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math.PR2016
The Tracy-Widom distribution is not infinitely divisible
J. Armando Domínguez-Molina
The classical infinite divisibility of distributions related to eigenvalues of some random matrix ensembles is investigated. It is proved that the -Tracy-Widom distribution, whi…
math.PR2012
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 whose asymptotic spectral distribu…