4 papers · 1 filter
On the empirical spectral distribution of matrix perpetuities
Bartosz KoÅodziejek, Kamil Szpojankowski
We study matrix perpetuities, that is, solutions to affine fixed-point equations of the form \[ \mathbf{X} \stackrel{d}{=} \mathbf{A}\,\mathbf{X} \,\mathbf{A}^\top+\mathbf{B},\qqua…
Free Askey--Wilson functionals and geometric last passage percolation on a strip
Wlodek Bryc, Kamil Szpojankowski, Jacek Wesolowski
Barraquand, Corwin, and Yang arXiv:2306.05983 established that geometric last passage percolation (LPP) on a strip of has a unique stationary measure. Building on th…
Free Perpetuities I: Existence, Subordination and Tail Asymptotics
Serban Belinschi, Bartosz KoÅodziejek, Kamil Szpojankowski
We study the free analogue of the classical affine fixed-point (or perpetuity) equation \[ \mathbb{X} \stackrel{d}{=} \mathbb{A}^{1/2}\mathbb{X}\,\mathbb{A}^{1/2} + \mathbb{B}, \]…
Asymptotic free independence and entry permutations for Gaussian random matrices. Part II: Infinitesimal freeness
M. Popa, K. Szpojankowski, P. -L. Tseng
We study asymptotic infinitesimal distributions of Gaussian Unitary Ensembles with permuted entries. We show that for random uniform permutations, the asymptotically permuted GUE m…