114 citations · 274 across the 5 of their papers we have counts for
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math.OA2004★ 114 cited
Second Order Freeness and Fluctuations of Random Matrices: II. Unitary Random Matrices
James A. Mingo, Piotr Sniady, Roland Speicher
We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We show how the concept of "second order fre…
math.OA2004
Second Order Freeness and Fluctuations of Random Matrices: I. Gaussian and Wishart matrices and Cyclic Fock spaces
James A. Mingo, Roland Speicher
We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We introduce the concept of "second order fr…