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Preprints, Working Papers, ... Year : 2008

On a surprising relation between the Marchenko-Pastur law, rectangular and square free convolutions

Abstract

n this paper, we prove a result linking the square and the rectangular R-transforms, the consequence of which is a surprising relation between the square and rectangular versions the free additive convolutions, involving the Marchenko-Pastur law. Consequences on random matrices, on infinite divisibility and on the arithmetics of the square versions of the free additive and multiplicative convolutions are given.
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Dates and versions

hal-00315507 , version 1 (28-08-2008)
hal-00315507 , version 2 (04-09-2008)
hal-00315507 , version 3 (06-09-2008)
hal-00315507 , version 4 (11-06-2009)
hal-00315507 , version 5 (09-07-2009)

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Florent Benaych-Georges. On a surprising relation between the Marchenko-Pastur law, rectangular and square free convolutions. 2008. ⟨hal-00315507v5⟩
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