independent family of complex Wishart matrices, and that in both cases the convergence in *-distribution actually holds almost surely. An immediate consequence is that, if the rows of a GUE matrix are randomly permuted, then the resulting (non self-adjoint) random matrix has a *-distribution which is asymptotically circular; similarly, a random permutation of the rows of a complex Wishart matrix results in a random matrix which is asymptotically *-distributed like an R-diagonal element from free probability theory.

math.OA↗