Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\) (Q1745672)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Matrix polynomial generalizations of the sample variance-covariance matrix when pn^-1 y(0,) |
scientific article; zbMATH DE number 6861226
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\) |
scientific article; zbMATH DE number 6861226 |
Statements
Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\) (English)
0 references
18 April 2018
0 references
independent matrix
0 references
moment method
0 references
Stieltjes transformation
0 references
limiting spectral distribution
0 references
semi-circle law
0 references
non-crossing partition
0 references
non-commutative probability space
0 references
*-algebra
0 references
free cumulants
0 references
0 references
0 references
0 references
0 references
