Limiting Spectral Distributions of Sums of Products of Non-Hermitian Random Matrices

zbMath1411.60013arXiv1506.04436MaRDI QIDQ4631987

Alexander Tikhomirov, Holger Kösters

Publication date: 24 April 2019

Full work available at URL: https://arxiv.org/abs/1506.04436

zbMATH Keywords

free probability theorystable distributionsnon-Hermitian random matriceslimiting spectral distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54)

Related Items (3)

Rate of convergence for products of independent non-Hermitian random matrices ⋮ Convergence and asymptotic approximations to universal distributions in probability ⋮ Non-crossing partitions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Products of independent non-Hermitian random matrices
• Around the circular law
• Asymptotic distribution of singular values of powers of random matrices
• On the spectrum of sum and product of non-Hermitian random matrices
• The circular law for random matrices
• Spectral analysis of large dimensional random matrices
• Stable laws and domains of attraction in free probability theory
• Brown's spectral distribution measure for \(R\)-diagonal elements in finite von Neumann algebras
• Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
• Eigenvalues of non-Hermitian random matrices and Brown measure of non-normal operators: Hermitian reduction and linearization method
• Random matrices: universality of ESDs and the circular law
• Raney distributions and random matrix theory
• Multiplication of free random variables and the \(S\)-transform: the case of vanishing mean
• Computation of some examples of Brown's spectral measure in free probability
• Asymptotic distribution of singular values for matrices in a spherical ensemble
• Free Random Variables
• Eigenvalue statistics for product complex Wishart matrices
• The $S$-transform of symmetric probability measures with unbounded supports
• Lectures on the Combinatorics of Free Probability
• Asymptotic spectra of matrix-valued functions of independent random matrices and free probability
• Brown measures of unbounded operators affiliated with a finite von Neumann algebra
• Universal sum and product rules for random matrices
• Eigenvalues and Singular Values of Products of Rectangular Gaussian Random Matrices (The Extended Version)
• Polynomials in Asymptotically Free Random Matrices
• Recent Exact and Asymptotic Results for Products of Independent Random Matrices
• On the computation of spectra in free probability
• Determinantal point processes in the plane from products of random matrices

This page was built for publication: Limiting Spectral Distributions of Sums of Products of Non-Hermitian Random Matrices