Rank one HCIZ at high temperature: interpolating between classical and free convolutions

We study the rank one Harish-Chandra-Itzykson-Zuber integral in the limit where \frac{N\beta}{2} \to cNβ2→c, called the high-temperature regime and show that it can be used to construct a promising one-parameter interpolation family, with parameter c between the classical and the free convolution. This c-convolution has a simple interpretation in terms of another associated family of distribution indexed by c, called the Markov-Krein transform: the c-convolution of two distributions corresponds to the classical convolution of their Markov-Krein transforms. We derive first cumulant-moment relations, a central limit theorem, a Poisson limit theorem and show several numerical examples of c-convoluted distributions.

Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem

We develop an analytic theory of operator-valued additive free convolution in terms of subordination functions. In contrast to earlier investigations our functions are not just given by power series expansions, but are defined as Fréchet analytic functions in all of the operator upper half plane. Furthermore, we do not have to assume that our state is tracial. Combining this new analytic theory of operator-valued free convolution with Anderson’s selfadjoint version of the linearization trick we are able to provide a solution to the following general random matrix problem: Let {X_{1}^{(N)},\dots,X_{n}^{(N)}} be selfadjoint {N\times N} random matrices which are, for {N\to\infty} , asymptotically free. Consider a selfadjoint polynomial p in n non-commuting variables and let {P^{(N)}} be the element {P^{(N)}=p(X_{1}^{(N)},\dots,X_{n}^{(N)})} . How can we calculate the asymptotic eigenvalue distribution of {P^{(N)}} out of the asymptotic eigenvalue distributions of {X_{1}^{(N)},\dots,X_{n}^{(N)}} ?