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)

Full work available at URL https://doi.org/10.1142/S2010326324500242

zbMATH Keywords

Cauchy integral formulafree convolutionsprobability measurestrapezoidal quadrature rule

Mathematics Subject Classification ID

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) Numerical quadrature and cubature formulas (65D32)

Cites work

• Analysis of the limiting spectral distribution of large dimensional random matrices
• Applications of realizations (aka linearizations) to free probability
• Efficient computation of limit spectra of sample covariance matrices
• Free probability and random matrices
• Free probability, random matrices, and representations of non-commutative rational functions
• scientific article; zbMATH DE number 3137702 (Why is no real title available?)
• scientific article; zbMATH DE number 5009146 (Why is no real title available?)
• scientific article; zbMATH DE number 1749062 (Why is no real title available?)
• On the support of the free additive convolution
• Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
• The exponentially convergent trapezoidal rule
• The polynomial method for random matrices

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