A matrix interpolation between classical and free max operations. I: The univariate case

DOI10.1007/S10959-009-0210-1zbMATH Open1194.46088arXiv0806.3686OpenAlexW3104605483MaRDI QIDQ975324FDOQ975324

Florent Benaych-Georges, Thierry Cabanal-Duvillard

Publication date: 9 June 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/0806.3686

zbMATH Keywords

random matricesfree probabilitymax-stable laws

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54)

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Cited In (7)

• Limit theorems for classical, freely and Boolean max-infinitely divisible distributions
• Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution
• Boolean extremes and Dagum distributions
• A continuous semigroup of notions of independence between the classical and the free one
• Free point processes and free extreme values
• The singular values and vectors of low rank perturbations of large rectangular random matrices
• Free probability for pairs of faces. IV: Bi-free extremes in the plane

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