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The Semicircular Law and Its Scalings

The semicircular law of n variables is the unique law satisfying the Schwinger-Dyson equation, and its variance-t version is its image under scaling by the square root of t.

Statement

In the setting of Noncommutative Laws, Couplings and the Wasserstein Distance: Standing Notation, let n∈Nn\in\mathbb{N}.

1. (Semicircular law) The semicircular law of nn variables is the law scn∈Σn\mathrm{sc}_{n}\in\Sigma_{n} that satisfies the Schwinger-Dyson equation: such a law exists by The Vacuum Law of the Semicircular Operators is the Unique Noncommutative Law Satisfying the Schwinger-Dyson Equation §vacuum-law and The Vacuum Law of the Semicircular Operators is the Unique Noncommutative Law Satisfying the Schwinger-Dyson Equation §equation, and there is only one by The Vacuum Law of the Semicircular Operators is the Unique Noncommutative Law Satisfying the Schwinger-Dyson Equation §unique.

2. (Variance tt) For real t≥0t\ge0 let t\sqrt{t} be its nonnegative square root, and let Tt=(A,0)T_{t}=(A,0) be the affine datum from nn to nn variables with Aij=tA_{ij}=\sqrt{t} if i=ji=j and Aij=0A_{ij}=0 if i≠ji\neq j. The semicircular law of variance tt is scn,t=scn∘σTt\mathrm{sc}_{n,t}=\mathrm{sc}_{n}\circ\sigma_{T_{t}}, with σTt\sigma_{T_{t}} the affine substitution; it belongs to Σn\Sigma_{n} by Affine Substitutions of Noncommutative Laws: Self-Adjointness, Composition, Moment Formulas and Positivity, and the Coordinate Data §self-adjoint.

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