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Subordination for the sum of two random matrices

Autor: Kargin, V.

Publikováno v: Annals of Probability 2015, Vol. 43, No. 4, 2119-2150

This paper is about the relation of random matrix theory and the subordination phenomenon in complex analysis. We find that the resolvent of the sum of two random matrices is approximately subordinated to the resolvents of the original matrices. We e

Externí odkaz: http://arxiv.org/abs/1109.5818

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An inequality for the distance between densities of free convolutions

Autor: Kargin, V.

Publikováno v: Annals of Probability 2013, Vol. 41, No. 5, 3241-3260

This paper contributes to the study of the free additive convolution of probability measures. It shows that under some conditions, if measures $\mu_i$ and $\nu_i, i=1,2$, are close to each other in terms of the L\'{e}vy metric and if the free convolu

Externí odkaz: http://arxiv.org/abs/1107.0477

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Free point processes and free extreme values

Autor: Arous, G. Ben, Kargin, V.

Publikováno v: Probability Theory and Related Fields (2010), 147, 161-183

We continue here the study of free extreme values begun in Ben Arous and Voiculescu (2006). We study the convergence of the free point processes associated with free extreme values to a free Poisson random measure (Voiculescu (1998), Barndorff-Nielse

Externí odkaz: http://arxiv.org/abs/0903.2672

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