A matrix interpolation between classical and free max operations: I. The univariate case
Résumé
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 onnrandom matrices giving an interpolation between classical and free settings.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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