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Search Results: 1 - 10 of 3160 matches for " Roland Speicher "
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On the rate of convergence and Berry-Esseen type theorems for a multivariate free central limit theorem
Roland Speicher
Mathematics , 2007,
Abstract: We address the question of a Berry Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial sums in an operator-valued free central limit theorem and the Cauchy transform of the limiting operator-valued semicircular element.
Free probability and random matrices
Roland Speicher
Mathematics , 2014,
Abstract: The concept of freeness was introduced by Voiculescu in the context of operator algebras. Later it was observed that it is also relevant for large random matrices. We will show how the combination of various free probability results with a linearization trick allows to address successfully the problem of determining the asymptotic eigenvalue distribution of general selfadjoint polynomials in independent random matrices.
Free Probability Theory
Roland Speicher
Mathematics , 2009,
Abstract: Free probability theory was created by Dan Voiculescu around 1985, motivated by his efforts to understand special classes of von Neumann algebras. His discovery in 1991 that also random matrices satisfy asymptotically the freeness relation transformed the theory dramatically. Not only did this yield spectacular results about the structure of operator algebras, but it also brought new concepts and tools into the realm of random matrix theory. In the following we will give, mostly from the random matrix point of view, a survey on some of the basic ideas and results of free probability theory.
Polynomials in Asymptotically Free Random Matrices
Roland Speicher
Mathematics , 2015, DOI: 10.5506/APhysPolB.46.1611
Abstract: Recent work of Belinschi, Mai and Speicher resulted in a general algorithm to calculate the distribution of any selfadjoint polynomial in free variables. Since many classes of independent random matrices become asymptotically free if the size of the matrices goes to infinity, this algorithm allows then also the calculation of the asymptotic eigenvalue distribution of polynomials in such independent random matrices. We will recall the main ideas of this approach and then also present its extension to the case of the Brown measure of non-selfadjoint polynomials.
Free Calculus
Roland Speicher
Mathematics , 2001,
Abstract: I give a survey about my work on combinatorial and probabilistic aspects of free probability theory. In particular, I present the combinatorial description of freeness in terms of free cumulants and I give some ideas of the main results of my joint work with Philippe Biane on a stochastic integration theory for free Brownian motion.
Spectra of Hamiltonians with Generalized Single-Site Dynamical Disorder
Peter Neu,Roland Speicher
Physics , 1994, DOI: 10.1007/BF01316850
Abstract: Starting from the deformed commutation relations \ba a_q(t) \,a_q^{\dag}(s) \ - \ q\,a_q^{\dag}(s)\,a_q(t) \ = \ \Gam(t-s) {\bf 1} , \quad -1\ \le \ q\ \le\ 1\nn \ea with a covariance $\Gam(t-s)$ and a parameter $q$ varying between $-1$ and $1$, a stochastic process is constructed which continuously deforms the classical Gaussian and classical compound Poisson process. The moments of these distinguished stochastic processes are identified with the Hilbert space vacuum expectation values of products of $\hat{\om}_q (t) = \gam\,\big(\, a_q(t) + a_q^{\dag} (t) \,\big)\;+ \; \xi\, a_q^{\dag} (t) a_q(t)$ with fixed parameters $q$, $\gam$ and $\xi$. Thereby we can interpolate between dichotomic, random matrix and classical Gaussian and compound Poisson processes. The spectra of Hamiltonians with single-site dynamical disorder are calculated for an exponential covariance (coloured noise) by means of the time convolution generalized master equation formalism (TC-GME) and the
Rigorous mean field model for CPA: Anderson model with free random variables
Peter Neu,Roland Speicher
Physics , 1994, DOI: 10.1007/BF02179871
Abstract: A model of a randomly disordered system with site-diagonal random energy fluctuations is introduced. It is an extension of Wegner's $n$-orbital model to arbitrary eigenvalue distribution in the electronic level space. The new feature is that the random energy values are not assumed to be independent at different sites but free. Freeness of random variables is an analogue of the concept of independence for non-commuting random operators. A possible realization is the ensemble of at different lattice-sites randomly rotated matrices. The one- and two-particle Green functions of the proposed hamiltonian are calculated exactly. The eigenstates are extended and the conductivity is nonvanishing everywhere inside the band. The long-range behaviour and the zero-frequency limit of the two-particle Green function are universal with respect to the eigenvalue distribution in the electronic level space. The solutions solve the CPA-equation for the one- and two-particle Green function of the corresponding Anderson model. Thus our (multi-site) model is a rigorous mean field model for the (single-site) CPA. We show how the Llyod model is included in our model and treat various kinds of noises.
Random matrix theory for CPA: Generalization of Wegner's $n$--orbital model
Peter Neu,Roland Speicher
Physics , 1994, DOI: 10.1088/0305-4470/28/3/004
Abstract: We introduce a generalization of Wegner's $n$-orbital model for the description of randomly disordered systems by replacing his ensemble of Gaussian random matrices by an ensemble of randomly rotated matrices. We calculate the one- and two-particle Green's functions and the conductivity exactly in the limit $n\to\infty$. Our solution solves the CPA-equation of the $(n=1)$-Anderson model for arbitrarily distributed disorder. We show how the Lloyd model is included in our model.
Quantum invariant families of matrices in free probability
Stephen Curran,Roland Speicher
Mathematics , 2011,
Abstract: We consider (self-adjoint) families of infinite matrices of noncommutative random variables such that the joint distribution of their entries is invariant under conjugation by a free quantum group. For the free orthogonal and hyperoctahedral groups, we obtain complete characterizations of the invariant families in terms of an operator-valued $R$-cyclicity condition. This is a surprising contrast with the Aldous-Hoover characterization of jointly exchangeable arrays.
$R$-diagonal pairs - a common approach to Haar unitaries and circular elements
Alexandru Nica,Roland Speicher
Mathematics , 1996,
Abstract: In the free probability theory of Voiculescu two of the most frequently used *-distributions are those of a Haar unitary and of a circular element. We define an $R$-diagonal pair as a generalization of these distributions by the requirement that their two-dimensional $R$-transform (or free cumulants) have a special diagonal form. We show that the class of such $R$-diagonal pairs has an absorption property under nested multiplication of free pairs. This implies that in the polar decomposition of such an element the polar part and the absolute value are free. Our calculations are based on combinatorial statements about non-crossing partitions, in particular on a canonical bijection between the set of intervals of NC(n) and the set of 2-divisible partitions in NC(2n). In a forthcoming paper the theory of $R$-diagonal pairs will be used to solve the problem of the free commutator.
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