Prof. Dr. Roland Speicher

Prof. Dr. Moritz Weber


Miguel Pluma

Research seminar Free Probability Theory

Oberseminar zur Freien Wahrscheinlichkeitstheorie



In this research seminar we treat topics ranging from free probability and random matrix theory to combinatorics, operator algebras, functional analysis and quantum groups.

Time and place

Wednesdays, 16:15-18:00, room SR 6, building E2 4
talks are 60 minutes plus discussion

Talks in 2018

  • 28.11.2018,  Yuriy Nemish    (Vienna, Austria)
    Local laws for polynomials of Wigner matrices
    We consider general self-adjoint polynomials in several independent random matrices whose entries are centered and have constant variance. Under some numerically checkable conditions, we establish the optimal local law, i.e., we show that the empirical spectral distribution on scales just above the eigenvalue spacing follows the global density of states which is determined by free probability theory. First, we give a brief introduction to the linearization technique that allows to transform the polynomial model into a linear one, which has simpler correlation structure but higher dimension. After that we show that the local law holds up to the optimal scale for the generalized resolvent of the linearized model, which also yields the local law for polynomials. Finally, we show how the above results can be applied to prove the optimal bulk local law for two concrete families of polynomials: general quadratic forms in Wigner matrices and symmetrized products of independent matrices with i.i.d. entries. This is a joint work with Laszlo Erdös and Torben Krüger.

  • 24.10.2018,  Konrad Schrempf   (Vienna University)
    From Linear to Semidefinite Programming, or: Using Noncommutativity for Optimization
    Linear Programming (LP) is a well known theory for optimization and easy to apply, many implementations of the classical Simplex tableau or interior point methods are available. Semidefinite Programming (SDP) is its natural generalization by using matrices instead of vectors and linear matrix-inequalities (LMIs) instead of classical inequalities. Quadratic Programming (QP) and optimization with zero-one-variables can be treated with SDP. I will give a brief introduction to the basic concepts and illustrate the formulation of a small problem to be able to use one of the existing SDP solvers.

  • 17.10.2018,  Xumin Wuang   (Besancon, France)
    Invariant Markov semigroups on the quantum homogeneous spaces
    We find that there is a one to one correspondence between invariant Markov semigroups on compact quantum groups and invariant Markov semigroups on coidalgebras. For strongly continuous Markov semigroups, we can always find a generator. Specially, for invariant Markov semigroups on these spheres O^×_N (×=classical, half-liberated or free case) which is considered as a coidalgebra of C(O^×_N), we can show these eigenvector spaces and associated eigenvalues of generators. These eigenvalues can be described by some orthogonal polynomials.

  • 04.10.2018, 11 am,    Johannes Hoffmann    (Aachen, Germany)
    Theoretical and Computational Aspects of Ore Localization
    Any multiplicative subset S of a commutative ring R induces a localization ring S^{-1}R in which every element of S becomes invertible, abstracting the process of constructing the rationals from the integers. Ore localization is a generalization of this classical concept to non-commutative rings. The main idea is the same and most of the results can be extended, but the price we have to pay comes down to restrictions on S. In this talk, we give an introduction to Ore localization both from theoretical and constructive points of view. We start from an axiomatic definition and move on to Ore's construction utilizing Ore sets instead of multiplicative sets. Different Ore sets can induce the same localization and our search for a canonical Ore set leads to the notion of saturation closure: applied to an Ore set S we get a normal form that induces the same localization, but has better structural properties, for example it gives us a complete description of all elements of R that become units when passing to S^{-1}R. As a further instance of saturation closure in this context we consider the local closure problem and its applications in differential and difference equations. Finally we discuss our efforts on making Ore localization computationally effective in the framework of so-called G-algebras and their implementation in the computer algebra system Singular.

  • 28.06.2018,  Giusi Alfano    (TU Berlin)
    Random channel matrix models in the transition from the 4th to the 5th generation of mobile telephony
    Performance analysis and design of wireless and optical communications systems resort to random matrix theory since mid ‘90’s, with the advent of the so-called MIMO (Multiple-Input-Multiple-Output) technology paradigm. It (mostly) accounts to equip both the transmit as well as the receive side of a wireless link with multiple antennas; this way, a matrix (with randomly distributed entries) becomes the natural model for the coupling between transmitted and received signal, up to the presence of thermal noise. System working assumptions for the 3rd generation of mobile telephony led to the adoption of complex zero-mean Gaussian matrices with iid entries as suitable models for the radio channel effects on the transmitted signal. The possible presence of correlation among the antennas and/or a non-zero mean for some of the entries were eventually accommodated within a generalized Wishart setting in the finitedimensional case and, correspondingly, into a free probability framework in the largesystem regime. Upon introduction of small-cell paradigms with 4th generation, channel matrices were modeled as products of independent Ginibre matrices, with properly adjusted parameters. The overall model being still unitarily invariant, both a finite-size analysis of the spectral properties of such channel matrices, as well as asymptotic spectrum theorems have been derived. Forthcoming wireless generation will also adopt millimeter waves (mmWave) for data transmission, and the resulting channel matrices will lack unitarily invariance. The talk is divided in two parts: first, finite size analysis of a MIMO system in presence of progressive scattering, modeled through a mixed product of random and deterministic matrices of arbitrary size is presented, together with evaluation of ergodic and outage capacity. A log-gas representation of the matrix model is also discussed. In the last part, a channel model for mmWave MIMO will be detailed, focusing on the practical issues impacting on the marginals of the entries, and on the symmetries of the law of the resulting matrix product.

  • 06.06.2018,  Adrian Celestino    (CIMAT, Mexico)
    Eigenvalues of random matrices with discrete spectrum
    In this talk we will present the ideas of Collins, Hasebe and Sakuma (2015) for studying the spectrum of random matrices which are obtained as self-adjoint polynomials in random matrices of two types: random matrices with discrete spectrum in the limit, and random matrices which have joint limiting distribution and are globally rotationally invariant. They proved that the random eigenvalues of this random matrix model converge almost surely to the eigenvalues of a deterministic compact operator by showing that the mixed moments of the two types of random matrices (with respect the non-normalized trace) satisfy a rule called cyclic monotone independence. Finally, some numerical experiments are presented for some polynomials whose eigenvalues can be computed explicitly by cyclic monotone independence.

  • 23.05.2018,  Tobias Mai, Sheng Yin    (Saarbrücken)
    The free field: zero divisors, Atiyah property and realizations via unbounded operators
    We report on some results obtained recently in joint work with R. Speicher. We consider noncommutative rational functions as well as matrices in polynomials in noncommuting variables in two settings: in an algebraic context the variables are formal variables, and their rational functions generate the ''free field''; in an analytic context the variables are given by operators from a finite von Neumann algebra and the question of rational functions is treated within the affiliated unbounded operators. Our main result shows that for a ''good'' class of operators -- namely those for which the free entropy dimension is maximal -- the analytic and the algebraic theory are isomorphic. This means in particular that any non-trivial rational function can be evaluated as an unbounded operator for any such good tuple and that those operators don't have zero divisors. On the matrix side, this means that matrices of polynomials which are invertible in the free field are also invertible as matrices over unbounded operators when we plug in our good operator tuples. We also address the question how this is related to the strong Atiyah property. The above yields a quite complete picture for the question of zero divisors (or atoms in the corresponding distributions) for operator tuples with maximal free entropy dimension.

  • 25.04.2018,  Pierre Tarrago    (CIMAT, Mexico)
    Subordination for the free deconvolution
    The classical deconvolution of measures is an important problem which consists in recovering the distribution of a random variable from the knowledge of the random variable modified by an independent noise with known distribution. In this talk, I will discuss the free version of this problem: how can we recover the distribution of a non-commutative random variable from the knowledge of the distribution of the random variable modified by the addition (or multiplication) of a free independent noise? Since large independent random matrices in general positions are approximately free, an answer to the former question is a first step in the extraction of the spectral distribution of a large matrix from the knowledge of the matrix with an additive or multiplicative noise. Contrary to the classical case, the free convolution is not described by an integral kernel like the Fourier transform. This problem has been circumvented by Biane, Voiculescu, Belinschi and Bercovici which developed a fixed point method called subordination. I will explain how this method can be used to reduce the free deconvolution problem to a classical one. This is a joint work with Octavio Arizmendi (CIMAT) and Carlos Vargas (CIMAT).

  • 18.04.2018,  Simon Lentner    (Hamburg)
    Finite Tensor Categories and Correlation Functions
    I want to demonstrate, how correlation functions (from the view of quantum field theory) are linked with and controlled by the representation theory of finite algebras. Main examples are the Ising model, spin chains or percolation theory. My own current research in this matter focusses on the case where this representation theory is non-semisimple, and in particular the representation of a quantum group.

  • 11.04.2018,  Torben Krüger    (Bonn)
    Spectral Universality for Random Matrices: From the Global to the Local Scale
    The spectral statistics of large dimensional self-adjoint random matrices often exhibits universal behavior. On the global spectral scale the density of states depends only on the first two moments of the matrix entries and follows a universal shape at all its singular points, i.e. whenever it vanishes. On the local scale the joint distribution of a finite number of eigenvalues depends only on the symmetry type of the random matrix (Wigner-Dyson-Mehta spectral universality). We present recent results and methods that establish such spectral universality properties from the global down to the smallest spectral scale for a wide range of random matrix models, including matrices with general expectation and correlated entries. [Joint work with the Erdös group at IST Austria]

  • 21.03.2018,  Elba Garcia-Failde    (Max Planck Institute, Bonn)
    Enumerative interpretation of higher order free cumulants
    In this talk, we call ordinary maps a certain type of graphs embedded n surfaces, in contrast to fully simple maps, which we introduce as maps in which the boundaries do not touch each other nor themselves. It is well-known that the generating series of ordinary maps satisfy a universal recursive procedure, called topological recursion (TR). We prove that after applying the symplectic transformation of exchanging $x$ and $y$ in the initial data of the TR (the spectral curve), the TR correlators enumerate fully simple maps. We give explicit combinatorial proofs for disks and cylinders, recovering R-transform formulas already known in the context of free probability for first and second order free cumulants. For the rest of topologies, our proof relies on a matrix model interpretation of fully simple maps, via the formal hermitian matrix model with external field. The TR restricted to genus zero gives recursive formulas for the higher order free cumulants and suggests the possibility of a universal theory of approximate higher order free cumulants taking into account the higher genus amplitudes. We also give a universal relation between fully simple and ordinary maps involving double monotone Hurwitz numbers. In particular, we obtain an ELSV-like formula for strictly monotone double Hurwitz numbers with arbitrary ramification profile over $0$ and $(2,\ldots,2)$ over $\infty$.

  • February 13, 2018, 4:15 pm, Marek Bozejko (Wroclaw, Poland)
    Positive definite functions on Coxeter groups with applications to non-commutative probability

    In my talk we will consider the following subjects:
    1. Classical Riesz product construction as a special construction of a probability measure on a torus (compact Abelian group).
    2. Riesz product on Rademacher-Cantor groups, dihedral groups, permutation groups and free groups and connection with Boolean and (conditionally) free probability.
    3. The length functions on permutation groups and more general on Weyl-Coxeter groups (W,S).
    4. The set of Coxeter generators S is a weak Sidon set in arbitrary Weyl-Coxeter group (W,S).
    5. Kchintchine inequalities with some applications to operator spaces.

    References:

    1. M.Bozejko, S.Gal, W.Mlotkowski, Positive definite functions on Coxeter groups with applications to operator spaces and noncommutative probability, Comm. Math. Phys. 2018.
    2. M.Bozejko, W.Ejsmont and T.Hasebe, Fock space associated to Coxeter groups of type B, J.Funct. Anal. 269,1769-1795,2015.
    3. M.Bozejko, W.Ejsmont and T.Hasebe, Noncommutative probability of type D, Inter.J.Math,28(2),2017.
    4. M. Bozejko and R. Speicher, Completely positive maps on Coxeter groups, deformed commutation relations, and operator spaces, Math. Ann. 300 (1994) 97-120.

Past talks

2017
2016
2015
2014
2013
2012
2011


Aktualisiert am: 23. April 2018   Miguel Pluma Impressum