Asymptotic distributions of Wishart type products of random matrices
Asymptotic distributions of Wishart type products of random matrices
We study asymptotic distributions of large dimensional random matrices of the form $BB^{*}$, where $B$ is a product of $p$ rectangular random matrices, using free probability and combinatorics of colored labeled noncrossing partitions. These matrices are taken from the set of off-diagonal blocks of the family $\mathcal{Y}$ of independent Hermitian …