Random matrices with complex Gaussian entries (Q1425688)

Random matrices were introduced into the world of Operator Algebras by \textit{D. Voiculescu} [Limit laws for random matrices and free products, Invent. Math. 104, No. 1, 201--220 (1991; Zbl 0736.60007)]. In this work and in many subsequent papers on free probability, results on eigenvalue distributions were obtained by appealing to complicated combinatorial methods. The aim of the paper under review is to give analytic proofs of many of those results. This is achieved by obtaining an explicit formula for the moment generating function of two classes of random matrices, namely the Gaussian unitary ensemble and the complex Wishart ensemble.