Operator-valued Free Fisher Information of Random Matrices

نویسنده

  • BIN MENG
چکیده

We study the operator-valued free Fisher information of random matrices in an operator-valued noncommutative probability space. We obtain a formula for Φ M2(B) (A,A,M2(B), η), where A ∈ M2(B) is a 2 × 2 operator matrix on B, and η is linear operators on M2(B). Then we consider a special setting: A is an operator-valued semicircular matrix with conditional expectation covariance, and find that Φ B (c, c : B, id) = 2Index(E), where E is a conditional expectation of B onto D and c is a circular variable with covariance E.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

I. Characterizations of Freeness

Let M be a B-probability space. Assume that B itself is a D-probability space; then M can be viewed as D-probability space as well. Let X ∈ M. We look at the question of relating the properties of X as B-valued random variable to its properties as D-valued random variable. We characterize freeness of X from B with amalgamation over D: (a) in terms of a certain fac-torization condition linking t...

متن کامل

Free Deterministic Equivalents, Rectangular Random Matrix Models, and Operator-Valued Free Probability Theory

Motivated by the asymptotic collective behavior of random and deterministic matrices, we propose an approximation (called " free determin-istic equivalent ") to quite general random matrix models, by replacing the matrices with operators satisfying certain freeness relations. We comment on the relation between our free deterministic equivalent and deterministic equivalents considered in the eng...

متن کامل

Random Matrix Systems with Block-Based Behavior and Operator-Valued Models

A model to estimate the asymptotic isotropic mutual information of a multiantenna channel is considered. Using a block-based dynamics and the angle diversity of the system, we derived what may be thought of as the operator-valued version of the Kronecker correlation model. This model turns out to be more flexible than the classical version, as it incorporates both an arbitrary channel correlati...

متن کامل

Operator-valued Semicircular Elements: Solving A Quadratic Matrix Equation with Positivity Constraints

We show that the quadratic matrix equation VW + η(W )W = I, for given V with positive real part and given analytic mapping η with some positivity preserving properties, has exactly one solution W with positive real part. Also we provide and compare numerical algorithms based on the iteration underlying our proofs. This work bears on operator-valued free probability theory, in particular on the ...

متن کامل

2 00 5 Rectangular Random Matrices , Related Free Entropy and Free Fisher ’ S Information

We prove that independent rectangular random matrices, when embedded in a space of larger square matrices, are asymptotically free with amalgamation over a commutative finite dimensional subalgebra D (under an hypothesis of unitary invariance). Then we consider elements of a finite von Neumann algebra containing D, which have kernel and range projection in D. We associate them a free entropy wi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2006