Block-modified Wishart matrices: the easy case
Probability
2020-05-05 v3
Abstract
Associated to any complex Wishart matrix of parameters and any linear map is the "block-modified" matrix . Following some previous work with Nechita, we study here the asymptotic -distribution of , in the limit, in the case where the modification map is "easy", or more generally super-easy, in the quantum algebra/representation theory sense. Under suitable assumptions on we obtain in this way a compound free Poisson law.
Cite
@article{arxiv.1711.00433,
title = {Block-modified Wishart matrices: the easy case},
author = {Teodor Banica},
journal= {arXiv preprint arXiv:1711.00433},
year = {2020}
}
Comments
34 pages