Block-modified Wishart matrices and free Poisson laws
Probability
2015-02-02 v3
Abstract
We study the random matrices of type , where is a complex Wishart matrix of parameters , and is a self-adjoint linear map. We prove that, under suitable assumptions, we have the eigenvalue distribution formula , where is the law of , viewed as a square matrix, is the free Poisson law, is the law of , and .
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