Spectral density of generalized Wishart matrices and free multiplicative convolution
Abstract
We investigate the level density for several ensembles of positive random matrices of a Wishart--like structure, , where stands for a nonhermitian random matrix. In particular, making use of the Cauchy transform, we study free multiplicative powers of the Marchenko-Pastur (MP) distribution, , which for an integer yield Fuss-Catalan distributions corresponding to a product of independent square random matrices, . New formulae for the level densities are derived for and . Moreover, the level density corresponding to the generalized Bures distribution, given by the free convolution of arcsine and MP distributions is obtained. We also explain the reason of such a curious convolution. The technique proposed here allows for the derivation of the level densities for several other cases.
Keywords
Cite
@article{arxiv.1407.1282,
title = {Spectral density of generalized Wishart matrices and free multiplicative convolution},
author = {Wojciech Mlotkowski and Maciej A. Nowak and Karol A. Penson and Karol Zyczkowski},
journal= {arXiv preprint arXiv:1407.1282},
year = {2015}
}
Comments
10 latex pages including 4 figures, Ver 4, minor improvements and references update