Entry permutations, asymptotic distributions and asymptotic free independence for several classes of random matrices
Some years ago, together with J. A. Mingo, we showed
that ensembles of unitarilyy invariant random matrices
are asymptotically free from their transposes. The
question "How special is the transpose?" arises then
naturally. That is, given an ensemble $( A_N)_N$ of
random matrices and a sequence of entry permutations
$( \sigma_N )_N$, can we formulate conditions such that
the initial ensemble $( A_N)_N$ and the one consisting
on matrices with permuted entries $(A_N^{ \sigma_N
})_N$, are asymptotically free? Also, what are the
possible limit distributions for the matrices with
permuted entries? The lecture will present some
recent progresses in this problem as well as many
still open questions. Many of the results that will
be presented are joint work with K. Szpojankowski and
J.A. Mingo.
Friday, April 17, 10:30 - 12:00, via Zoom
Diagonalizing the Fluctuations of the Gaussian Unitary Ensemble (GUE)
It is an old result of Johansson (1998) that the
fluctuations of the GUE, $X_N$, are diagonalized by
the Chebyshev polynomials $\{C_n\}_{n \geq 0}$. This means
that the covariances of the random variables
$\{\mathrm{Tr}(C_n(X_N^n))\}_n$ are asymptotically
(as $N \rightarrow \infty$) Gaussian and independent. I
will give a combinatorial proof using planar
diagrams. (
Notes)
Tuesday, March 17, 1:30 - 2:30, Jeff 312
Operator-valued infinitesimal convolutions
In this talk, we will introduce the operator-valued
setting of infinitesimal Boolean and infinitesimal
monotone, and derive the corresponding convolutions.
Tuesday, March 10, 1:30 - 2:30, Jeff 422
Infinitesimal Central Limit Theorem
In this talk, we will review the four notions of
infinitesimal independence, and derive associated
central limit theorems.
Tuesday, March 3, 1:30 - 2:30, Jeff 422
Daniel Perales Anaya (Waterloo)
Relations between infinitesimal non-commutative cumulants
Boolean, free and monotone cumulants as well as
relations among them, have proven to be important in
the study of non-commutative probability theory (e.g,
using Boolean cumulants to study free infinite
divisibility via the Boolean Bercovici-Pata
bijection). On the other hand, we have the concept of
infinitesimally free cumulants (and the analogue
concept for Boolean and monotone under the name of
cumulants for differential independence).
In this talk we first are going to discuss the basic
properties of non-commutative infinitesimal
cumulants. Then we will use the Grassmann algebra to
show that the known relations among free, Boolean and
monotone cumulants still hold in the infinitesimal
framework. Later we will review how the relations
between the various types of cumulants are captured via
the shuffle algebra approach to moment-cumulant
relations in non-commutative probability
theory. Finally, we will observe how the shuffle
algebra approach naturally extends to the notion of
infinitesimal non-commutative probability space, and we
will present some interesting formulas in this
setting. This is a joint work with Adrian Celestino and
Kurusch Ebrahimi-Fard.
Tuesday, February 25, 1:30 - 2:30, Jeff 422
Free Compression of Bernoulli Random Variables
If we represent a Bernoulli random variable by a
diagonal matrix with $\pm 1$ entries (half $1$, half
$-1$) and then randomly rotate it with an orthogonal
matrix, we can then cut out the matrix in the upper
left hand corner, of arbitrary size. This is the free
compression of an Bernoulli random variable
(approximately). This compression has the distribution
of the sum of several free Bernoulli random variables,
including fractionally many. We will relate this to the
Kesten-McKay law for random regular graphs.
Tuesday, February 11, 1:00 - 2:00, Jeff 202
A Survey of the Weingarten Calculus
The Weingarten calculus is a method for calculating the
expectation of products of entries of Haar distributed
unitary (or orthogonal) matrices. The basic tool is
Schur-Weyl duality, however I will present an approach
based on Jucys-Murphy operators. The Weingarten
calculus started with Don Weingarten in 1978. Many
authors have contributed since then. This talk will be
based on papers of Collins, Sniady, and Zinn-Justin.
Tuesday, February 4, 1:00 - 2:00, Jeff 202
Iris Stephanie Arenas Longoria (Queen’s)
The Moments of the Kesten-McKay Law, II
This will continue from last week.
Tuesday, January 28, 12:30 - 1:30, Jeff 202
Iris Stephanie Arenas Longoria (Queen’s)
The Moments of the Kesten-McKay Law
I will present a moment formula for the Kesten-McKay Law for random regular graphs.
Monday, January 20, 4:00 - 5:20, Jeff 202
The Distribution of the Partial Transpose of a Haar Unitary Matrix
Mihai Popa and I showed a while ago how the partial
transpose of a matrix can be asymptotically free from
the original matrix. In this talk I will look at the
Banica-Nechita regime (where the number of blocks is
fixed but the size of a block grows) of a Haar
distributed random unitary matrix and compute its free
cumulants. The main tools are Schur-Weyl duality, some
basic facts about the symmetric group and non-crossing
partitions. This is joint work with Mihai Popa and
Kamil Szpojankowski.
Wednesday, January 8, 4:30 - 6:00, Jeff 422
Ian Charlesworth (U.C. Berkeley)
Combinatorics of the bi-free Segal-Bargmann transform
The Segal-Bargmann transform provides an isomorphism
between the $L^2$ space of a real Gaussian random
variable and the holomorphic $L^2$ space of a complex
one. It was adapted to the free setting by Biane; an
adaptation to the setting of bi-free probability is the
subject of an ongoing project of mine with Ching Wei Ho
and Todd Kemp. There are a number of peculiarities in
this setting arising from the fact that a central limit
object in bi-free probability is a pair of variables,
specified by two variances and a covariance, leading to
a family of transforms with more parameters. In this
talk I will give an overview of our results,
highlighting in particular a combinatorial argument
based in context free grammars as a tool for
enumeration.
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