Block-modified Wishart matrices and free Poisson laws

Publication date: 18 December 2015

Abstract: We study the random matrices of type

i l d e W = (i d o t i m e s v a r p h i) W

, where

W

is a complex Wishart matrix of parameters

(d n, d m)

, and

v a r p h i : M_{n} (m a t h b b C) o M_{n} (m a t h b b C)

is a self-adjoint linear map. We prove that, under suitable assumptions, we have the

d o i n f t y

eigenvalue distribution formula

, where

h o

is the law of

v a r p h i

, viewed as a square matrix,

p i

is the free Poisson law,

u

is the law of

D = v a r p h i (1)

, and

d e l t a = t r (D)

.

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