Rectangular random matrices. Related convolution
Year: 2005
Type: preprint
Abstract: We characterize asymptotic collective behaviour of rectangular random matrices, the sizes of which tend to infinity at different rates: when embedded in a space of larger square matrices, independent rectangular random matrices are asymtotically free with amalgamation over a subalgebra. Therefore we can define a "rectangular free convolution", linearized by cumulants and by an analytic integral transform, called the "rectangular R-transform".
Source: arXiv (Cornell University)
Author: Benaych-Georges, Florent
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W6891898363
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