Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\)

DOI10.1007/s13226-017-0247-2zbMath1390.15119OpenAlexW2781573217MaRDI QIDQ1745672

Arup Bose, Monika Bhattacharjee

Publication date: 18 April 2018

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13226-017-0247-2

zbMATH Keywords

*-algebralimiting spectral distributionfree cumulantsindependent matrixmoment methodnon-crossing partitionnon-commutative probability spacesemi-circle lawStieltjes transformation

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

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