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math.PR2026
Infinitesimal freeness for orthogonally invariant random matrices
Guillaume Cébron, James A Mingo
We introduce a new kind of free independence, called real infinitesimal freeness. We show that independent orthogonally invariant with infinitesimal laws are asymptotically real in…
math.PR2025
Asymptotic limit of cumulants and higher order free cumulants of complex Wigner matrices
James A. Mingo, Daniel Munoz George
We compute the fluctuation moments of a Complex Wigner Matrix given by the limit …