A note on the folklore of free independence
Probability
2018-02-06 v1
Abstract
It is shown that a Wishart matrix of standard complex normal random variables is asymptotically freely independent of an independent random matrix, under minimal conditions, in two different sense of asymptotic free independence.
Cite
@article{arxiv.1802.00952,
title = {A note on the folklore of free independence},
author = {Arijit Chakrabarty and Sukrit Chakraborty and Rajat Subhra Hazra},
journal= {arXiv preprint arXiv:1802.00952},
year = {2018}
}