Free Convolution and the Random Sum of Matrices

  • Roland Speicher

    Universität des Saarlandes, Saarbrücken, Germany

Abstract

We show that the spectral measure of the sum of two selfadjoint matrices is 'almost surely' given by the free convolution (in the sense of Voiculescu) of the spectral measures of the two matrices if their size tends to infinity.

Cite this article

Roland Speicher, Free Convolution and the Random Sum of Matrices. Publ. Res. Inst. Math. Sci. 29 (1993), no. 5, pp. 731–744

DOI 10.2977/PRIMS/1195166573