We show that the quadratic matrix equation $VW + η(W)W = I$, for given $V$ with positive real part and given analytic mapping $η$ with some positivity preserving properties, has exactly one solution $W$ with positive real part. We point out the relevance of this result in the context of operator-valued free probability theory and for the determination of the asymptotic eigenvalue distribution of band or block random matrices. We also address the problem of a numerical determination of the solution.
Motivated by a random matrix theory model from wireless communications, we define random operator-valued matrices as the elements of $L^{\infty-}(Ω,{\mathcal F},{\mathbb P}) \otimes M_d({\mathcal A})$ where $(Ω,{\mathcal F},{\mathbb P})$ is a classical probability space and $({\mathcal A},φ)$ is a non-commutative probability space. A central limit theorem for the mean $M_d(\mathbb{C})$-valued moments of these random operator-valued matrices is derived. Also a numerical algorithm to compute the mean $M_d({\mathbb C})$-valued Cauchy transform of operator-valued semicircular mixtures is analyzed.
In this note, we prove a multidimensional counterpart of the central limit theorem on the free Poisson chaos recently proved by Bourguin and Peccati (2014). A noteworthy property of convergence toward the semicircular distribution on the free Poisson chaos is obtained as part of the limit theorem: component-wise convergence of sequences of vectors of multiple integrals with respect to a free Poisson random measure toward the semicircular distribution implies joint convergence. This result complements similar findings for the Wiener chaos by Peccati and Tudor (2005), the classical Poisson chaos…
In his article "On the free convolution with a semicircular distribution," Biane found very useful characterizations of the boundary values of the imaginary part of the Cauchy-Stieltjes transform of the free additive convolution of a probability measure on the real line with a Wigner (semicircular) distribution. Biane's methods were recently extended by Huang to measures which belong to the partial free convolution semigroups introduced by Nica and Speicher. This note further extends some of Biane's methods and results to free convolution powers of operator-valued distributions and to free con…
We combine the notion of free Stein kernel and the free Malliavin calculus to provide quantitative bounds under the free (quadratic) Wasserstein distance in the multivariate semicircular approximations for self-adjoint vector-valued multiple Wigner integrals. On the way, we deduce an HSI inequality for a modified non-microstates free entropy with respect to the potential associated with these semicircular families in the case of non-degeneracy of the covariance matrix. The strategy of the proofs is based on functional inequalities involving the free Stein discrepancy. We obtain a bound which d…
We address the question of a Berry-Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial sums in an operator-valued free central limit theorem and the Cauchy transform of the limiting operator-valued semicircular element. Since we have to deal with in general non-self-adjoint operators, we introduce the notion of matrix-valued resolvent sets and study the behavior of Cauchy transforms on them.
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 Voiculescu's 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.
We address the question of a Berry Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial sums in an operator-valued free central limit theorem and the Cauchy transform of the limiting operator-valued semicircular element.
We study matrices whose entries are free or exchangeable noncommutative elements in some tracial $W^*$-probability space. More precisely, we consider operator-valued Wigner and Wishart matrices and prove quantitative convergence to operator-valued semicircular elements over some subalgebra in terms of Cauchy transforms. As direct applications, we obtain explicit rates of convergence for a large class of random block matrices with independent or correlated blocks. Our approach relies on a noncommutative extension of the Lindeberg method and operator-valued Gaussian interpolation techniques.
We study the operator-valued free Fisher information of random matrices in an operator-valued noncommutative probability space. We obtain a formula for $Φ^\ast_{M_2(\mb)}(A,A^\ast,M_2(\mb),η)$, where $A\in M_2(\mb)$ is a $2\times 2$ operator matrix on $\mb$, and $η$ is linear operators on $M_2(\mb)$. Then we consider a special setting: $A$ is an operator-valued semicircular matrix with conditional expectation covariance, and find that $Φ_\mb^\ast(c,c^\ast:\mb,id)=2Index(E)$, where $E$ is a conditional expectation of $\mb$ onto $\md$ and $c$ is a circular variable with covariance $E$.
We give an explicit description, via analytic subordination, of free multiplicative convolution of operator-valued distributions. In particular, the subordination function is obtained from an iteration process. This algorithm is easily numerically implementable. We present two concrete applications of our method: the product of two free operator-valued semicircular elements and the calculation of the distribution of $dcd+d^2cd^2$ for scalar-valued $c$ and $d$, which are free. Comparision between the solution obtained by our methods and simulations of random matrices shows excellent agreement.
In arXiv:0807.0677, Köstler and Speicher observed that de Finetti's theorem on exchangeable sequences has a free analogue if one replaces exchangeability by the stronger condition of invariance under quantum permutations. In this paper we study sequences of noncommutative random variables whose joint distribution is invariant under quantum orthogonal transformations. We prove a free analogue of Freedman's characterization of conditionally independent Gaussian families, namely an infinite sequence of self-adjoint random variables is quantum orthogonally invariant if and only if they form an ope…
We give an explicit realization of the $η$-convolution power of an $A$-valued distribution, as defined earlier by Anshelevich, Belinschi, Fevrier and Nica. If $η:A\to A$ is completely positive and $η\geq\operatorname{id}$, we give a short proof of positivity of the $η$-convolution power of a positive distribution. Conversely, if $η\not\geq\operatorname{id}$, and $s$ is large enough, we construct an $s$-tuple whose $A$-valued distribution is positive, but has non-positive $η$-convolution power.
This article studies algebraic certificates of positivity for noncommutative (nc) operator-valued polynomials on matrix convex sets, such as the solution set $D_L$, called a free Hilbert spectrahedron, of the linear operator inequality (LOI) $L(X)=A_0\otimes I+\sum_{j=1}^g A_{j}\otimes X_j\succeq 0,$ where $A_j$ are self-adjoint linear operators on a separable Hilbert space, $X_j$ matrices and $I$ is an identity matrix. If $A_j$ are matrices, then $L(X)\succeq 0$ is called a linear matrix inequality (LMI) and $D_L$ a free spectrahedron. For monic LMIs, i.e., $A_0=I$, and nc matrix-valued polyn…
