D. George

Asymptotic infinitesimal freeness of covariance matrices

We consider $n\times n$ covariance matrices $M=\frac{1}{n}XX^*$ where $X=(x_{i,j})$ is a matrix whose entries are independent complex random variables with $\mathbb{E}(x_{i,j})=0$ and $\mathbb{E}(|x_{i,j}|^2)=1$. We derive a $\frac{1}{n}$ expansion of the mixed moments, $\frac{1}{n}\mathbb{E}(\Tr(M^{(r_1)}\cdots M^{(r_...