Abstract
In earlier articles we studied a kind of probability theory in the framework of operator algebras, with the tensor product replaced by the free product. We prove here that free random variables naturally arise as limits of random matrices and that Wigner's semicircle law is a consequence of the central limit theorem for free random variables. In this way we obtain a non-commutative limit distribution of a general gaussian random matrix as an operator in a certain operator algebra, Wigner's law being given by the trace of the spectral measure of the selfadjoint component of this operator
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.