We prove that a normalized sequence of multiple Wigner integrals (in a fixed
order of free Wigner chaos) converges in law to the standard semicircular
distribution if and only if the corresponding sequence of fourth moments
converges to 2, the fourth moment of the semicircular law. This extends to the
free probabilistic setting some recent results by Nualart and Peccati on
characterizations of Central Limit Theorems in a fixed order of Gaussian Wiener
chaos. Our proof is combinatorial, analyzing the relevant non-crossing
partitions that control the moments of the integrals.
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.
We present a non-commutative version of the cycle lemma of Dvoretsky and
Motzkin that applies to free groups and use this result to solve a number of
problems involving cyclic reduction in the free group. We also describe an
application to random matrices, in particular the fluctuations of Kesten's Law.
We consider the limiting distribution of $U_NA_NU_N^*$ and $B_N$ (and more
general expressions), where $A_N$ and $B_N$ are $N \times N$ matrices with
entries in a unital C$^*$-algebra $\mathcal B$ which have limiting $\mathcal
B$-valued distributions as $N \to \infty$, and $U_N$ is a $N \times N$ Haar
distributed quantum unitary random matrix with entries independent from
$\mathcal B$. Under a boundedness assumption, we show that $U_NA_NU_N^*$ and
$B_N$ are asymptotically free with amalgamation over $\mathcal B$.
Free probability theory was created by Dan Voiculescu around 1985, motivated
by his efforts to understand special classes of von Neumann algebras. His
discovery in 1991 that also random matrices satisfy asymptotically the freeness
relation transformed the theory dramatically. Not only did this yield
spectacular results about the structure of operator algebras, but it also
brought new concepts and tools into the realm of random matrix theory.
We provide a simple algorithm for finding the optimal upper bound for sums of
products of matrix entries of the form
S_pi(N) := sum_{j_1, ..., j_2m = 1}^N t^1_{j_1 j_2} t^2_{j_3 j_4} ...
t^m_{j_2m-1 j_2m} where some of the summation indices are constrained to be
equal. The upper bound is easily obtained from a graph G associated to the
constraints in the sum.
We provide a simple algorithm for finding the optimal upper bound for sums of
products of matrix entries of the form
S_pi(N) := sum_{j_1, ..., j_2m = 1}^N t^1_{j_1 j_2} t^2_{j_3 j_4} ...
t^m_{j_2m-1 j_2m} where some of the summation indices are constrained to be
equal. The upper bound is easily obtained from a graph G associated to the
constraints in the sum.
We consider several orthogonal quantum groups satisfying the easiness
assumption axiomatized in our previous paper. For each of them we discuss the
computation of the asymptotic law of Tr(u^k) with respect to the Haar measure,
u being the fundamental representation. For the classical groups O_n, S_n we
recover in this way some well-known results of Diaconis and Shahshahani.
We consider several orthogonal quantum groups satisfying the easiness
assumption axiomatized in our previous paper. For each of them we discuss the
computation of the asymptotic law of Tr(u^k) with respect to the Haar measure,
u being the fundamental representation. For the classical groups O_n, S_n we
recover in this way some well-known results of Diaconis and Shahshahani.