The distribution of polynomials in monotone-independent elements

Abstract

Building on the work of Arizmendi and Celestino (2021), we derive the ∗-distributions of polynomials in monotone independent and infinitesimally monotone independent elements. For non-zero complex numbers [Formula: see text] and [Formula: see text], we derive explicitly the ∗-distribution of [Formula: see text] whenever [Formula: see text] and [Formula: see text] are monotone or infinitesimally monotone independent elements. This encompasses both cases of the commutator and anti-commutator. This approach can be pushed to study more general polynomials. As applications, we derive the limiting distribution with respect to the partial trace of polynomials in a certain class of random matrices.

Locations

• Random Matrices Theory and Application - View
• arXiv (Cornell University) - View - PDF