The Hadamard product and the free convolutions

被引:4
|
作者
Chakrabarty, Arijit [1 ]
机构
[1] Indian Stat Inst, Theoret Stat & Math Unit, 203 BT Rd, Kolkata 700108, India
关键词
Free additive and multiplicative convolution; Hadamard product; Random matrix; Stationary Gaussian process;
D O I
10.1016/j.spl.2017.04.009
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
It is shown that if a probability measure nu is supported on a closed subset of (0, infinity), that is, its support is bounded away from zero, then the free multiplicative convolution of nu 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. (C) 2017 Elsevier B.V. All rights reserved.
引用
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页码:150 / 157
页数:8
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