Article ID Journal Published Year Pages File Type
4589646 Journal of Functional Analysis 2016 39 Pages PDF
Abstract

We consider real second order freeness in the context of Haar unitary and unitarily invariant random matrices and their transposes. We show that a unitarily invariant ensemble with a second order limit distribution is asymptotically real second order free from the transposed ensemble. In particular we obtain the unexpected result that a unitarily invariant random matrix will be asymptotically free from its transpose.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
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