Mathematics – Operator Algebras
Scientific paper
2005-07-16
Mathematics
Operator Algebras
36 pages, to appear in PTRF
Scientific paper
We characterize asymptotic collective behaviour of rectangular random matrices, the sizes of which tend to infinity at different rates: when embedded in a space of larger square matrices, independent rectangular random matrices are asymtotically free with amalgamation over a subalgebra. Therefore we can define a "rectangular free convolution", linearized by cumulants and by an analytic integral transform, called the "rectangular R-transform".
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