A Matrix Representation of the Bercovici-Pata Bijection

Abstract

Let $\mu$ be an infinitely divisible law on the real line, $\Lambda(\mu)$ its freely infinitely divisible image by the Bercovici-Pata bijection. The purpose of this article is to produce a new kind of random matrices with distribution $\mu$ at dimension 1, and with its empirical spectral law converging to $\Lambda(\mu)$ as the dimension tends to infinity. This constitutes a generalisation of Wigner's result for the Gaussian Unitary Ensemble.