Non-Gaussian Random Matrix Models for Two-faced Families of Random Variables Having Bi-free Central Limit Distributions

Abstract

In this paper, we construct random two-faced families of matrices with non-Gaussian entries to approximate a two-faced family of random variables having a bi-free central limit distribution. We prove that, under modest conditions weaker than independence, a family of random two-faced family of matrices with non-Gaussian entries is asymptotically bi-free from a two-faced family of constant diagonal matrices.