Random matrices by MA models and compound free Poisson laws

MaRDI QIDQ2874344zbMATH OpenFDO

Authors Ayako Hasegawa, Noriyoshi Sakuma, Hiroaki Yoshida

Publication date 29 January 2014

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL http://math.uni.wroc.pl/~pms/publicationsArticle.php?nr=33.2&nrA=6&ppB=243&ppE=254

zbMATH Keywords

asymptotic freenesscompound free Poisson lawfree Meixner lawsrandom matrix with dependent entries

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Random matrices (probabilistic aspects) (60B20)

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Cited in

(6)

• Cauchy noise loss for stochastic optimization of random matrix models via free deterministic equivalents
• Fluctuations of Marchenko-Pastur limit of random matrices with dependent entries
• Identifiability of parametric random matrix models
• Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models
• Random Matrix Model for Free Meixner Laws
• Free diffusions and matrix models with strictly convex interaction

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