Computing free convolutions via contour integrals

DOI10.1142/S2010326324500242MaRDI QIDQ7000626zbMATH OpenFDO

Authors Alice Cortinovis, Lexing Ying

Publication date 7 April 2025

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

probability measuresCauchy integral formulafree convolutionstrapezoidal quadrature rule

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Free probability and free operator algebras (46L54) Probabilistic measure theory (60A10)

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