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
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
free convolution; random matrices; free probability; Marchenko-Pastur law; infinitely divisible laws
60B20: Random matrices (probabilistic aspects)
46L54: Free probability and free operator algebras
15B52: Random matrices (algebraic aspects)
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