Asymptotic freeness for rectangular random matrices and large deviations for sample covariance matrices with sub-Gaussian tails

DOI10.1214/17-EJP4326zbMath1380.60038arXiv1505.05733OpenAlexW2962906501MaRDI QIDQ2362560

Benjamin Groux

Publication date: 10 July 2017

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.05733

zbMATH Keywords

Stieltjes transformfree convolutionrandom matricesspectral measurelarge deviationssubordination propertyinformation-plus-noise model

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Large deviations (60F10)

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