2005arXiv (Cornell University)Open access

Rectangular random matrices, related free entropy and free Fisher's information

Florent Benaych-Georges

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Abstract

We prove that independent rectangular random matrices, when embedded in a space of larger square matrices, are asymptotically free with amalgamation over a commutative finite dimensional subalgebra $D$ (under an hypothesis of unitary invariance). Then we consider elements of a finite von Neumann algebra containing $D$, which have kernel and range projection in $D$. We associate them a free entropy with the microstates approach, and a free Fisher's information with the conjugate variables approach. Both give rise to optimization problems whose solutions involve freeness with amalgamation over $D$. It could be a first proposition for the study of operators between different Hilbert spaces with the tools of free probability. As an application, we prove a result of freeness with amalgamation between the two parts of the polar decomposition of $R$-diagonal elements with non trivial kernel.

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We prove that independent rectangular random matrices, when embedded in a space of larger square matrices, are asymptotically free with amalgamation over a commutative finite dimensional subalgebra $D$ (under an hypothesis of unitary invariance). Then we consider elements of a finite von Neumann algebra containing $D$, which have kernel and range projection in $D$. We associate them a free entropy with the microstates approach, and a free Fisher's information with the conjugate variables approach. Both give rise to optimization problems whose solutions involve freeness with amalgamation over $D$. It could be a first proposition for the study of operators between different Hilbert spaces with the tools of free probability. As an application, we prove a result of freeness with amalgamation between the two parts of the polar decomposition of $R$-diagonal elements with non trivial kernel.

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Available abstract

We prove that independent rectangular random matrices, when embedded in a space of larger square matrices, are asymptotically free with amalgamation over a commutative finite dimensional subalgebra $D$ (under an hypothesis of unitary invariance). Then we consider elements of a finite von Neumann algebra containing $D$, which have kernel and range projection in $D$. We associate them a free entropy with the microstates approach, and a free Fisher's information with the conjugate variables approach. Both give rise to optimization problems whose solutions involve freeness with amalgamation over $D$. It could be a first proposition for the study of operators between different Hilbert spaces with the tools of free probability. As an application, we prove a result of freeness with amalgamation between the two parts of the polar decomposition of $R$-diagonal elements with non trivial kernel.

Key concepts: Free probability, Mathematics, Hilbert space, Subalgebra, Unitary state, Random matrix, Fisher information, Entropy (arrow of time)

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