The limiting distributions of large heavy Wigner and arbitrary random matrices

DOI10.1016/j.jfa.2016.10.001zbMath1440.15037arXiv1209.2366OpenAlexW2963244881MaRDI QIDQ333110

Camille Male

Publication date: 9 November 2016

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.2366

zbMATH Keywords

random matricesWigner matricesfree probabilityasymptotic freeness

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Random matrices (probabilistic aspects) (60B20) Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Random matrices (algebraic aspects) (15B52)

Related Items (13)

Lévy-Khintchine random matrices and the Poisson weighted infinite skeleton tree ⋮ Traffic distributions and independence. II: Universal constructions for traffic spaces ⋮ Unnamed Item ⋮ Freeness over the diagonal for large random matrices ⋮ Traffic distributions of random band matrices ⋮ Central limit theorems for linear statistics of heavy tailed random matrices ⋮ On words of non-Hermitian random matrices ⋮ Unnamed Item ⋮ Permutation invariant Gaussian matrix models ⋮ Traffic Distributions and Independence: Permutation Invariant Random Matrices and the Three Notions of Independence ⋮ Amalgamated free Lévy processes as limits of sample covariance matrices ⋮ Joint global fluctuations of complex Wigner and deterministic matrices ⋮ Local tail statistics of heavy-tailed random matrix ensembles with unitary invariance

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