On a surprising relation between rectangular and square free convolutions

Florent Benaych-Georges (1)

1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires

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.

Mots clés: free probability; free convolution; random matrices

Domaines: Probabilités [math.PR]

Florent Benaych-Georges. On a surprising relation between rectangular and square free convolutions. 2008. ⟨hal-00292939v2⟩