When preparing my lectures for the asymptotic freeness of various random matrix ensembles I stumbled about the situation concerning Wigner matrices. We all know that Wigner matrices and deterministic matrices are asymptotically free, but all the proofs I am aware of are annoyingly complicated. Shouldn’t there be a nice and simple proof without too many technicalities?

As was said in the section “Open problems and possible future directions” of the report of the 2008 Banff workshop “Free Probability, Extensions, and Applications”: “Whereas engineers have no problems in applying asymptotic freeness results for unitarily invariant ensembles it has become apparent that they do not have the same confidence in the analogous results for Wigner matrices. The main reason for this is the lack of precise statements on this in the literature. This has to be remedied in the future.”

Actually, at that time there existed already some results in this direction in the paper On Certain Free Product Factors via an Extended Matrix Model from 1993 of Ken Dykema. There the asymptotic freeness between independent Wigner matrices and diagonal (or even more general: block diagonal) deterministic matrices had been shown. But the case of general deterministic matrices remained open. Taking on the challenge by the engineers, we were determined to write down nice and accessible proofs, also including the full deterministic case.

The result of this was that such statements and proofs were included in the book An Introduction to Random Matrices of Greg Anderson, Alice Guionnet, and Ofer Zeitouni on one side and in my book with Jamie on the other side. However, I have to admit what looked like an easy exercise to Jamie and me at the beginning turned out to me much more complicated. An intermediate outcome of this was my paper with Jamie on Sharp Bounds for Sums Associated to Graphs of Matrices, but even with this as a nice black box the final proof still required a couple of technical pages in our book.

So I would like to come back to the original challenge and want to see what we really know about the relation between Wigner matrices and deterministic matrices. What are the clean statements and what are nice proofs. The situation for Wigner matrices is also more complicated than for Gaussian matrices, as the real and imaginary part for Wigner matrices do not have to be independent, hence the complex situation cannot be directly reduced to the real one, and questions about the *-freeness of non-selfadjoint Wigner matrices is also not exactly the same as the freeness of selfadjoint ones. Of course, all is related and similar, but if one asks a concrete question, usually it is hard to find the answer exactly for this in the literature.

I hope to collect here information about what is out there in the literature on that problem, with the final goal of coming up with the cleanest statements and the simplest proofs. If you have any information or ideas in this context, please let me know.

Guillaume CébronDear Roland,

Concerning the asymptotic freeness of Wigner matrices from deterministic matrices, the more universal result I know is hidden in the article “Spectral properties of polynomials in independent Wigner and deterministic matrices” of Belinschi and Capitaine. They only assume the existence of the second moment of the entries of Wigner matrices in Proposition 2.2 of their article:

If a tuple A_N of NxN Hermitian matrices bounded in norm converges in nc distribution, then any tuple of self-adjoint Wigner matrices with entries X_ij centered and having a finite second moment E(|X_ij|^2)=1/n is almost surely asymptotically free from A_N.

The proof of their result is based on the statement in the book of Anderson, Guionnet, and Zeitouni.

All the best,

Guillaume

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