Unitarily invariant ergodic matrices and free probability

DOI10.1134/S0001434615110206zbMath1359.60012OpenAlexW2274601514MaRDI QIDQ268100

Alexey I. Bufetov

Publication date: 14 April 2016

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0001434615110206

zbMATH Keywords

free convolutionHermitian matrixfree probabilityempiric distribution of eigenvaluesfree cumulantinfinitely divisible measureunitarily invariant ergodic matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Free probability and free operator algebras (46L54)

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Polynomial ensembles and Pólya frequency functions

Cites Work

• Addition of certain non-commuting random variables
• Limit shapes for growing extreme characters of \(U(\infty)\)
• On Pólya frequency functions. I. The totally positive functions and their Laplace transforms
• Lectures on the Combinatorics of Free Probability
• On the law of addition of random matrices.
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