Rectangular \(R\)-transform as the limit of rectangular spherical integrals
Publication:662869
DOI10.1007/s10959-011-0362-7zbMath1237.15031arXiv0909.0178OpenAlexW2148136784MaRDI QIDQ662869
Publication date: 13 February 2012
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.0178
random matricesHaar measurefree probabilityspherical integralslog-Laplace transformrectangular free convolutionrectangular R-transform
Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Laplace transform (44A10) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
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