Covariation representations for Hermitian Lévy process ensembles of free infinitely divisible distributions

J. Armando Domínguez-Molina, Víctor Pérez-Abreu, Alfonso Rocha-Arteaga

It is known that the so-called Bercovici-Pata bijection can be explained in terms of certain Hermitian random matrix ensembles $(M_d{)}_{d\ge 1}$ whose asymptotic spectral distribu…