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arxiv: 0806.3686 · v3 · pith:GS24UY42new · submitted 2008-06-23 · 🧮 math.PR

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

classification 🧮 math.PR
keywords freerandomanalogyclassicalinterpolationmaximumtakingvariables
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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.

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