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arXiv · 0812.0488

Matricially free random variables

Romuald Lenczewski
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Abstract

We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called matricial freeness, can be viewed as a generalization of both freeness and monotone independence. At the same time, the sums of matricially free random variables, called random pseudomatrices, are closely related to Gaussian random matrices. The main results presented in this paper concern the standard and tracial central limit theorems for random pseudomatrices and the corresponding limit distributions which can be viewed as matricial generalizations of semicirle laws.

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Romuald Lenczewski. 2008-12-02. Matricially free random variables. https://doi.org/10.1016/j.jfa.2010.03.010

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