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Freeness over the diagonal for large random matrices

journal contribution
posted on 2023-06-07, 06:59 authored by Benson Au, Guillaume Cébron, Antoine DahlqvistAntoine Dahlqvist, Franck Gabriel, Camille Male
We prove that independent families of permutation invariant random matrices are asymptotically free with amalgamation over the diagonal, both in expectation and in probability, 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 (e.g., to Wigner matrices with exploding moments and the sparse regime of the Erdos–Rényi model). The result still holds even if the matrices are multiplied entrywise by random variables satisfying a certain growth condition (e.g., as in the case of matrices with a variance profile and percolation models). Our analysis relies on a modified method of moments based on graph observables.

History

Publication status

  • Published

File Version

  • Accepted version

Journal

Annals of Probability

ISSN

0091-1798

Publisher

Institute of Mathematical Statistics

Issue

1

Volume

49

Page range

157-179

Department affiliated with

  • Mathematics Publications

Research groups affiliated with

  • Probability and Statistics Research Group Publications

Full text available

  • No

Peer reviewed?

  • Yes

Legacy Posted Date

2020-05-12

First Open Access (FOA) Date

2021-03-19

First Compliant Deposit (FCD) Date

2020-05-11

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