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比利时vs摩洛哥足彩 ,
university of california san diego

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math 243 - functional analysis seminar

felix parraud

kth royal institute of technology (stockholm)

free probability and random matrices: the asymptotic behaviour of polynomials in independent random matrices

abstract:

it has been known for a long time that as their size grow to infinity, many models of random matrices behave as free operators. this link was first explicited by voiculescu in 1991 in a paper in which he proved that the trace of polynomials in independent gue matrices converges towards the trace of the same polynomial evaluated in free semicircular variables. in 2005, haagerup and thorbjornsen proved the convergence of the norm instead of the trace. the main difficulty of their proof was to prove a sharp enough upper bound of the difference between the trace of random matrices and their free limit. they managed to do so with the help of the so-called linearization trick which allows to relate the spectrum of a polynomial of any degree with scalar coefficients with a polynomial of degree 1 with matrix coefficients. a drawback of this method is that it does not give easily good quantitative estimates. in arxiv:1912.04588, we introduced a new strategy to approach those questions which does not rely on the linearization trick and instead is based on free stochastic calculus. in this talk, i will first focus on the paper arxiv:2011.04146, in which we proved an asymptotic expansion for traces of smooth functions evaluated in independent gue random matrices, whose coefficients are defined through free probability. and then i will talk about arxiv:2005.1383, in which we adapted the previous method to the case of haar unitary matrices.

host: david jekel

november 2, 2021

11:00 am

on zoom. please email djekel@ucsd.edu for details.

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