A matrix representation of the Bercovici-Pata bijection

DOI10.1214/EJP.v10-246zbMath1110.15019MaRDI QIDQ850356

Thierry Cabanal-Duvillard

Publication date: 3 November 2006

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/127217

zbMATH Keywords

random matricesGaussian unitary ensembleBercovici-Pata bijectionspectral law

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Free probability and free operator algebras (46L54) Random matrices (algebraic aspects) (15B52)

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