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math.PR2026
Asymptotic infinitesimal freeness of covariance matrices
Daniel Munoz George, Pei-Lun Tseng
We consider covariance matrices where is a matrix whose entries are independent complex random variables with …
math.PR2025
Third Order Cumulants of products
Octavio Arizmendi, Daniel Munoz George, Saylé Sigarreta
We provide a formula for the third order free cumulants of products as entries. We apply this formula to find the third order free cumulants of various Random Matrix Ensambles incl…