Rectangular Matrix Additions in Low and High Temperatures
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.
Authors
- Jiaming Xu (ORCID: https://orcid.org/0000-0001-6104-4742)
Publication Details
- Journal
- Symmetry Integrability and Geometry Methods and Applications
- Published
- 2026-05-27
- DOI
- https://doi.org/10.3842/sigma.2026.053
- Primary Topic
- Random Matrices and Applications
- Type
- preprint
- Field-Weighted Citation Impact
- 0.00
Funders
- National Science Foundation