GranMa 2011

Oct 3 - 6, 2011

Institut Henri Poincaré, Paris




Practical details



Teodor Banica, U Cergy:

Block-modified Wishart matrices and free Poisson laws

We study the random matrices of type $\tilde{W}=(id\otimes\varphi)W$, where $W$ is a complex Wishart matrix of parameters $(dn,dm)$, and $\varphi:M_n(\mathbb C) \to M_n(\mathbb C)$ is a self-adjoint linear map. We prove that, under suitable assumptions on $\varphi$, we have the limiting $d\to\infty$ eigenvalue distribution formula $\delta m\tilde{W}\sim\pi_{mn\rho}\boxtimes\nu$, where $\rho$ is the law of $\varphi$, viewed as a square matrix, $\pi$ is the free Poisson law, $\nu$ is the law of $D=\varphi(1)$, and $\delta=tr(D)$. This result generalizes all previously known computations. Our assumptions on $\varphi$ are of ``planar'' type, and we make a number of algebraic speculations in this direction. This is joint work with Ion Nechita.

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