paper

Block-modified Wishart matrices and free Poisson laws

arXiv:1201.4792

Abstract

We study the random matrices of type , where is a complex Wishart matrix of parameters , and is a self-adjoint linear map. We prove that, under suitable assumptions, we have the eigenvalue distribution formula , where is the law of , viewed as a square matrix, is the free Poisson law, is the law of , and .

18 pages

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