Infinitely Divisible Distributions for Rectangular Free Convolution: Classification and Matricial Interpretation

In a previous paper ([B-G1]), we defined the rectangular free convolution ⊞ λ . Here, we investigate the related notion of infinite divisibility, which happens to be closely related the classical infinite divisibility: there exists a bijection between the set of classical symmetric infinitely divisible distributions and the set of ⊞ λ -infinitely divisible distributions, which preserves limit theorems. We give an interpretation of this correspondence in terms of random matrices: we construct distributions on sets of complex rectangular matrices which give rise to random matrices with singular laws going from the symmetric classical infinitely divisible distributions to their ⊞ λ -infinitely divisible correspondents when the dimensions go from one to infinity in a ratio λ.