Amalgamated free Lévy processes as limits of sample covariance matrices

DOI10.1007/S10959-021-01153-XzbMATH Open1502.60067OpenAlexW4205662093MaRDI QIDQ2099993FDOQ2099993

G. L. Zitelli

Publication date: 21 November 2022

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-021-01153-x

zbMATH Keywords

random matrix theoryinfinite divisibilityfree probabilityLévy processesMarčenko-Pastur law

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random matrices (probabilistic aspects) (60B20) Asymptotic distributions of eigenvalues in context of PDEs (35P20)

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Cited In (3)

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• Operator-valued Gaussian processes and their covariance kernels

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