A Random Matrix Approximation for the Non-commutative Fractional   Brownian Motion
  A functional limit theorem for the empirical measure-valued process of eigenvalues of a matrix fractional Brownian motion is obtained. It is shown that the limiting measure-valued process is the non-commutative fractional Brownian motion recently introduced by Nourdin and Taqqu. Young and Skorohod stochastic integral techniques and fractional calculus are the main tools used. 
Juan Carlos Pardo, Victor P\'erez-Abreu, Jos\'e Luis P\'erez-Garmendia
math.PR