Roland Speicher

  1. Wigner Chaos and the Fourth Moment.

    Authors: Ivan Nourdin, Giovanni Peccati, Roland Speicher, Todd Kemp
    Subjects: Probability
    Abstract

    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.

  2. The normal distribution is $\boxplus$-infinitely divisible.

    Authors: Roland Speicher, Serban T. Belinschi, Marek Bozejko, Franz Lehner
    Subjects: Operator Algebras
    Abstract

    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.

  3. The Non-Commutative Cycle Lemma.

    Authors: Roland Speicher, James A. Mingo, Craig Armstrong, Jennifer C. H. Wilson
    Subjects: Combinatorics
    Abstract

    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.

  4. Asymptotic infinitesimal freeness with amalgamation for Haar quantum unitary random matrices.

    Authors: Stephen Curran, Roland Speicher
    Subjects: Operator Algebras
    Abstract

    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 $\mathcal B$.

  5. Free Probability Theory.

    Authors: Roland Speicher
    Subjects: Probability
    Abstract

    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.

  6. Sharp Bounds for Sums Associated to Graphs of Matrices.

    Authors: Roland Speicher, James A. Mingo
    Subjects: Operator Algebras
    Abstract

    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.

  7. Sharp Bounds for Sums Associated to Graphs of Matrices.

    Authors: Roland Speicher, James A. Mingo
    Subjects: Operator Algebras
    Abstract

    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.

  8. Stochastic aspects of easy quantum groups.

    Authors: Teodor Banica, Stephen Curran, Roland Speicher
    Subjects: Operator Algebras
    Abstract

    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.

  9. Stochastic aspects of easy quantum groups.

    Authors: Teodor Banica, Stephen Curran, Roland Speicher
    Subjects: Operator Algebras
    Abstract

    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.

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