2
votes
1answer
162 views

Distribution of sum of freely independent Marchenko-Pastur measures

Given freely independent random variables $X_i$ with Marchenko-Pastur measures $\mu_i$, $i\in\{1,\dots,n\}$ how can we find the distribution of the scaled sum of these random variables ...
8
votes
2answers
689 views

Intuition behind the spectral density of random matrices

Hi, I have read that the spectral density of an NxN random matrix consisting of iid random variables with zero mean and unit variance converges as N goes to infinity to the uniform distribution on ...
7
votes
3answers
471 views

Relationship between free probability and deterministic graphs?

Consider the $N\times N$ matrix $$ M = \left(\begin{array} \\ 0 & 1 & & 0 \\ 1 & \ddots & \ddots & \\ & \ddots & \ddots & 1 \\ 0 & & 1 & 0 \\ ...
1
vote
0answers
293 views

Relationship between R-transform and free convolution of random matrices?

I've been using the R-transform to calculate the free convolution of the eigenvalue spectra of two random matrices and I am trying to understand how it works, and in particular how it relates to ...