The free-probability tag has no usage guidance.

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76 views

### Existence of free operators, independent and with given distributions

Excuse me if the question is not appropriate for Mathoverflow. I havs asked it in math.stackexchange, but did not get any response. And so, I dared to put it here. I am trying to learn free ...

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**1**answer

37 views

### Spacing of the largest singular values of Wishart matrix

Let $X \in \mathbb{R}^{n \times p}$ consist of iid $\mathcal{N}(0,1)$. Assume that $n/p$ converges to a positive constant. Denote by $\sigma_1 \ge \sigma_2 \ge \cdots \ge \sigma_{\min(n,p)} \ge 0$ the ...

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51 views

### Relating the R-Transform in Free Probability to noncommutative group representations

In traditional (commutative) probability theory, sums of random variables correspond to convolution of distribution functions, which plays well with the Fourier Transform.
In free (noncommutative) ...

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**1**answer

247 views

### Non-abelian freeness of SU_2

The distribution of the trace of a random element of $SU_2$ is the Sato-Tate distribution.
The analogue of the Gaussian distribution in free probability theory is the Wigner semicircle distribution.
...

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257 views

### C* algebras of free semicircular systems

It was shown by Pimsner and Voiculescu in 1982 that the reduced group $C^{*}$-algebras $C^{*}_{r}(\mathbb{F}_{n})$ and $C^{*}_{r}(\mathbb{F}_{m})$ are isomorphic if and only if $n = m$ (here, ...

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315 views

### Distribution of sum of freely independent Marchenko-Pastur measures

Given freely independent random variables $X_i$ with Marchenko-Pastur measures $\mu_i$, $i\in\{1,\dots,n\}$ how can we find the distribution of the scaled sum of these random variables ...

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654 views

### Why did Voiculescu develop free probability?

I was recently asked why Voiculescu developed free probability theory. I am not very expert in this and the only answer I was able to provide is the classical one: he was challenging the isomorphism ...

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1k views

### Intuition behind the spectral density of random matrices

Hi,
I have read that the spectral density of an NxN random matrix consisting of iid random variables with zero mean and unit variance converges as N goes to infinity to the uniform distribution on ...

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172 views

### Recursive formula for joint moments in free probability

Suppose $\mathfrak{A}$ is an algebra (over $\mathbb{C}$, let's say), $\phi$ a linear functional on $\mathfrak{A}$, and $A_1, A_2 \subset \mathfrak{A}$ subalgebras which are $\phi$-freely independent. ...

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1k views

### How to quantify noncommutativity?

If I have two operators or finite-dimensional matrices $A$ and $B$, how can I quantify the amount to which they commute or don't commute? (I would consider it a big plus if it is computable easily for ...

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458 views

### Classical convolution VS Free Convolution

We denote $\varphi:\mathbb R^2\rightarrow\mathbb R$ the addition of real numbers, and $\varphi_*:M_1(\mathbb R^2)\rightarrow M_1(\mathbb R)$ the induced push-forward map (where $M_1(\Delta)$ stands ...

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286 views

### What is 'arch' in Vershik-Kerov's 1984 paper?

In their 1984 paper Asymptotic of the Largest and the Typical Dimensions of Irreducible Representations of a Symmetric Group, Vershik and Kerov use the notation $\DeclareMathOperator{\arch}{arch}\arch ...

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**1**answer

167 views

### Uniqueness of free complements

Let $A,B$ be subfactors of a II$_1$ factor $M$ with $A*B\simeq M$. That is, $A$ and $B$ are freely independent with respect to the trace and $M\simeq A\vee B$. We'll call $B$ a free complement for $A$ ...

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509 views

### Relationship between free probability and deterministic graphs?

Consider the $N\times N$ matrix $$
M = \left(\begin{array} \\
0 & 1 & & 0 \\
1 & \ddots & \ddots & \\
& \ddots & \ddots & 1 \\
0 & & 1 & 0 \\
...

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371 views

### Relationship between R-transform and free convolution of random matrices?

I've been using the R-transform to calculate the free convolution of the eigenvalue spectra of two random matrices and I am trying to understand how it works, and in particular how it relates to ...