Mathematics – Probability
Scientific paper
2012-04-10
Mathematics
Probability
8 pages, 2 figures
Scientific paper
We investigate the implications of free probability for random matrices. From rules for calculating all possible joint moments of two free random matrices, we develop a notion of partial freeness which is quantified by the breakdown of these rules. We provide a combinatorial interpretation for partial freeness as the presence of closed paths in Hilbert space defined by particular joint moments. We also discuss how asymptotic moment expansions provide an error term on the density of states. We present MATLAB code for the calculation of moments and free cumulants of arbitrary random matrices.
Chen Jiahao
Edelman Alan
No associations
LandOfFree
Partial freeness of random matrices does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Partial freeness of random matrices, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Partial freeness of random matrices will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-646088