Rectangular random matrices. Related convolution
算子代数
2008-03-04 v6 概率论
摘要
We characterize asymptotic collective behaviour of rectangular random matrices, the sizes of which tend to infinity at different rates: when embedded in a space of larger square matrices, independent rectangular random matrices are asymtotically free with amalgamation over a subalgebra. Therefore we can define a "rectangular free convolution", linearized by cumulants and by an analytic integral transform, called the "rectangular R-transform".
引用
@article{arxiv.math/0507336,
title = {Rectangular random matrices. Related convolution},
author = {Florent Benaych-Georges},
journal= {arXiv preprint arXiv:math/0507336},
year = {2008}
}
评论
36 pages, to appear in PTRF