Non-Gaussian Random Matrix Models for Two-faced Families of Random Variables Having Bi-free Central Limit Distributions

Mingchu Gao

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arXiv · 1806.05399

Non-Gaussian Random Matrix Models for Two-faced Families of Random Variables Having Bi-free Central Limit Distributions

Mingchu Gao

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Abstract

In this paper, we construct random two-faced families of matrices with non-Gaussian entries to approximate a two-faced family of random variables having a bi-free central limit distribution. We prove that, under modest conditions weaker than independence, a family of random two-faced family of matrices with non-Gaussian entries is asymptotically bi-free from a two-faced family of constant diagonal matrices.

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BibTeX RIS

Mingchu Gao. 2018-06-14. Non-Gaussian Random Matrix Models for Two-faced Families of Random Variables Having Bi-free Central Limit Distributions. https://arxiv.org/abs/1806.05399

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