Asymptotic eigenvalue distribution of random matrices and free stochastic analysis

DOI10.1007/978-3-642-38806-4_2zbMATH Open1290.60008OpenAlexW128482250MaRDI QIDQ2863570FDOQ2863570

Authors: Roland Speicher 

Publication date: 22 November 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-38806-4_2

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zbMATH Keywords

random matrixfree stochastic calculusfree Malliavin calculusnon-commuting variables

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Random matrices (probabilistic aspects) (60B20)

Cited In (4)

• Title not available (Why is that?)
• Asymptotic distribution of eigenvalues of weakly dilute Wishart matrices
• Symmetric functions of two noncommuting variables
• The difference between two random mixed quantum states: exact and asymptotic spectral analysis

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