Skip to main content
Log in

Convergence for noncommutative rational functions evaluated in random matrices

  • Published:
Mathematische Annalen Aims and scope Submit manuscript

Abstract

One of the main applications of free probability is to show that for appropriately chosen independent copies of d random matrix models, any noncommutative polynomial in these d variables has a spectral distribution that converges asymptotically and can be described with the help of free probability. This paper aims to show that this can be extended to noncommutative rational functions, answering an open question by Roland Speicher. This paper also provides a noncommutative probability approach to approximating the free field. At the algebraic level, its construction relies on the approximation by generic matrices. On the other hand, it admits many embeddings in the algebra of operators affiliated with a \(II_1\) factor. A consequence of our result is that, as soon as the generators admit a random matrix model, the approximation of any self-adjoint noncommutative rational function by generic matrices can be upgraded at the level of convergence in distribution.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Amitsur, S.A.: Rational identities and applications to algebra and geometry. J. Algebra 3(3), 304–359 (1966)

    Article  MathSciNet  Google Scholar 

  2. Anderson, G.W.: Convergence of the largest singular value of a polynomial in independent Wigner matrices. Ann. Probab. 41(3B), 2103–2181 (2013)

    Article  MathSciNet  Google Scholar 

  3. Avitzour, D.: Free products of \(C^*\)-algebras. Trans. Am. Math. Soc. 271, 423–435 (1982)

    MathSciNet  Google Scholar 

  4. Belinschi, S., Capitaine, M.: Spectral properties of polynomials in independent Wigner and deterministic matrices. J. Funct. Anal. 273, 3901–3973 (2016)

    Article  MathSciNet  Google Scholar 

  5. Bercovici, H., Voiculescu, D.: Free convolution of measures with unbounded support. Indiana Univ. Math. J. 42(3), 733–773 (1993)

    Article  MathSciNet  Google Scholar 

  6. Blackadar, B.: Operator Algebras. Theory of \(C^\ast \)-Algebras and von Neumann Algebras. Springer, Berlin (2006)

    Google Scholar 

  7. Capitaine, M., Donati-Martin, C.: Strong asymptotic freeness for Wigner and Wishart matrices. Indiana Univ. Math. J. 56(2), 767–803 (2007)

    Article  MathSciNet  Google Scholar 

  8. Ching, W.-M.: Free products of von Neumann algebras. Trans. Am. Math. Soc. 178, 147–163 (1973)

    Article  MathSciNet  Google Scholar 

  9. Cohn, P.M.: Free Ideal Rings and Localization in General Rings. Cambridge University Press, Cambridge (2006)

    Book  Google Scholar 

  10. Cohn, P.M., Reutenauer, C.: A normal form in free fields. Can. J. Math. 46(3), 517–531 (1994)

    Article  MathSciNet  Google Scholar 

  11. Cohn, P.M., Reutenauer, C.: On the construction of the free field. Int. J. Algebra Comput. 9(3–4), 307–323 (1999)

    Article  MathSciNet  Google Scholar 

  12. Collins, B., Male, C.: The strong asymptotic freeness of Haar and deterministic matrices. Ann. Sci. Éc. Norm. Supér. (4) 47(1), 147–163 (2014)

  13. Collins, B., Guionnet, A., Parraud, F.: On the operator norm of non-commutative polynomials in deterministic matrices and iid GUE matrices. Camb. J. Math. 10(1), 195–260 (2022)

    Article  MathSciNet  Google Scholar 

  14. Connes, A.: Noncommutative Geometry. Transl. from the French by Sterling Berberian. Academic Press, San Diego (1994)

    Google Scholar 

  15. Connes, A., Shlyakhtenko, D.: \(L^2\)-homology for von Neumann algebras. J. Reine Angew. Math. 586, 125–168 (2005)

    Article  MathSciNet  Google Scholar 

  16. Conway, J.B.: A Course in Functional Analysis. Springer, New York (1990)

    Google Scholar 

  17. Duchamp, G., Reutenauer, C.: Un critère de rationalité provenant de la géométrie non commutative. Invent. Math. 128(3), 613–622 (1997)

    Article  MathSciNet  Google Scholar 

  18. Erdös, L., Krüger, T., Nemish, Y.: Scattering in quantum dots via noncommutative rational functions. Ann. Henri Poincaré 22(12), 4205–4269 (2021)

    Article  MathSciNet  Google Scholar 

  19. Fannes, M., Quaegebeur, J.: Central limits of product mappings between CAR algebras. Publ. RIMS Kyoto Univ. 19, 469–491 (1983)

    Article  MathSciNet  Google Scholar 

  20. Haagerup, U., Schultz, H.: Brown measures of unbounded operators affiliated with a finite von Neumann algebra. Math. Scand. 100(2), 209–263 (2007)

    Article  MathSciNet  Google Scholar 

  21. Haagerup, U., Thorbjørnsen, S.: A new application of random matrices: \({\rm Ext}(C^*_{{\rm red}}({\mathbb{F} }_2))\) is not a group. Ann. Math. 162(2), 711–775 (2005)

    Article  MathSciNet  Google Scholar 

  22. Helton, J.W., Mai, T., Speicher, R.: Applications of realizations (aka linearizations) to free probability. J. Funct. Anal. 274(1), 1–79 (2018)

    Article  MathSciNet  Google Scholar 

  23. Hrubeš, P., Wigderson, A.: Non-commutative arithmetic circuits with division. Theory Comput. 11, 357–393 (2015)

    Article  MathSciNet  Google Scholar 

  24. Hudson, R.L., Wilkinson, M.D., Peck, S.N.: Translation-invariant integrals, and Fourier analysis on Clifford and Grassmann algebras. J. Funct. Anal. 27, 68–87 (1980)

    Article  MathSciNet  Google Scholar 

  25. Kaliuzhnyi-Verbovetskyi, D.S., Vinnikov, V.: Singularities of rational functions and minimal factorizations: the noncommutative and the commutative setting. Linear Algebra Appl. 430(4), 869–889 (2009)

    Article  MathSciNet  Google Scholar 

  26. Kaliuzhnyi-Verbovetskyi, D.S., Vinnikov, V.: Noncommutative rational functions, their difference-differential calculus and realizations. Multidimens. Syst. Signal Process. 23(1–2), 49–77 (2012)

    Article  MathSciNet  Google Scholar 

  27. Linnell, P.A.: Division rings and group von Neumann algebras. Forum Math. 5(6), 561–576 (1993)

    MathSciNet  Google Scholar 

  28. Linnell, P.A.: A rationality criterion for unbounded operators. J. Funct. Anal. 171(1), 115–121 (2000)

    Article  MathSciNet  Google Scholar 

  29. Ma, Z., Yang, F.: Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations arXiv preprint arXiv:2102.03297 (2021)

  30. Mai, T., Speicher, R., Yin, S.: The free field: zero divisors, Atiyah property and realizations via unbounded operators. arXiv preprint arXiv:1805.04150v2 (2018)

  31. Mai, T., Speicher, R., Yin, S.: The free field: realization via unbounded operators and Atiyah property. arXiv preprint arXiv:1905.08187 (2019)

  32. Male, C.: The norm of polynomials in large random and deterministic matrices. With an appendix by Dimitri Shlyakhtenko. Probab. Theory Relat. Fields 154(3–4), 477–532 (2012)

  33. Mingo, J.A., Speicher, R.: Free probability and random matrices, Fields Institute Monographs, vol. 35. Springer, New York; Fields Institute for Research in Mathematical Sciences, Toronto (2017)

  34. Miyagawa, A.: The estimation of non-commutative derivatives and the asymptotics for the free field in free probability theory. MSc Thesis, Kyoto University, 100 (2021)

  35. Murray, F.J., von Neumann, J.: On rings of operators. Ann. Math. 37(1), 116–229 (1936)

    Article  MathSciNet  Google Scholar 

  36. Parraud, F.: On the operator norm of non-commutative polynomials in deterministic matrices and iid Haar unitary matrices. Probab. Theory Relat. Fields 182(3), 751–806 (2022)

    Article  MathSciNet  Google Scholar 

  37. Schultz, H.: Non-commutative polynomials of independent Gaussian random matrices. The real and symplectic cases. Probab. Theory Relat. Fields 131(2), 261–309 (2005)

    Article  MathSciNet  Google Scholar 

  38. Speicher, R.: Regularity of non-commutative distributions and random matrices. Publications of MFO, OWR-(2019)-56, p. 3513

  39. Terp, M.: \(L_p\) spaces associated with von Neumann algebras. Math. Institute, Copenhagen University (1981)

  40. Vargas, C.: A general solution to (free) deterministic equivalents. In Contributions of Mexican mathematicians abroad in pure and applied mathematics. Second meeting “Matemáticos Mexicanos en el Mundo”, Centro de Investigación en Matemáticas, Guanajuato, Mexico, December 15–19, 2014, pp. 131–158. American Mathematical Society (AMS), Providence; Sociedad Matemática Mexicana, México (2018)

  41. Voiculescu, D.: Symmetries of some reduced free product \(C^*\)-algebras. In: Araki, H., Moore, C.C., Stratila, ŞV., Voiculescu, D.V. (eds.) Operator Algebras and their Connections with Topology and Ergodic Theory. Lecture Notes in Mathematics, vol. 1132. Springer, Berlin (1985)

    Google Scholar 

  42. Voiculescu, D.: Limit laws for random matrices and free products. Invent. Math. 104(1), 201–220 (1991)

    Article  MathSciNet  Google Scholar 

  43. Voiculescu, D.: The analogues of entropy and of Fisher’s information measure in free probability theory. II. Invent. Math. 118(3), 411–440 (1994)

    Article  MathSciNet  Google Scholar 

  44. Voiculescu, D.: A strengthened asymptotic freeness result for random matrices with applications to free entropy. Int. Math. Res. Not. 1, 41–63 (1998)

    Article  MathSciNet  Google Scholar 

  45. Volčič, J.: Matrix coefficient realization theory of noncommutative rational functions. J. Algebra 499, 397–437, 04 (2018)

  46. Volčič, J.: Hilbert’s 17th problem in free skew fields. Forum Math. Sigma 9, Paper No. e61 (2021)

  47. Yin, S.: Non-commutative rational functions in strongly convergent random variables. Adv. Oper. Theory 3(1), 178–192 (2018)

    MathSciNet  Google Scholar 

  48. Yin, S.: On the rational functions in non-commutative random variables. PhD thesis. Universität des Saarlandes (2020)

Download references

Acknowledgements

The problem considered in this paper appeared in the context of the M.Sc. studies of A. Miyagawa, under the supervision of B. Collins (cf. [34]), and related questions were discussed during the visit of T. Mai in Kyoto in 2019. T. Mai is grateful for the great hospitality of B. Collins and the entire Department of Mathematics at Kyoto University. F. Parraud, T. Mai, and S. Yin benefited from the hospitality of MFO, during which R. Speicher stated the conjecture leading to this paper. The authors thank G. Cébron, A. Connes, M. de la Salle, and R. Speicher for valuable discussions. We thank an anonymous referee for a careful reading of our manuscript and for valuable comments and suggestions. BC was supported by JSPS KAKENHI 17K18734 and 17H04823. FP was partially supported by Labex Milyon (ANR-10-LABX-0070) of Université de Lyon. SY was supported by ANR project MESA (ANR-18-CE40-0006).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Akihiro Miyagawa.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Collins, B., Mai, T., Miyagawa, A. et al. Convergence for noncommutative rational functions evaluated in random matrices. Math. Ann. 388, 543–574 (2024). https://doi.org/10.1007/s00208-022-02530-5

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00208-022-02530-5

Navigation