English

Block-modified Wishart matrices and free Poisson laws

Probability 2015-02-02 v3

Abstract

We study the random matrices of type W~=(idφ)W\tilde{W}=(id\otimes\varphi)W, where WW is a complex Wishart matrix of parameters (dn,dm)(dn,dm), and φ:Mn(C)Mn(C)\varphi:M_n(\mathbb C)\to M_n(\mathbb C) is a self-adjoint linear map. We prove that, under suitable assumptions, we have the dd\to\infty eigenvalue distribution formula δmW~πmnρν\delta m\tilde{W}\sim\pi_{mn\rho}\boxtimes\nu, where ρ\rho is the law of φ\varphi, viewed as a square matrix, π\pi is the free Poisson law, ν\nu is the law of D=φ(1)D=\varphi(1), and δ=tr(D)\delta=tr(D).

Keywords

Cite

@article{arxiv.1201.4792,
  title  = {Block-modified Wishart matrices and free Poisson laws},
  author = {Teodor Banica and Ion Nechita},
  journal= {arXiv preprint arXiv:1201.4792},
  year   = {2015}
}

Comments

18 pages

R2 v1 2026-06-21T20:08:33.992Z