scientific article; zbMATH DE number 7799656
From MaRDI portal
Publication:6187100
arXiv2103.11946MaRDI QIDQ6187100
Arup Bose, Monika Bhattacharjee, Apratim Dey
Publication date: 5 February 2024
Full work available at URL: https://arxiv.org/abs/2103.11946
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
free cumulantsfree independenceMarčenko-Pastur lawjoint convergencecircular variablesample cross-covariance matricescompound free Poisson lawcross-covariance variableelliptic variablesemi-circular variable
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large sample behaviour of high dimensional autocovariance matrices
- Around the circular law
- Spectral analysis of large dimensional random matrices
- Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\)
- Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application
- Products of independent elliptic random matrices
- A non-Hermitian generalisation of the Marchenko-Pastur distribution: from the circular law to multi-criticality
- The Elliptic Law
- Polynomial generalizations of the sample variance-covariance matrix when pn−1 → 0
- Lectures on the Combinatorics of Free Probability
- Asymptotic freeness by generalized moments for Gaussian and Wishart matrices. Application to beta random matrices
- Brown measure and asymptotic freeness of elliptic and related matrices
- Characteristic polynomials in real Ginibre ensembles
- Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes
This page was built for publication: