Preprints

  1. Asymptotic infinitesimal freeness with amalgamation for Haar quantum unitary random matrices
    Authors: S. Curran and R. Speicher
    Abstract: We consider the limiting distribution of $U_NA_NU_N^*$ and $B_N$ (and more general expressions), where $A_N$ and $B_N$ are $N \times N$ matrices with entries in a unital C$^*$-algebra $\mathcal B$ which have limiting $\mathcal B$-valued distributions as $N \to \infty$, and $U_N$ is a $N \times N$ Haar distributed quantum unitary random matrix with entries independent from $\mathcal B$. Under a boundedness assumption, we show that $U_NA_NU_N^*$ and $B_N$ are asymptotically free with amalgamation over $\mathcal B$. Moreover, this also holds in the stronger infinitesimal sense of Belinschi-Shlyakhtenko. We provide an example which demonstrates that this example may fail for classical Haar unitary random matrices when the algebra $\mathcal B$ is infinite-dimensional.

  2. Free Probability Theory
    Author: R. Speicher
    (contribution for Handbook on Random Matrix Theory, to be published by Oxford University Press)
    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.

  3. The normal distribution is $boxplus$-infinitely divisible
    Authors: S. Belinschi, M. Bozejko, F. Lehner, R. Speicher
    Abstract: We prove that the classical normal distribution is infinitely divisible with respect to the free additive convolution. We study the Voiculescu transform first by giving a survey of its combinatorial implications and then analytically, including a proof of free infinite divisibility. This is only the third example known to us at this moment of a nontrivial distribution that is infinitely divisible with respect to both classical and free convolution, the others being the Cauchy distribution and the free 1/2-stable distribution.

  4. Sharp Bounds for Sums Associated to Graphs of Matrices
    Authors: J. Mingo and R. Speicher
    Abstract: We provide a simple algorithm for finding the optimal upper bound for sums of products of matrix entries of the form S_pi(N) := sum_{j_1, ..., j_2m = 1}^N t^1_{j_1 j_2} t^2_{j_3 j_4} ... t^m_{j_2m-1 j_2m} where some of the summation indices are constrained to be equal. The upper bound is easily obtained from a graph G associated to the constraints in the sum.

  5. Stochastic aspects of easy quantum groups
    Authors: T. Banica, S. Curran, R. Speicher
    (to appear in Prob. Th. Related Fields)
    Abstract: We consider several orthogonal quantum groups satisfying the easiness assumption axiomatized in our previous paper. For each of them we discuss the computation of the asymptotic law of Tr(u^k) with respect to the Haar measure, u being the fundamental representation. For the classical groups O_n, S_n we recover in this way some well-known results of Diaconis and Shahshahani.

  6. De Finetti theorems for easy quantum groups
    Authors: T. Banica, S. Curran, R. Speicher
    Abstract: We study sequences of noncommutative random variables which are invariant under "quantum transformations" coming from an orthogonal quantum group satisfying the "easiness" condition axiomatized in our previous paper. For 10 easy quantum groups, we obtain de Finetti type theorems characterizing the joint distribution of any infinite, quantum invariant sequence. In particular, we give a new and unified proof of the classical results of de Finetti and Freedman for the easy groups S_n, O_n, which is based on the combinatorial theory of cumulants. We also recover the free de Finetti theorem of K\"ostler and Speicher, and the characterization of operator-valued free semicircular families due to Curran. We consider also finite sequences, and prove an approximation result in the spirit of Diaconis and Freedman.

  7. Classification results for easy quantum groups
    Authors: T. Banica, S. Curran, R. Speicher
    Abstract: We study the orthogonal quantum groups satisfying the ``easiness'' assumption axiomatized in our previous paper, with the construction of some new examples, and with some partial classification results. The conjectural conclusion is that the easy quantum groups consist of the previously known 14 examples, plus of an hypothetical multi-parameter ``hyperoctahedral series'', related to the complex reflection groups $H_n^s=\mathbb Z_s\wr S_n$. We discuss as well the general structure, and the computation of asymptotic laws of characters, for the new quantum groups that we construct.

  8. The non-commutative cycle lemma
    Authors: C. Armstrong, J. Mingo, R. Speicher, J. Wilson
    (to appear in J. Comb. Th. A)
    Abstract: We present a non-commutative version of the cycle lemma of Dvoretsky and Motzkin that applies to free groups and use this result to solve a number of problems involving cyclic reduction in the free group. We also describe an application to random matrices, in particular the fluctuations of Kesten's Law.

  9. Resolvents of R-diagonal operators
    Authors: U. Haagerup, T. Kemp, R. Speicher
    (to appear in Transactions of AMS)
    Abstract: We consider the resolvent $(\lambda-a)^{-1}$ of any $R$-diagonal operator $a$ in a $\mathrm{II}_1$-factor. Our main theorem gives a universal asymptotic formula for the norm of such a resolvent. En route to its proof, we calculate the $R$-transform of the operator $|\lambda-c|^2$ where $c$ is Voiculescu's circular operator, and give an asymptotic formula for the negative moments of $|\lambda-a|^2$ for any $R$-diagonal $a$. We use a mixture of complex analytic and combinatorial techniques, each giving finer information where the other can give only coarse detail. In particular, we introduce {\em partition structure diagrams}, a new combinatorial structure arising in free probability.

  10. On the rate of convergence and Berry-Esseen type theorems for a multivariate free central limit theorem
    Author: Roland Speicher
    (not intended for publication in this form)
    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.


      Roland Speicher.