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Proceedings of the American Mathematical Society
ISSN 1088-6826 (e) ISSN 0002-9939 (p)
     

Perturbation of Wigner matrices and a conjecture

Author(s): Mark Fannes; Dénes Petz
Journal: Proc. Amer. Math. Soc. 131 (2003), 1981-1988.
MSC (2000): Primary 15A15, 15A62, 46L54
Posted: February 20, 2003
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Abstract: Let $H_{0}$ be an arbitrary self-adjoint $n\times n$ matrix and $H(n)$ be an $n\times n$ (random) Wigner matrix. We show that $t\mapsto \hbox {Tr}\, \exp (H(n)-\text{i}\, tH_{0})$ is positive definite in the average. This partially answers a long-standing conjecture. On the basis of asymptotic freeness our result implies that $t\mapsto \tau (\exp (a- \text{i}\, tb))$ is positive definite whenever the noncommutative random variables $a$ and $b$ are in free relation, with $a$ semicircular.


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Additional Information:

Mark Fannes
Affiliation: Instituut voor Theoretische Fysica, K.U. Leuven, B-3001 Leuven, Belgium

Dénes Petz
Affiliation: Department for Mathematical Analysis, Budapest University of Technology and Economics, H--1521 Budapest XI., Hungary

DOI: 10.1090/S0002-9939-03-06813-8
PII: S 0002-9939(03)06813-8
Keywords: Bessis-Moussa-Vilani conjecture, Gaussian random matrix, Wigner theorem, positive definite function, free random variables, semicircular element
Received by editor(s): July 6, 2001
Posted: February 20, 2003
Additional Notes: The second author was partially supported by OTKA T 032662
Communicated by: David R. Larson
Copyright of article: Copyright 2003, American Mathematical Society


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