ABSTRACT

In Chapter 6, we discussed the NCP convergence and LSD for the class of matrices {Pl,(ul,1,ul,2,...,ul,kl )} defined in (6.1) when p, n = n(p) → ∞, p/n → y > 0. There we used asymptotic freeness of Wigner and deterministic matrices after embedding matrices of different orders into larger square matrices of the same order.