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