大随机矩阵对角线上的自由度

IF 2.1 1区 数学 Q1 STATISTICS & PROBABILITY Annals of Probability Pub Date : 2018-05-18 DOI:10.1214/20-AOP1447
Benson Au, Guillaume C'ebron, Antoine Dahlqvist, Franck Gabriel, C. Male
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引用次数: 16

摘要

在算子范数的一致有界假设下,证明了置换不变随机矩阵的独立族在对角线上的概率和期望上是渐近自由的。我们可以将算子范数假设放宽为与矩阵图相关的和的估计,进一步扩展应用范围(例如,具有爆炸矩的Wigner矩阵以及Erdős-Renyi模型的稀疏区域)。即使矩阵按入口方向乘以有界随机变量(例如,在具有方差概况和渗透模型的矩阵的情况下),结果仍然成立。
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Freeness over the diagonal for large random matrices
We prove that independent families of permutation invariant random matrices are asymptotically free over the diagonal, both in probability and in expectation, under a uniform boundedness assumption on the operator norm. We can relax the operator norm assumption to an estimate on sums associated to graphs of matrices, further extending the range of applications (for example, to Wigner matrices with exploding moments and so the sparse regime of the Erdős-Renyi model). The result still holds even if the matrices are multiplied entrywise by bounded random variables (for example, as in the case of matrices with a variance profile and percolation models).
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来源期刊
Annals of Probability
Annals of Probability 数学-统计学与概率论
CiteScore
4.60
自引率
8.70%
发文量
61
审稿时长
6-12 weeks
期刊介绍: The Annals of Probability publishes research papers in modern probability theory, its relations to other areas of mathematics, and its applications in the physical and biological sciences. Emphasis is on importance, interest, and originality – formal novelty and correctness are not sufficient for publication. The Annals will also publish authoritative review papers and surveys of areas in vigorous development.
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