A note on the folklore of free independence

Arijit Chakrabarty; Sukrit Chakraborty; Rajat Subhra Hazra

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arXiv · 1802.00952

A note on the folklore of free independence

Arijit Chakrabarty·Sukrit Chakraborty·Rajat Subhra Hazra

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Abstract

It is shown that a Wishart matrix of standard complex normal random variables is asymptotically freely independent of an independent random matrix, under minimal conditions, in two different sense of asymptotic free independence.

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Arijit Chakrabarty, Sukrit Chakraborty, Rajat Subhra Hazra. 2018-02-03. A note on the folklore of free independence. https://arxiv.org/abs/1802.00952

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