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arxiv: 1209.3508 · v1 · pith:UMINVIXTnew · submitted 2012-09-16 · 🧮 math.OA · math.PR

Operator-valued free multiplicative convolution: analytic subordination theory and applications to random matrix theory

classification 🧮 math.OA math.PR
keywords freeoperator-valuedsubordinationanalyticapplicationsconvolutionmultiplicativeobtained
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We give an explicit description, via analytic subordination, of free multiplicative convolution of operator-valued distributions. In particular, the subordination function is obtained from an iteration process. This algorithm is easily numerically implementable. We present two concrete applications of our method: the product of two free operator-valued semicircular elements and the calculation of the distribution of $dcd+d^2cd^2$ for scalar-valued $c$ and $d$, which are free. Comparision between the solution obtained by our methods and simulations of random matrices shows excellent agreement.

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