On the spectral properties of a class of H-selfadjoint random matrices and the underlying combinatorics

Michal Wojtylak (Jagiellonian University)
Patryk Pagacz (Jagiellonian University)

Abstract


An expansion of the Weyl function of a $H$-selfadjoint random matrix with one negative square is provided. It is shown that the coefficients converge to a certain generalization of Catlan numbers. Properties of this generalization are studied, in particular, a combinatorial interpretation is given.

Full Text: Download PDF | View PDF online (requires PDF plugin)

Pages: 1-14

Publication Date: February 7, 2014

DOI: 10.1214/ECP.v19-3066

References

  • Akhiezer, N. I. The classical moment problem and some related questions in analysis. Translated by N. Kemmer Hafner Publishing Co., New York 1965 x+253 pp. MR0184042
  • Anderson, Greg W.; Guionnet, Alice; Zeitouni, Ofer. An introduction to random matrices. Cambridge Studies in Advanced Mathematics, 118. Cambridge University Press, Cambridge, 2010. xiv+492 pp. ISBN: 978-0-521-19452-5 MR2760897
  • Barry, Paul; Hennessy, Aoife. Generalized Narayama polynomials, Riordan arrays, and lattice paths. J. Integer Seq. 15 (2012), no. 4, Article 12.4.8, 23 pp. MR2914897
  • Benaych-Georges, F.; Guionnet, A.; Maida, M. Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices. Electron. J. Probab. 16 (2011), no. 60, 1621--1662. MR2835249
  • F. Benaych-Georges, A. Guionnet, and M. Maïda, Large deviations of the extreme eigenvalues of random deformations of matrices, Prob. Theor. Rel. Fields (2010), 1--49.
  • Benaych-Georges, Florent; Nadakuditi, Raj Rao. The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices. Adv. Math. 227 (2011), no. 1, 494--521. MR2782201
  • Bożejko, Marek; Speicher, Roland. Interpolations between bosonic and fermionic relations given by generalized Brownian motions. Math. Z. 222 (1996), no. 1, 135--159. MR1388006
  • Bożejko, Marek; Wysoczański, Janusz. New examples of convolutions and non-commutative central limit theorems. Quantum probability (Gdańsk, 1997), 95--103, Banach Center Publ., 43, Polish Acad. Sci., Warsaw, 1998. MR1649712
  • Bożejko, Marek; Wysoczański, Janusz. Remarks on $t$-transformations of measures and convolutions. Ann. Inst. H. Poincaré Probab. Statist. 37 (2001), no. 6, 737--761. MR1863276
  • Capitaine, Mireille; Donati-Martin, Catherine; Féral, Delphine. The largest eigenvalues of finite rank deformation of large Wigner matrices: convergence and nonuniversality of the fluctuations. Ann. Probab. 37 (2009), no. 1, 1--47. MR2489158
  • Capitaine, M.; Donati-Martin, C.; Féral, D.; Février, M. Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices. Electron. J. Probab. 16 (2011), no. 64, 1750--1792. MR2835253
  • Derkach, Vladimir; Hassi, Seppo; de Snoo, Henk. Operator models associated with Kac subclasses of generalized Nevanlinna functions. Methods Funct. Anal. Topology 5 (1999), no. 1, 65--87. MR1771251
  • Derkach, Vladimir; Hassi, Seppo; de Snoo, Henk. Rank one perturbations in a Pontryagin space with one negative square. J. Funct. Anal. 188 (2002), no. 2, 317--349. MR1883411
  • Féral, Delphine; Péché, Sandrine. The largest eigenvalue of rank one deformation of large Wigner matrices. Comm. Math. Phys. 272 (2007), no. 1, 185--228. MR2291807
  • Guionnet, Alice. Large random matrices: lectures on macroscopic asymptotics. Lectures from the 36th Probability Summer School held in Saint-Flour, 2006. Lecture Notes in Mathematics, 1957. Springer-Verlag, Berlin, 2009. xii+294 pp. ISBN: 978-3-540-69896-8 MR2498298
  • Gohberg, Israel; Lancaster, Peter; Rodman, Leiba. Indefinite linear algebra and applications. Birkhäuser Verlag, Basel, 2005. xii+357 pp. ISBN: 978-3-7643-7349-8; 3-7643-7349-0 MR2186302
  • A. Knowles, J. Yin, The Isotropic Semicircle Law and Deformation of Wigner Matrices, ARXIV1110.6449v2.
  • Kreĭn, M. G.; Langer, G. K. The defect subspaces and generalized resolvents of a Hermitian operator in the space $\Pi _{\kappa }$. (Russian) Funkcional. Anal. i Priložen 5 1971 no. 3 54--69. MR0282239
  • Kreĭn, M. G.; Langer, H. Über einige Fortsetzungsprobleme, die eng mit der Theorie hermitescher Operatoren im Raume $\Pi _{\kappa }$ zusammenhängen. I. Einige Funktionenklassen und ihre Darstellungen. Math. Nachr. 77 (1977), 187--236. MR0461188
  • Kreĭn, M. G.; Langer, Heinz. On some extension problems which are closely connected with the theory of Hermitian operators in a space $\Pi _{\kappa }$. III. Indefinite analogues of the Hamburger and Stieltjes moment problems. Part I. Beiträge Anal. No. 14 (1979), 25--40 (loose errata). MR0563344
  • Kreĭn, M. G.; Langer, H. Some propositions on analytic matrix functions related to the theory of operators in the space $\Pi _{\kappa }$. Acta Sci. Math. (Szeged) 43 (1981), no. 1-2, 181--205. MR0621369
  • Langer, Heinz; Luger, Annemarie; Matsaev, Vladimir. Convergence of generalized Nevanlinna functions. Acta Sci. Math. (Szeged) 77 (2011), no. 3-4, 425--437. MR2906512
  • Pizzo, Alessandro; Renfrew, David; Soshnikov, Alexander. On finite rank deformations of Wigner matrices. Ann. Inst. Henri Poincaré Probab. Stat. 49 (2013), no. 1, 64--94. MR3060148
  • Pizzo, Alessandro; Renfrew, David; Soshnikov, Alexander. Fluctuations of matrix entries of regular functions of Wigner matrices. J. Stat. Phys. 146 (2012), no. 3, 550--591. MR2880032
  • N. J. A. Sloane, The On-Line Encyclopedia of Integer Sequences, published electronically at http://oeis.org/
  • de Snoo, Henk; Winkler, Henrik; Wojtylak, Michał. Zeros of nonpositive type of generalized Nevanlinna functions with one negative square. J. Math. Anal. Appl. 382 (2011), no. 1, 399--417. MR2805522
  • Wigner, Eugene P. Characteristic vectors of bordered matrices with infinite dimensions. Ann. of Math. (2) 62 (1955), 548--564. MR0077805
  • Wojtylak, Michał. On a class of $H$-selfadjoint random matrices with one eigenvalue of nonpositive type. Electron. Commun. Probab. 17 (2012), no. 45, 14 pp. MR2988391
  • Wysoczański, Janusz. Monotonic independence on the weakly monotone Fock space and related Poisson type theorem. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 8 (2005), no. 2, 259--275. MR2146316
  • Wysoczański, Janusz. A $d$-deformation of free Gaussian random variables. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 8 (2005), no. 4, 669--680. MR2184090


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.