Rectangular R-Transform as the Limit of Rectangular Spherical Integrals
نویسندگان
چکیده
منابع مشابه
Rectangular R-transform as the limit of rectangular spherical integrals
In this paper, we connect rectangular free probability theory and spherical integrals. We prove the analogue, for rectangular or square non-Hermitian matrices, of a result that Guionnet and Mäıda proved for Hermitian matrices in [12]. More specifically, we study the limit, as n,m tend to infinity, of 1 n logE{exp[nmθXn]}, where θ ∈ R, Xn is the real part of an entry of UnMnVm, Mn is a certain n...
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2011
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-011-0362-7