Random Matrices, Continuous Circular Systems and the Triangular Operator

Q2 Mathematics
R. Lenczewski
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引用次数: 0

Abstract

We present a Hilbert space approach to the limit joint *-distributions of complex independent Gaussian random matrices. For that purpose, we use a suitably defined family of creation and annihilation operators living in some direct integral of Hilbert spaces. These operators are decomposed in terms of continuous circular systems of operators acting between the fibers of the considered Hilbert space direct integral. In the case of square matrices with i.i.d. entries, we obtain the circular operators of Voiculescu, whereas in the case of upper-triangular matrices with i.i.d. entries, we obtain the triangular operators of Dykema and Haagerup. We apply this approach to give a bijective proof of a formula for *-moments of the triangular operator, using the enumeration formula of Chauve, Dulucq and Rechnizter for alternating ordered rooted trees.
随机矩阵、连续圆系统与三角算子
给出了复独立高斯随机矩阵的极限联合*分布的Hilbert空间方法。为此,我们在希尔伯特空间的直接积分中使用了一组定义适当的创造和湮灭算符。这些算子被分解成在希尔伯特空间直接积分的纤维之间作用的算子的连续圆系统。对于有i.d个分量的方阵,我们得到了Voiculescu的圆算子,而对于有i.d个分量的上三角矩阵,我们得到了Dykema和Haagerup的三角算子。利用交替有序根树的Chauve、Dulucq和Rechnizter的枚举公式,给出了三角算子*-矩的一个双客观证明。
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来源期刊
Communications on Stochastic Analysis
Communications on Stochastic Analysis Mathematics-Statistics and Probability
CiteScore
2.40
自引率
0.00%
发文量
0
期刊介绍: The journal Communications on Stochastic Analysis (COSA) is published in four issues annually (March, June, September, December). It aims to present original research papers of high quality in stochastic analysis (both theory and applications) and emphasizes the global development of the scientific community. The journal welcomes articles of interdisciplinary nature. Expository articles of current interest will occasionally be published. COSAis indexed in Mathematical Reviews (MathSciNet), Zentralblatt für Mathematik, and SCOPUS
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