Rectangular Matrix Additions in Low and High Temperatures
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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.
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Cumulants in rectangular finite free probability and beta-deformed singular values
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