Classical and free infinitely divisible distributions and random matrices (Q1781178): Difference between revisions

\textit{H. Bercovici} and \textit{V. Pata} [Ann. Math. (2) 149, No. 3, 1023--1060 (1999; Zbl 0945.46046)] showed the existence of a homeomorphism \(\Psi\) between the sets of \(*\)-infinitely divisible and \(\boxplus\)-infinitely divisible distributions. In the article under review, the author constructs a matricial model for the \(\boxplus\)-infinitely divisible distributions that provides a more constructive way to see the bijection \(\Psi\) . A direct application of this model is to independently recover \textit{M. Anshelevich}'s construction of a continuum between the classical convolution \(*\) and the free convolution \(\boxplus\) for infinitely divisible measures [Doc. Math., J. DMV 6, 343--384 (2001; Zbl 1010.46064)]. The author also shows that the matrix model constructed in the paper allows one to recover Wigner's result. It also gives a new proof of the convergence of the spectral distribution of the Wishart matrix with parameter 1 to the Marchenko-Pastur distribution, and it exposes the Marchenko-Pastur distribution as the limit spectral distribution of independent rank-one projections.