Rectangular random matrices, related convolution
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Publication:2391168
DOI10.1007/S00440-008-0152-ZzbMATH Open1171.15022arXivmath/0507336OpenAlexW2101513535MaRDI QIDQ2391168FDOQ2391168
Authors: Florent Benaych-Georges 
Publication date: 24 July 2009
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Abstract: We characterize asymptotic collective behaviour of rectangular random matrices, the sizes of which tend to infinity at different rates: when embedded in a space of larger square matrices, independent rectangular random matrices are asymtotically free with amalgamation over a subalgebra. Therefore we can define a "rectangular free convolution", linearized by cumulants and by an analytic integral transform, called the "rectangular R-transform".
Full work available at URL: https://arxiv.org/abs/math/0507336
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Cited In (42)
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