Operator-valued semicircular elements: Solving a quadratic matrix equation with positivity constraints
classification
🧮 math.OA
math.CV
keywords
determinationequationgivenmatrixoperator-valuedpartpositivepositivity
read the original abstract
We show that the quadratic matrix equation $VW + \eta (W)W = I$, for given $V$ with positive real part and given analytic mapping $\eta$ with some positivity preserving properties, has exactly one solution $W$ with positive real part. We point out the relevance of this result in the context of operator-valued free probability theory and for the determination of the asymptotic eigenvalue distribution of band or block random matrices. We also address the problem of a numerical determination of the solution.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.