Random matrix model for free Meixner laws
Operator Algebras
2018-05-28 v2 Probability
Abstract
Applying the concept of matricial freeness which generalizes freeness in free probability, we have recently studied asymptotic joint distributions of symmetric blocks of Gaussian random matrices (Gaussian Symmetric Block Ensemble). This approach gives a block refinement of the fundamental result of Voiculescu on asymptotic freeness of independent Gaussian random matrices. In this paper, we show that this framework is natural for constructing a random matrix model for free Meixner laws. We also demonstrate that the ensemble of independent matrices of this type is asymptotically conditionally free with respect to the pair of partial traces.
Cite
@article{arxiv.1305.3470,
title = {Random matrix model for free Meixner laws},
author = {Romuald Lenczewski},
journal= {arXiv preprint arXiv:1305.3470},
year = {2018}
}
Comments
18 pages, minor revisions