Block-modified Wishart matrices and free Poisson laws

preprint2012arXivOpen access

Abstract

We study the random matrices of type W~=(id⊗φ)W\tilde{W}=(id\otimesφ)W, where WW is a complex Wishart matrix of parameters (dn,dm)(dn,dm), and φ:Mn(C)→Mn(C)φ:M_n(\mathbb C)\to M_n(\mathbb C) is a self-adjoint linear map. We prove that, under suitable assumptions, we have the d→∞d\to\infty eigenvalue distribution formula δmW~∼πmnρ⊠νδm\tilde{W}\simπ_{mnρ}\boxtimesν, where ρρ is the law of φφ, viewed as a square matrix, ππ is the free Poisson law, νν is the law of D=φ(1)D=φ(1), and δ=tr(D)δ=tr(D).

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.