Joint convergence of several copies of different patterned random matrices (1108.4099v2)

Published 20 Aug 2011 in math.PR and math.OA

Abstract: We study the joint convergence of independent copies of several patterned matrices in the noncommutative probability setup. In particular, joint convergence holds for the well known Wigner, Toeplitz, Hankel, reverse circulant and symmetric circulant matrices. We also study some properties of the limits. In particular, we show that copies of Wigner becomes asymptotically free with copies of any of the above other matrices.

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