Asymptotics of unitary and orthogonal matrix integrals

In this paper, we prove that in small parameter regions, arbitrary unitary matrix integrals converge in the large N limit and match their formal expansion. Secondly we give a combinatorial model for our matrix integral asymptotics and investigate examples related to free probability and the HCIZ integral. Our convergence result also leads us to new results of smoothness of microstates. We finally generalize our approach to integrals over the orthogonal group.     

The norm of products of free random variables

Let X _i denote free identically-distributed random variables. This paper investigates how the norm of products behaves as n approaches infinity. In addition, for positive X _i it studies the asymptotic behavior of the norm of where denotes the symmetric product of two positive operators: . It is proved that if EX _i = 1, then is between and c ₂ n for certain constant c ₁ and c ₂. For it is proved that the limit of exists and equals Finally, if π is a cyclic representation of the algebra generated by X _i , and if ξ is a cyclic vector, then for all n. These results are significantly different from analogous results for commuting random variables.     

Cumulants for random matrices as convolutions on the symmetric group

In this paper, we show that free cumulants can be naturally seen as the limiting value of ``cumulants of matrices'. We define these objects as functions on the symmetric group by some convolution relations involving the generalized moments. We state that some characteristic properties of the free cumulants already hold for these cumulants.     

Addendum to: large deviations asymptotics for spherical integrals

We correct an omission in Guionnet and Zeitouni (J. Funct. Anal. 188 (2002) 461) and improve the main result there to a full-large deviations trajectorial result.     

Invariant subspaces of the quasinilpotent DT-operator

In [4] we introduced the class of DT-operators, which are modeled by certain upper triangular random matrices, and showed that if the spectrum of a DT-operator is not reduced to a single point, then it has a nontrivial, closed, hyperinvariant subspace. In this paper, we prove that also every DT-operator whose spectrum is concentrated on a single point has a nontrivial, closed, hyperinvariant subspace. In fact, each such operator has a one-parameter family of them. It follows that every DT-operator generates the von Neumann algebra of the free group on two generators.     

Limit distributions of random matrices

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of symmetric blocks of independent Hermitian random matrices which are asymptotically free, asymptotically free from diagonal deterministic matrices, and whose norms are uniformly bounded almost surely. This class contains symmetric blocks of unitarily invariant Hermitian random matrices whose asymptotic distributions are compactly supported probability measures on the real line. Our approach is based on the concept of matricial freeness which is a generalization of freeness in free probability. We show that the associated matricially free Gaussian operators provide a unified framework for studying the limit distributions of sums and products of independent rectangular random matrices, including non-Hermitian Gaussian matrices and matrices of Wishart type.     

Asymptotically liberating sequences of random unitary matrices

A fundamental result of free probability theory due to Voiculescu and subsequently refined by many authors states that conjugation by independent Haar-distributed random unitary matrices delivers asymptotic freeness. In this paper we exhibit many other systems of random unitary matrices that, when used for conjugation, lead to freeness. We do so by first proving a general result asserting “asymptotic liberation” under quite mild conditions, and then we explain how to specialize these general results in a striking way by exploiting Hadamard matrices. In particular, we recover and generalize results of the second-named author and of Tulino, Caire, Shamai and Verdú.     

Convex bodies with equiframed two-dimensional sections

We show that a centred, convex body in (d ≥ 3) all of whose two-dimensional sections through the origin are equiframed is an ellipsoid. Received: 20 July 2005 Revised: 16 May 2006     

Discussions around Voiculescu's free entropies

In this article, we set two analogous definitions of the free entropies χ and χ∗ introduced by Voiculescu (Invent. Math. 118 (1994) 411; 132 (1998) 189). We discuss their relations, improving the preceding results obtained in Cabanal-Duvillard and Guionnet (Ann. Probab. (2001), to appear), where a bound on the microstates entropy χ was established.     

Asymptotic properties of random matrices and pseudomatrices

We study the asymptotics of sums of matricially free random variables, called random pseudomatrices, and we compare it with that of random matrices with block-identical variances. For objects of both types we find the limit joint distributions of blocks and give their Hilbert space realizations, using operators called ‘matricially free Gaussian operators’. In particular, if the variance matrices are symmetric, the asymptotics of symmetric blocks of random pseudomatrices agrees with that of symmetric random blocks. We also show that blocks of random pseudomatrices are ‘asymptotically matricially free’ whereas the corresponding symmetric random blocks are ‘asymptotically symmetrically matricially free’, where symmetric matricial freeness is obtained from matricial freeness by an operation of symmetrization. Finally, we show that row blocks of square, block-lower-triangular and block-diagonal pseudomatrices are asymptotically free, monotone independent and boolean independent, respectively.     

On visualization scaling, subeigenvectors and Kleene stars in max algebra

The purpose of this paper is to investigate the interplay arising between max algebra, convexity and scaling problems. The latter, which have been studied in nonnegative matrix theory, are strongly related to max algebra. One problem is that of strict visualization scaling, defined as, for a given nonnegative matrix A, a diagonal matrix X such that all elements of X^-1AX are less than or equal to the maximum cycle geometric mean of A, with strict inequality for the entries which do not lie on critical cycles. In this paper such scalings are described by means of the max algebraic subeigenvectors and Kleene stars of nonnegative matrices as well as by some concepts of convex geometry.     

Norm continuity of weakly continuous mappings into Banach spaces

Let T be the class of Banach spaces E for which every weakly continuous mapping from an α-favorable space to E is norm continuous at the points of a dense subset. We show that:

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T contains all weakly Lindelöf Banach spaces;

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l^∞∉T, which brings clarity to a concern expressed by Haydon ([R. Haydon, Baire trees, bad norms and the Namioka property, Mathematika 42 (1995) 30-42], pp. 30-31) about the need of additional set-theoretical assumptions for this conclusion. Also, (l^∞/c₀)∉T.

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T is stable under weak homeomorphisms;

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E∈T iff every quasi-continuous mapping from a complete metric space to (E,weak) is densely norm continuous;

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E∈T iff every quasi-continuous mapping from a complete metric space to (E,weak) is weakly continuous at some point.

     

Mackey Topologies and Mixed Topologies in Riesz Spaces

The possibility of characterizing the Mackey topology of a dual pair of vector spaces as a generalized inductive limit (or mixed) topology is investigated. Positive answers are given for a wide range of dual pairs of Riesz spaces (vector lattices) and non-commutative Banach function spaces (or symmetric operator spaces).     

The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices

We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and appropriate projections of the corresponding eigenvectors of the perturbed matrix for additive and multiplicative perturbation models.The limiting non-random value is shown to depend explicitly on the limiting eigenvalue distribution of the unperturbed random matrix and the assumed perturbation model via integral transforms that correspond to very well-known objects in free probability theory that linearize non-commutative free additive and multiplicative convolution. Furthermore, we uncover a phase transition phenomenon whereby the large matrix limit of the extreme eigenvalues of the perturbed matrix differs from that of the original matrix if and only if the eigenvalues of the perturbing matrix are above a certain critical threshold. Square root decay of the eigenvalue density at the edge is sufficient to ensure that this threshold is finite. This critical threshold is intimately related to the same aforementioned integral transforms and our proof techniques bring this connection and the origin of the phase transition into focus. Consequently, our results extend the class of ‘spiked’ random matrix models about which such predictions (called the BBP phase transition) can be made well beyond the Wigner, Wishart and Jacobi random ensembles found in the literature. We examine the impact of this eigenvalue phase transition on the associated eigenvectors and observe an analogous phase transition in the eigenvectors. Various extensions of our results to the problem of non-extreme eigenvalues are discussed.     

Epigraph of operator functions

It is known that a real function f is convex if and only if the set E(f) = {(x, y) ∈ ? × ?; f (x) ≤ y}, the epigraph of f is a convex set in ?². We state an extension of this result for operator convex functions and C^?-convex sets as well as operator log-convex functions and C^?-log-convex sets. Moreover, the C^?-convex hull of a Hermitian matrix has been represented in terms of its eigenvalues.     

Type III factors with unique Cartan decomposition

We prove that for any free ergodic nonsingular nonamenable action Γ?(X,μ)$\Gamma ?(X,\mu )$ of all Γ   in a large class of groups including all hyperbolic groups, the associated group measure space von Neumann algebra L^∞(X)?Γ${\mathrm{L}}^{\infty }(X)?\Gamma$ has L^∞(X)${\mathrm{L}}^{\infty }(X)$ as its unique Cartan subalgebra, up to unitary conjugacy. This generalizes the probability measure preserving case that was established in Popa and Vaes (in press) [38]. We also prove primeness and indecomposability results for such crossed products, for the corresponding orbit equivalence relations and for arbitrary amalgamated free products _M1?BM2$M_1{?}_B{M}_2$ over a subalgebra B of type I.     

On convex bodies of constant width

We present an alternative proof of the following fact: the hyperspace of compact closed subsets of constant width in Rn is a contractible Hilbert cube manifold. The proof also works for certain subspaces of compact convex sets of constant width as well as for the pairs of compact convex sets of constant relative width. Besides, it is proved that the projection map of compact closed subsets of constant width is not 0-soft in the sense of Shchepin, in particular, is not open.     

Bornologies and metrically generated theories

Bornologies axiomatize an abstract notion of bounded sets and are introduced as collections of subsets satisfying a number of consistency properties. Bornological spaces form a topological construct, the morphisms of which are those functions which preserve bounded sets. A typical example is a bornology generated by a metric, i.e. the collection of all bounded sets for that metric. In a recent paper [E. Colebunders, R. Lowen, Metrically generated theories, Proc. Amer. Math. Soc. 133 (2005) 1547-1556] the authors noted that many examples are known of natural functors describing the transition from categories of metric spaces to the “metrizable” objects in some given topological construct such that, in some natural way, the metrizable objects generate the whole construct. These constructs can be axiomatically described and are called metrically generated. The construct of bornological spaces is not metrically generated, but an important large subconstruct is. We also encounter other important examples of metrically generated constructs, the constructs of Lipschitz spaces, of uniform spaces and of completely regular spaces. In this paper, the unified setting of metrically generated theories is used to study the functorial relationship between these constructs and the one of bornological spaces.     

Concavification of free entropy

We introduce a modification of Voiculescu’s free entropy which coincides with the lim inf$lim\; inf$ variant of Voiculescu’s free entropy on extremal states, but is a concave upper semi-continuous function on the trace state space. We also extend the orbital free entropy of Hiai et al. (2009) [8] to non-hyperfinite multivariables and prove freeness in the case of additivity of Voiculescu’s entropy (or vanishing of our extended orbital entropy).