Infinitely divisible distributions for rectangular free convolution: classification and matricial interpretation (Q2641902): Difference between revisions

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Property / author: Florent Benaych-Georges / rank
 
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Property / reviewed by: Benoit Collins / rank
 
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Revision as of 12:39, 26 June 2024

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Infinitely divisible distributions for rectangular free convolution: classification and matricial interpretation
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    Infinitely divisible distributions for rectangular free convolution: classification and matricial interpretation (English)
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    17 August 2007
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    This paper is a continuation of a previous paper by the author where he introduced the convolution operator \(\boxplus_{\lambda}\) as a tool to study principal values of sum of large independent rectangular random matrices whose row/column ratio is close to \(\lambda\). Here, the author studies the notion of infinite divisibility for the convolution \(\boxplus_{\lambda}\), and establishes a Levy-Khinchine type theorem. He also defines a Bercovici-Pata type map and proves that it is a bijection turning classical convolution into the \(\boxplus_{\lambda}\)-convolution and preserving limit theorems, thus extending results of \textit{H. Bercovici} and \textit{V. Pata} [Ann. Math. (2) 149, No. 3, 1023--1060 (1999; Zbl 0945.46046)]. Last, a matrix model for the Bercovici-Pata type bijection is given.
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    random matrices
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    free probability
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    free convolution
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    Marchenko-Pastur distribution
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    convolution operator
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    Levy-Khinchine type theorem
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