A Matrix Interpolation between Classical and Free Max Operations. I. The Univariate Case
- 86 Downloads
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.
KeywordsRandom matrices Free probability Max-stable laws
Mathematics Subject Classification (2000)15A52 46L54
Unable to display preview. Download preview PDF.