Asymptotic Freeness of Random Permutation Matrices from Gaussian Matrices

dc.creatorNeagu, Mihail G.
dc.date2004-10-01
dc.date2004-12-03
dc.date.accessioned2026-07-07T06:26:35Z
dc.date.available2026-07-07T06:26:35Z
dc.descriptionWe show that an independent family of uniformly distributed random permutation matrices is asymptotically *-free from an independent family of square complex Gaussian matrices and from an independent family of complex Wishart matrices, and that in both cases the convergence in *-distribution actually holds almost surely. An immediate consequence is that, if the rows of a GUE matrix are randomly permuted, then the resulting (non self-adjoint) random matrix has a *-distribution which is asymptotically circular; similarly, a random permutation of the rows of a complex Wishart matrix results in a random matrix which is asymptotically *-distributed like an R-diagonal element from free probability theory.
dc.description22 pages, no figures; added section 4 and minor modifications to sections 1-3
dc.identifierhttps://arxiv.org/abs/math/0410028
dc.identifierhttp://arxiv.org/abs/math/0410028
dc.identifierJ. Ramanujan Math. Soc. 20 (2005), no. 3, 189-213.
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/97152
dc.subjectOperator Algebras
dc.subject46L54 (primary), 15A52 (secondary)
dc.titleAsymptotic Freeness of Random Permutation Matrices from Gaussian Matrices
dc.typetext

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