FREE DETERMINISTIC EQUIVALENTS, RECTANGULAR RANDOM MATRIX MODELS, AND OPERATOR-VALUED FREE PROBABILITY THEORY

DOI10.1142/S2010326311500080zbMath1263.46053arXiv1110.1237OpenAlexW2963812263MaRDI QIDQ2884854

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Publication date: 18 May 2012

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.1237

zbMATH Keywords

free probability theoryrandom matricesdeterministic equivalent

Mathematics Subject Classification ID

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

Related Items (10)

Principal components in linear mixed models with general bulk ⋮ Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem ⋮ Berry-Esseen bounds for the multivariate ℬ-free CLT and operator-valued matrices ⋮ Beyond islands: a free probabilistic approach ⋮ Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\) ⋮ Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models ⋮ Cauchy noise loss for stochastic optimization of random matrix models via free deterministic equivalents ⋮ Identifiability of parametric random matrix models ⋮ A general solution to (free) deterministic equivalents ⋮ Eigenvalue distributions of variance components estimators in high-dimensional random effects models

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