Asymptotic Eigenvalue Distribution of Random Matrices and Free Stochastic Analysis

DOI10.1007/978-3-642-38806-4_2zbMath1290.60008OpenAlexW128482250MaRDI QIDQ2863570

Roland Speicher

Publication date: 22 November 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-38806-4_2

zbMATH Keywords

random matrixfree stochastic calculusfree Malliavin calculusnon-commuting variables

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Stochastic calculus of variations and the Malliavin calculus (60H07)

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