A matrix interpolation between classical and free max operations: I. The univariate case
Probability
2011-09-23 v3
Abstract
Recently, Ben Arous and Voiculescu considered taking the maximum of two free random variables and brought to light a deep analogy with the operation of taking the maximum of two independent random variables. We present here a new insight on this analogy: its concrete realization based on random matrices giving an interpolation between classical and free settings.
Cite
@article{arxiv.0806.3686,
title = {A matrix interpolation between classical and free max operations: I. The univariate case},
author = {Florent Benaych-Georges and Thierry Cabanal-Duvillard},
journal= {arXiv preprint arXiv:0806.3686},
year = {2011}
}
Comments
14 pages