اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدLarge deviations for functions of two random projection matrices
94
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
In this paper two independent and unitarily invariant projection matrices P(N) and Q(N) are considered and the large deviation is proven for the eigenvalue density of all polynomials of them as the matrix size $N$ converges to infinity. The result is formulated on the tracial state space $TS({cal A})$ of the universal $C^*$-algebra ${cal A}$ generated by two selfadjoint projections. The random pair $(P(N),Q(N))$ determines a random tracial state $tau_N in TS({cal A})$ and $tau_N$ satisfies the large deviation. The rate function is in close connection with Voiculescus free entropy defined for pairs of projections.
قيم البحث
اقرأ أيضاً
We show that the limit laws of random matrices, whose entries are conditionally independent operator valued random variables having equal second moments proportional to the size of the matrices, are operator valued semicircular laws. Furthermore, we
prove an operator valued analogue of Voiculescus asymptotic freeness theorem. By replacing conditional independence with Boolean independence, we show that the limit laws of the random matrices are Operator-valued Bernoulli laws.
In this paper, we consider the addition of two matrices in generic position, namely A + U BU * , where U is drawn under the Haar measure on the unitary or the orthogonal group. We show that, under mild conditions on the empirical spectral measures of
the deterministic matrices A and B, the law of the largest eigenvalue satisfies a large deviation principle, in the scale N, with an explicit rate function involving the limit of spherical integrals. We cover in particular all the cases when A and B have no outliers.
We show that the partial transposes of complex Wishart random matrices are asymptotically free. We also investigate regimes where the number of blocks is fixed but the size of the blocks increases. This gives a example where the partial transpose pro
duces freeness at the operator level. Finally we investigate the case of real Wishart matrices.
In this note, we study large deviations of the number $mathbf{N}$ of intercalates ($2times2$ combinatorial subsquares which are themselves Latin squares) in a random $ntimes n$ Latin square. In particular, for constant $delta>0$ we prove that $Pr(mat
hbf{N}le(1-delta)n^{2}/4)leexp(-Omega(n^{2}))$ and $Pr(mathbf{N}ge(1+delta)n^{2}/4)leexp(-Omega(n^{4/3}(log n)^{2/3}))$, both of which are sharp up to logarithmic factors in their exponents. As a consequence, we deduce that a typical order-$n$ Latin square has $(1+o(1))n^{2}/4$ intercalates, matching a lower bound due to Kwan and Sudakov and resolving an old conjecture of McKay and Wanless.
This paper presents a novel approach to characterize the dynamics of the limit spectrum of large random matrices. This approach is based upon the notion we call spectral dominance. In particular, we show that the limit spectral measure can be determi
ned as the derivative of the unique viscosity solution of a partial integro-differential equation. This also allows to make general and short proofs for the convergence problem. We treat the cases of Dyson Brownian motions, Wishart processes and present a general class of models for which this characterization holds.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
