Brown measure of the sum of an elliptic operator and a free random variable in a finite von Neumann algebra

Abstract

Given an $n\times n$ random matrix $X_n$ with i.i.d. entries of unit variance, the circular law says that the empirical spectral distribution (ESD) of $X_n/\sqrt{n}$ converges to the uniform measure on the unit disk. Let $M_n$ be a deterministic matrix that converges in $\ast$-moments to an operator $x$. It is known from the work by Śniady and Tao--Vu that the ESD of $X_n/\sqrt{n}+M_n$ converges to the Brown measure of $x+c$, where $c$ is Voiculescu's circular operator. We obtain a formula for the Brown measure of $x+c$ which provides a description of the limit distribution. This answers a question of Biane--Lehner for arbitrary operator $x$. Generalizing the case of circular and semi-circular operators, we also consider a family of twisted elliptic operators that are $\ast$-free from $x$. For an arbitrary twisted elliptic operator $g$, possible degeneracy then prevents a direct calculation of the Brown measure of $x+g$. We instead show that the whole family of Brown measures are the push-forward measures of the Brown measure of $x+c$ under a family of self-maps of the plane, which could possibly be singular. We calculate explicit formula for the case $x$ is self-adjoint. In addition, we prove that the Brown measure of the sum of an $R$-diagonal operator and a twisted elliptic element is supported in a deformed ring where the inner boundary is a circle and the outer boundary is an ellipse. These results generalize some known results about free additive Brownian motions where the free random variable $x$ is assumed to be self-adjoint. The approach is based on a Hermitian reduction and subordination functions.

69 pages, 3 figures, to appear in American Journal of Mathematics

References in corpus (2)

• The Brown measure of the sum of a self-adjoint element and an imaginary multiple of a semicircular element
• The Brown measure of the sum of a self-adjoint element and an elliptic element

Cited by in corpus (1)

• The Brown measure of the sum of a self-adjoint element and an imaginary multiple of a semicircular element