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arXiv · 1505.04337

Polynomials in Asymptotically Free Random Matrices

Roland Speicher
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Abstract

Recent work of Belinschi, Mai and Speicher resulted in a general algorithm to calculate the distribution of any selfadjoint polynomial in free variables. Since many classes of independent random matrices become asymptotically free if the size of the matrices goes to infinity, this algorithm allows then also the calculation of the asymptotic eigenvalue distribution of polynomials in such independent random matrices. We will recall the main ideas of this approach and then also present its extension to the case of the Brown measure of non-selfadjoint polynomials.

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Roland Speicher. 2015-05-16. Polynomials in Asymptotically Free Random Matrices. https://doi.org/10.5506/aphyspolb.46.1611

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