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Finite-rank perturbations of random band matrices via infinitesimal free probability

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arxiv 1906.10268 v1 pith:JCL2Q2I4 submitted 2019-06-24 math.PR math.OA

classification math.PRmath.OA
keywords finite-rankinfinitesimalmatrixperturbationsbandfreematricesmodel
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abstract

We prove a sharp $\sqrt{N}$ transition for the infinitesimal distribution of a periodically banded GUE matrix. For band widths $b_N = \Omega(\sqrt{N})$, we further prove that our model is infinitesimally free from the matrix units and the normalized all-ones matrix. Our results allow us to extend previous work of Shlyakhtenko on finite-rank perturbations of Wigner matrices in the infinitesimal framework. For finite-rank perturbations of our model, we find outliers at the classical positions from the deformed Wigner ensemble.

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  1. Asymptotics of Harish-Chandra transform and infinitesimal freeness

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    The paper proves new asymptotic expansion formulas for Harish-Chandra and Schur generating functions, links them to (quantized) infinitesimal freeness, and demonstrates a BBP-type phase transition in domino tilings.

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