Rectangular Matrix Additions in Low and High Temperatures
Abstract
We study the addition of two independent random $N\times M$ rectangular matrices with invariant distributions in two limiting regimes, where the parameter $\beta$ (inverse temperature) tends to infinity and $0$. In the low temperature regime the random singular values of the sum concentrate at deterministic points, while in the high temperature regime, we obtain a law of large numbers for the empirical measures. As a consequence, we obtain a duality between low and high temperatures. Our proof uses the type BC Bessel function as characteristic function of rectangular matrices, and through the analysis of this function we introduce a new family of cumulants, that linearize the addition in the high temperature limit, and degenerate to the classical and free cumulants in special cases.
Fields of Study & Subjects
Random Matrices and Applications
Stochastic processes and statistical mechanics
advanced mathematical theories
Publication details
- Journal / source
- Symmetry Integrability and Geometry Methods and Applications
- Publication date
- 27 May 2026
- Language
- EN