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arXiv · 1305.3470

Random matrix model for free Meixner laws

Romuald Lenczewski
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Abstract

Applying the concept of matricial freeness which generalizes freeness in free probability, we have recently studied asymptotic joint distributions of symmetric blocks of Gaussian random matrices (Gaussian Symmetric Block Ensemble). This approach gives a block refinement of the fundamental result of Voiculescu on asymptotic freeness of independent Gaussian random matrices. In this paper, we show that this framework is natural for constructing a random matrix model for free Meixner laws. We also demonstrate that the ensemble of independent matrices of this type is asymptotically conditionally free with respect to the pair of partial traces.

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Romuald Lenczewski. 2013-05-23. Random matrix model for free Meixner laws. https://doi.org/10.1093/imrn%2Frnu041

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