Amalgamated free Lévy processes as limits of sample covariance matrices
type: Item
instance of: scholarly article
title: Amalgamated free Lévy processes as limits of sample covariance matrices
zbMATH Open document ID: 1502.60067
author: G. L. Zitelli
published in: Journal of Theoretical Probability
publication date: 2022-11-21T00:00:00Z
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60B20
Mathematics Subject Classification ID: 35P20
zbMATH DE Number: 7621008
zbMATH Keywords: random matrix theory
zbMATH Keywords: free probability
zbMATH Keywords: Marčenko-Pastur law
zbMATH Keywords: Lévy processes
zbMATH Keywords: infinite divisibility
MaRDI profile type: Publication
full work available at URL: s10959-021-01153-x
OpenAlex ID: W4205662093
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DOI: 10.1007/S10959-021-01153-X
description: scientific article; zbMATH DE number 7621008