Spectral density of generalized Wishart matrices and free multiplicative convolution

We investigate the level density for several ensembles of positive random matrices of a Wishart-like structure, W=XX(†), where X stands for a non-Hermitian random matrix. In particular, making use of the Cauchy transform, we study the free multiplicative powers of the Marchenko-Pastur (MP) distribut...

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Veröffentlicht in:	Physical review. E, Statistical, nonlinear, and soft matter physics Statistical, nonlinear, and soft matter physics, 2015-07, Vol.92 (1), p.012121-012121, Article 012121
Hauptverfasser:	Młotkowski, Wojciech, Nowak, Maciej A, Penson, Karol A, Życzkowski, Karol
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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