267 research outputs found
A unified fluctuation formula for one-cut -ensembles of random matrices
Using a Coulomb gas approach, we compute the generating function of the
covariances of power traces for one-cut -ensembles of random matrices in
the limit of large matrix size. This formula depends only on the support of the
spectral density, and is therefore universal for a large class of models. This
allows us to derive a closed-form expression for the limiting covariances of an
arbitrary one-cut -ensemble. As particular cases of the main result we
consider the classical -Gaussian, -Wishart and -Jacobi
ensembles, for which we derive previously available results as well as new ones
within a unified simple framework. We also discuss the connections between the
problem of trace fluctuations for the Gaussian Unitary Ensemble and the
enumeration of planar maps.Comment: 16 pages, 4 figures, 3 tables. Revised version where references have
been added and typos correcte
The normal distribution is -infinitely divisible
We prove that the classical normal distribution is infinitely divisible with
respect to the free additive convolution. We study the Voiculescu transform
first by giving a survey of its combinatorial implications and then
analytically, including a proof of free infinite divisibility. In fact we prove
that a subfamily Askey-Wimp-Kerov distributions are freely infinitely
divisible, of which the normal distribution is a special case. At the time of
this writing this is only the third example known to us of a nontrivial
distribution that is infinitely divisible with respect to both classical and
free convolution, the others being the Cauchy distribution and the free
1/2-stable distribution.Comment: AMS LaTeX, 29 pages, using tikz and 3 eps figures; new proof
including infinite divisibility of certain Askey-Wilson-Kerov distibution
Relations between cumulants in noncommutative probability
We express classical, free, Boolean and monotone cumulants in terms of each
other, using combinatorics of heaps, pyramids, Tutte polynomials and
permutations. We completely determine the coefficients of these formulas with
the exception of the formula for classical cumulants in terms of monotone
cumulants whose coefficients are only partially computed.Comment: 27 pages, 7 figures, AMS LaTe
Cumulants, lattice paths, and orthogonal polynomials
A formula expressing free cumulants in terms of the Jacobi parameters of the
corresponding orthogonal polynomials is derived. It combines Flajolet's theory
of continued fractions and Lagrange inversion. For the converse we discuss
Gessel-Viennot theory to express Hankel determinants in terms of various
cumulants.Comment: 11 pages, AMS LaTeX, uses pstricks; revised according to referee's
suggestions, in particular cut down last section and corrected some wrong
attribution
Simple maps, Hurwitz numbers, and Topological Recursion
We introduce the notion of fully simple maps, which are maps with non
self-intersecting disjoint boundaries. In contrast, maps where such a
restriction is not imposed are called ordinary. We study in detail the
combinatorics of fully simple maps with topology of a disk or a cylinder. We
show that the generating series of simple disks is given by the functional
inversion of the generating series of ordinary disks. We also obtain an elegant
formula for cylinders. These relations reproduce the relation between moments
and free cumulants established by Collins et al. math.OA/0606431, and implement
the symplectic transformation on the spectral curve in
the context of topological recursion. We conjecture that the generating series
of fully simple maps are computed by the topological recursion after exchange
of and . We propose an argument to prove this statement conditionally to
a mild version of symplectic invariance for the -hermitian matrix model,
which is believed to be true but has not been proved yet.
Our argument relies on an (unconditional) matrix model interpretation of
fully simple maps, via the formal hermitian matrix model with external field.
We also deduce a universal relation between generating series of fully simple
maps and of ordinary maps, which involves double monotone Hurwitz numbers. In
particular, (ordinary) maps without internal faces -- which are generated by
the Gaussian Unitary Ensemble -- and with boundary perimeters
are strictly monotone double Hurwitz numbers
with ramifications above and above .
Combining with a recent result of Dubrovin et al. math-ph/1612.02333, this
implies an ELSV-like formula for these Hurwitz numbers.Comment: 66 pages, 7 figure
The splitting process in free probability theory
Free cumulants were introduced by Speicher as a proper analog of classical
cumulants in Voiculescu's theory of free probability. The relation between free
moments and free cumulants is usually described in terms of Moebius calculus
over the lattice of non-crossing partitions. In this work we explore another
approach to free cumulants and to their combinatorial study using a
combinatorial Hopf algebra structure on the linear span of non-crossing
partitions. The generating series of free moments is seen as a character on
this Hopf algebra. It is characterized by solving a linear fixed point equation
that relates it to the generating series of free cumulants. These phenomena are
explained through a process similar to (though different from) the
arborification process familiar in the theory of dynamical systems, and
originating in Cayley's work
Monotone, free, and boolean cumulants: a shuffle algebra approach
The theory of cumulants is revisited in the "Rota way", that is, by following
a combinatorial Hopf algebra approach. Monotone, free, and boolean cumulants
are considered as infinitesimal characters over a particular combinatorial Hopf
algebra. The latter is neither commutative nor cocommutative, and has an
underlying unshuffle bialgebra structure which gives rise to a shuffle product
on its graded dual. The moment-cumulant relations are encoded in terms of
shuffle and half-shuffle exponentials. It is then shown how to express
concisely monotone, free, and boolean cumulants in terms of each other using
the pre-Lie Magnus expansion together with shuffle and half-shuffle logarithms.Comment: final versio
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