Pierre Yves Gaudreau Lamarre — Page 2

arXiv2017

Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions

We access the edge of Gaussian beta ensembles with one spike by analyzing high powers of the associated tridiagonal matrix models. In the classical cases beta=1, 2, 4, this corresponds to studying the fluctuations of the largest eigenvalues of additive rank one perturbations of the GOE/GUE/GSE random matrices. In the infinite-dimensional limit, we arrive at a one-parameter family of random Feynman-Kac type semigroups, which features the stochastic Airy semigroup of Gorin and Shkolnikov [13] as an extreme case. Our analysis also provides Feynman-Kac formulas for the spiked stochastic Airy operators, introduced by Bloemendal and Virag [6]. The Feynman-Kac formulas involve functionals of a reflected Brownian motion and its local times, thus, allowing to study the limiting operators by tools of stochastic analysis. We derive a first result in this direction by obtaining a new distributional identity for a reflected Brownian bridge conditioned on its local time at zero.

math.PR↗

arXiv2016

$*$-Freeness in Finite Tensor Products

In this paper, we consider the following question and variants thereof: given $\mathbf D:=\big(a_{1;i}\otimes\cdots\otimes a_{K;i}:i\in I\big)$, a collection of elementary tensor non-commutative random variables in the tensor product of probability spaces $(\mathcal A_1\otimes\cdots\otimes\mathcal A_K,ϕ_1\otimes\cdots\otimesϕ_K)$, when is $\mathbf D$ $*$-free? (See Section 1.2 for a precise formulation of this problem.) Settling whether or not freeness occurs in tensor products is a recurring problem in operator algebras, and the following two examples provide a natural motivation for the above question: (A) If $(a_{1;i}:i\in I)$ is a $*$-free family of Haar unitary variables and $a_{k,i}$ are arbitrary unitary variables for $k\geq2$, then the $*$-freeness persists at the level of the tensor product $\mathbf D$. (B) A converse of (A) holds true if all variables $a_{k;i}$ are group-like elements (see Corollary 1.7 of Proposition 1.6). It is therefore natural to seek to understand the extent to which such simple characterizations hold true in more general cases. While our results fall short of a complete characterization, we make notable steps toward identifying necessary and sufficient conditions for the freeness of $\mathbf D$. For example, we show that under evident assumptions, if more than one family $(a_{k,i}:i\in I)$ contains non-unitary variables, then the tensor family fails to be $*$-free (see Theorem 1.8 (1)).

math.OA↗