Traffic distributions of random band matrices

Abstract

We study random band matrices within the framework of traffic probability. As a starting point, we revisit the familiar case of permutation invariant Wigner matrices and compare the situation to the general case in the absence of this invariance. Here, we find a departure from the usual free probabilistic universality of the joint distribution of independent Wigner matrices. We further prove general Markov-type concentration inequalities for the joint traffic distribution. We then extend our analysis to random band matrices and investigate the extent to which the joint traffic distribution of independent copies of these matrices deviates from the Wigner case.