| Título: | A Matrix Representation of the Bercovici-Pata Bijection |
| Autores: | Cabanal-Duvillard, Thierry; Université Paris 5 |
| Fecha: | 2005-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Random matrices, free probability, infinitely divisible laws 15A52; 46L54; 60G51 |
| Descripción: | Let $\mu$ be an infinitely divisible law on the real line, $\Lambda(\mu)$ its freely infinitely divisible image by the Bercovici-Pata bijection. The purpose of this article is to produce a new kind of random matrices with distribution $\mu$ at dimension 1, and with its empirical spectral law converging to $\Lambda(\mu)$ as the dimension tends to infinity. This constitutes a generalisation of Wigner's result for the Gaussian Unitary Ensemble. |
| Idioma: | No aplica |
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