Marchenko-Pastur Theorem and Bercovici-Pata bijections for heavy-tailed or localized vectors

zbMath1280.15018arXiv1204.5154MaRDI QIDQ2863822

Florent Benaych-Georges, Thierry Cabanal-Duvillard

Publication date: 4 December 2013

Full work available at URL: https://arxiv.org/abs/1204.5154

zbMATH Keywords

random matricesinfinitely divisible distributionsfree probabilityBercovici-Pata bijectionMarčenko-Pastur theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Random matrices (algebraic aspects) (15B52)

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