Quaternionic R transform and non-hermitian random matrices

preprint2015arXivOpen access

Abstract

Using the Cayley-Dickson construction we rephrase and review the non-hermitian diagrammatic formalism [R. A. Janik, M. A. Nowak, G. Papp and I. Zahed, Nucl.Phys. B 501\textbf{501}, 603 (1997)], that generalizes the free probability calculus to asymptotically large non-hermitian random matrices. The main object in this generalization is a quaternionic extension of the R transform which is a generating function for planar (non-crossing) cumulants. We demonstrate that the quaternionic R transform generates all connected averages of all distinct powers of XX and its hermitian conjugate X†X^\dagger: $\langle\langle \frac{1}{N} \mbox{Tr} X^{a} X^{\dagger b} X^c \ldots \rangle\rangle$ for N→∞N\rightarrow \infty. We show that the R transform for gaussian elliptic laws is given by a simple linear quaternionic map R(z+wj)=x+σ2(μe2iϕz+wj)\mathcal{R}(z+wj) = x + σ^2 \left(μe^{2iϕ} z + w j\right) where (z,w)(z,w) is the Cayley-Dickson pair of complex numbers forming a quaternion q=(z,w)≡z+wjq=(z,w)\equiv z+ wj. This map has five real parameters ℜex\Re e x, ℑmx\Im m x, ϕϕ, σσ and μμ. We use the R transform to calculate the limiting eigenvalue densities of several products of gaussian random matrices.

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