A matrix interpolation between classical and free max operations: I. The univariate case - Archive ouverte HAL
Article Dans Une Revue Journal of Theoretical Probability Année : 2010

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 on random matrices giving an interpolation between classical and free settings.
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Dates et versions

hal-00289807 , version 1 (23-06-2008)
hal-00289807 , version 2 (04-11-2008)
hal-00289807 , version 3 (23-02-2009)

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Florent Benaych-Georges, Thierry Cabanal-Duvillard. A matrix interpolation between classical and free max operations: I. The univariate case. Journal of Theoretical Probability, 2010, 23 (2), pp.447-465. ⟨10.1007/s10959-009-0210-1⟩. ⟨hal-00289807v3⟩
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