{"title":"关于确定性矩阵和iid-GUE矩阵中非交换多项式的算子范数","authors":"B. Collins, A. Guionnet, Félix Parraud","doi":"10.4310/cjm.2022.v10.n1.a3","DOIUrl":null,"url":null,"abstract":"Let $X^N = (X_1^N,\\dots, X^N_d)$ be a d-tuple of $N\\times N$ independent GUE random matrices and $Z^{NM}$ be any family of deterministic matrices in $\\mathbb{M}_N(\\mathbb{C})\\otimes \\mathbb{M}_M(\\mathbb{C})$. Let $P$ be a self-adjoint non-commutative polynomial. A seminal work of Voiculescu shows that the empirical measure of the eigenvalues of $P(X^N)$ converges towards a deterministic measure defined thanks to free probability theory. Let now $f$ be a smooth function, the main technical result of this paper is a precise bound of the difference between the expectation of $$\\frac{1}{MN}\\text{Tr}\\left( f(P(X^N\\otimes I_M,Z^{NM})) \\right)$$ and its limit when $N$ goes to infinity. If $f$ is six times differentiable, we show that it is bounded by $M^2\\left\\Vert f\\right\\Vert_{\\mathcal{C}^6}N^{-2}$. As a corollary we obtain a new proof of a result of Haagerup and Thorbj\\o rnsen, later developed by Male, which gives sufficient conditions for the operator norm of a polynomial evaluated in $(X^N,Z^{NM},{Z^{NM}}^*)$ to converge almost surely towards its free limit. Restricting ourselves to polynomials in independent GUE matrices, we give concentration estimates on the largest eingenvalue of these polynomials around their free limit. A direct consequence of these inequalities is that there exists some $\\beta>0$ such that for any $\\varepsilon_1<3+\\beta)^{-1}$ and $\\varepsilon_2<1/4$, almost surely for $N$ large enough, $$-\\frac{1}{N^{\\varepsilon_1}}\\ \\leq \\| P(X^N)\\| - \\left\\Vert P(x)\\right\\Vert \\leq\\ \\frac{1}{N^{\\varepsilon_2}}.$$ Finally if $X^N$ and $Y^{M_N}$ are independent and $M_N = o(N^{1/3})$, then almost surely, the norm of any polynomial in $(X^N\\otimes I_{M_N},I_N\\otimes Y^{M_N})$ converges almost surely towards its free limit. This result is an improvement of a Theorem of Pisier, who was himself using estimates from Haagerup and Thorbj\\o rnsen, where $M_N$ had size $o(N^{1/4})$.","PeriodicalId":48573,"journal":{"name":"Cambridge Journal of Mathematics","volume":" ","pages":""},"PeriodicalIF":1.8000,"publicationDate":"2019-12-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"19","resultStr":"{\"title\":\"On the operator norm of non-commutative polynomials in deterministic matrices and iid GUE matrices\",\"authors\":\"B. Collins, A. Guionnet, Félix Parraud\",\"doi\":\"10.4310/cjm.2022.v10.n1.a3\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Let $X^N = (X_1^N,\\\\dots, X^N_d)$ be a d-tuple of $N\\\\times N$ independent GUE random matrices and $Z^{NM}$ be any family of deterministic matrices in $\\\\mathbb{M}_N(\\\\mathbb{C})\\\\otimes \\\\mathbb{M}_M(\\\\mathbb{C})$. Let $P$ be a self-adjoint non-commutative polynomial. A seminal work of Voiculescu shows that the empirical measure of the eigenvalues of $P(X^N)$ converges towards a deterministic measure defined thanks to free probability theory. Let now $f$ be a smooth function, the main technical result of this paper is a precise bound of the difference between the expectation of $$\\\\frac{1}{MN}\\\\text{Tr}\\\\left( f(P(X^N\\\\otimes I_M,Z^{NM})) \\\\right)$$ and its limit when $N$ goes to infinity. If $f$ is six times differentiable, we show that it is bounded by $M^2\\\\left\\\\Vert f\\\\right\\\\Vert_{\\\\mathcal{C}^6}N^{-2}$. As a corollary we obtain a new proof of a result of Haagerup and Thorbj\\\\o rnsen, later developed by Male, which gives sufficient conditions for the operator norm of a polynomial evaluated in $(X^N,Z^{NM},{Z^{NM}}^*)$ to converge almost surely towards its free limit. Restricting ourselves to polynomials in independent GUE matrices, we give concentration estimates on the largest eingenvalue of these polynomials around their free limit. A direct consequence of these inequalities is that there exists some $\\\\beta>0$ such that for any $\\\\varepsilon_1<3+\\\\beta)^{-1}$ and $\\\\varepsilon_2<1/4$, almost surely for $N$ large enough, $$-\\\\frac{1}{N^{\\\\varepsilon_1}}\\\\ \\\\leq \\\\| P(X^N)\\\\| - \\\\left\\\\Vert P(x)\\\\right\\\\Vert \\\\leq\\\\ \\\\frac{1}{N^{\\\\varepsilon_2}}.$$ Finally if $X^N$ and $Y^{M_N}$ are independent and $M_N = o(N^{1/3})$, then almost surely, the norm of any polynomial in $(X^N\\\\otimes I_{M_N},I_N\\\\otimes Y^{M_N})$ converges almost surely towards its free limit. This result is an improvement of a Theorem of Pisier, who was himself using estimates from Haagerup and Thorbj\\\\o rnsen, where $M_N$ had size $o(N^{1/4})$.\",\"PeriodicalId\":48573,\"journal\":{\"name\":\"Cambridge Journal of Mathematics\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":1.8000,\"publicationDate\":\"2019-12-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"19\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Cambridge Journal of Mathematics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.4310/cjm.2022.v10.n1.a3\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Cambridge Journal of Mathematics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.4310/cjm.2022.v10.n1.a3","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
On the operator norm of non-commutative polynomials in deterministic matrices and iid GUE matrices
Let $X^N = (X_1^N,\dots, X^N_d)$ be a d-tuple of $N\times N$ independent GUE random matrices and $Z^{NM}$ be any family of deterministic matrices in $\mathbb{M}_N(\mathbb{C})\otimes \mathbb{M}_M(\mathbb{C})$. Let $P$ be a self-adjoint non-commutative polynomial. A seminal work of Voiculescu shows that the empirical measure of the eigenvalues of $P(X^N)$ converges towards a deterministic measure defined thanks to free probability theory. Let now $f$ be a smooth function, the main technical result of this paper is a precise bound of the difference between the expectation of $$\frac{1}{MN}\text{Tr}\left( f(P(X^N\otimes I_M,Z^{NM})) \right)$$ and its limit when $N$ goes to infinity. If $f$ is six times differentiable, we show that it is bounded by $M^2\left\Vert f\right\Vert_{\mathcal{C}^6}N^{-2}$. As a corollary we obtain a new proof of a result of Haagerup and Thorbj\o rnsen, later developed by Male, which gives sufficient conditions for the operator norm of a polynomial evaluated in $(X^N,Z^{NM},{Z^{NM}}^*)$ to converge almost surely towards its free limit. Restricting ourselves to polynomials in independent GUE matrices, we give concentration estimates on the largest eingenvalue of these polynomials around their free limit. A direct consequence of these inequalities is that there exists some $\beta>0$ such that for any $\varepsilon_1<3+\beta)^{-1}$ and $\varepsilon_2<1/4$, almost surely for $N$ large enough, $$-\frac{1}{N^{\varepsilon_1}}\ \leq \| P(X^N)\| - \left\Vert P(x)\right\Vert \leq\ \frac{1}{N^{\varepsilon_2}}.$$ Finally if $X^N$ and $Y^{M_N}$ are independent and $M_N = o(N^{1/3})$, then almost surely, the norm of any polynomial in $(X^N\otimes I_{M_N},I_N\otimes Y^{M_N})$ converges almost surely towards its free limit. This result is an improvement of a Theorem of Pisier, who was himself using estimates from Haagerup and Thorbj\o rnsen, where $M_N$ had size $o(N^{1/4})$.