On the global fluctuations of block Gaussian matrices
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DOI: 10.1007/s00440-019-00925-1
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… read more here.
Keywords: order; second order; block gaussian; global fluctuations ... See more keywords