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In this paper we study the global fluctuations of block Gaussian matrices within the framework of second-order free probability theory. In order to compute the second-order Cauchy transform of these… Click to show full abstract
In this paper we study the global fluctuations of block Gaussian matrices within the framework of second-order free probability theory. In order to compute the second-order Cauchy transform of these matrices, we introduce a matricial second-order conditional expectation and compute the matricial second-order Cauchy transform of a certain type of non-commutative random variables. As a by-product, using the linearization technique, we obtain the second-order Cauchy transform of non-commutative rational functions evaluated on selfadjoint Gaussian matrices.
Journal Title: Probability Theory and Related Fields
Year Published: 2019
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