On a surprising relation between the Marchenko-Pastur law, rectangular and square free convolutions

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Publication:1958509


DOI10.1214/09-AIHP324zbMath1206.46055arXiv0808.3938MaRDI QIDQ1958509

Florent Benaych-Georges

Publication date: 4 October 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.3938

zbMATH Keywords

free convolution; random matrices; free probability; Marchenko-Pastur law; infinitely divisible laws


Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

46L54: Free probability and free operator algebras

15B52: Random matrices (algebraic aspects)


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Cites Work

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