Article ID Journal Published Year Pages File Type
5129695 Statistics & Probability Letters 2017 8 Pages PDF
Abstract

It is shown that if a probability measure ν is supported on a closed subset of (0,∞), that is, its support is bounded away from zero, then the free multiplicative convolution of ν and the semicircle law is absolutely continuous with respect to the Lebesgue measure. For the proof, a result concerning the Hadamard product of a deterministic matrix and a scaled Wigner matrix is proved and subsequently used. As a byproduct, a result, showing that the limiting spectral distribution of the Hadamard product is same as that of a symmetric random matrix with entries from a mean zero stationary Gaussian process, is obtained.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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