Rectangular \(R\)-transform as the limit of rectangular spherical integrals
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Publication:662869
DOI10.1007/s10959-011-0362-7zbMath1237.15031arXiv0909.0178MaRDI QIDQ662869
Publication date: 13 February 2012
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.0178
random matrices; Haar measure; free probability; spherical integrals; log-Laplace transform; rectangular free convolution; rectangular R-transform
60B20: Random matrices (probabilistic aspects)
46L54: Free probability and free operator algebras
44A10: Laplace transform
15B52: Random matrices (algebraic aspects)
60B15: Probability measures on groups or semigroups, Fourier transforms, factorization
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