关于矩形自由卷积和平方自由卷积之间的一个令人惊讶的关系
On a surprising relation between rectangular and square free convolutions
摘要:
Debbah和Ryan最近证明了两个维数趋于无穷大的矩形随机矩阵之和的极限经验奇异分布的一个结果。在本文中,我们重新制定的矩形自由卷积在以前的文件中介绍,然后我们给出了一个新的,更短的,证明这一结果在较弱的假设:我们不假设\pro措施在这个结果中的问题是紧支持了。最后讨论了这个结果在矩形随机矩阵与正方形随机矩阵关系族中的包含问题。
英文摘要:
Debbah and Ryan have recently proved a result about the limit empirical singular distribution of the sum of two rectangular random matrices whose dimensions tend to infinity. In this paper, we reformulate it in terms of the rectangular free convolution introduced in a previous paper and then we give a new, shorter, proof of this result under weaker hypothesis: we do not suppose the \pro measure in question in this result to be compactly supported anymore. At last, we discuss the inclusion of this result in the family of relations between rectangular and square random matrices.
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