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Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem

  • Serban T. Belinschi EMAIL logo , Tobias Mai and Roland Speicher
Published/Copyright: April 12, 2015

Abstract

We develop an analytic theory of operator-valued additive free convolution in terms of subordination functions. In contrast to earlier investigations our functions are not just given by power series expansions, but are defined as Fréchet analytic functions in all of the operator upper half plane. Furthermore, we do not have to assume that our state is tracial. Combining this new analytic theory of operator-valued free convolution with Anderson’s selfadjoint version of the linearization trick we are able to provide a solution to the following general random matrix problem: Let X1(N),,Xn(N) be selfadjoint N×N random matrices which are, for N, asymptotically free. Consider a selfadjoint polynomial p in n non-commuting variables and let P(N) be the element P(N)=p(X1(N),,Xn(N)). How can we calculate the asymptotic eigenvalue distribution of P(N) out of the asymptotic eigenvalue distributions of X1(N),,Xn(N)?

Funding statement: Part of the work of S. T. Belinschi was supported by a Discovery Grant from the Natural Sciences and Engineering Research Council of Canada. He also gratefully acknowledges the support of the Alexander von Humboldt foundation through a Humboldt fellowship for experienced researchers and the hospitality and great work environment offered by the Free Probability workgroup at the Universität des Saarlandes during most of the work on this paper. Work of T. Mai and R. Speicher were supported by funds from the Alfried Krupp von Bohlen und Halbach Stiftung (“Rückkehr deutscher Wissenschaftler aus dem Ausland”) and from the DFG (SP-419-9/1).

Acknowledgements

The authors are indebted to J. William Helton and Victor Vinnikov for bringing the classical literature on realizations to their attention. They also thank an anonymous referee for careful reading and suggestions which improved the exposition.

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Received: 2013-9-1
Revised: 2014-10-17
Published Online: 2015-4-12
Published in Print: 2017-11-1

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