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Non-Gaussian Random Matrix Models for Two-faced Families of Random Variables Having Bi-free Central Limit Distributions

Operator Algebras 2018-06-22 v2

Abstract

In this paper, we construct random two-faced families of matrices with non-Gaussian entries to approximate a two-faced family of random variables having a bi-free central limit distribution. We prove that, under modest conditions weaker than independence, a family of random two-faced family of matrices with non-Gaussian entries is asymptotically bi-free from a two-faced family of constant diagonal matrices.

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Cite

@article{arxiv.1806.05399,
  title  = {Non-Gaussian Random Matrix Models for Two-faced Families of Random Variables Having Bi-free Central Limit Distributions},
  author = {Mingchu Gao},
  journal= {arXiv preprint arXiv:1806.05399},
  year   = {2018}
}

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12 pages