Asymptotic infinitesimal freeness of covariance matrices

Daniel Munoz George, Pei-Lun Tseng

We consider $n\times n$ covariance matrices $M=\frac{1}{n}X{X}^{\ast }$ where $X=(x_{i,j})$ is a matrix whose entries are independent complex random variables with $\mathbb{E}(x_{i,j})=0$…