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Joint convergence of several copies of different patterned random matrices

   
@article{EJP1970,
	author = {Riddhipratim Basu and Arup Bose and Shirshendu Ganguly and Rajat Hazra},
	title = {Joint convergence of several copies of different patterned random matrices},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {17},
	year = {2012},
	keywords = {Random matrices, free probability, joint convergence, patterned matrices, Toeplitz matrix, Hankel matrix, Reverse Circulant matrix, Symmetric Circulant matrix, Wigner matrix},
	abstract = {
We study the joint convergence of independent copies of several patterned matrices in the non-commutative 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.
},
	pages = {no. 82, 1-33},
	issn = {1083-6489},
	doi = {10.1214/EJP.v17-1970},    
        url = {http://ejp.ejpecp.org/article/view/1970}}