Matricial model for the free multiplicative convolution (Q317467): Difference between revisions

This work analyzes homomorphisms between additive and multiplicative convolutions, the classical (additive) convolution on \(\mathbb{R}\) and the classical (multiplicative) convolutions on the unit circle in \(\mathbb{C}\). These correspond to the addition and to the multiplication, respectively, of independent random variables. The author also considers their matricial versions which are related to measures on the space of Hermitian matrices and on the group of unitary matrices. All the results allow to define and study a new matricial model on the unitary group for free multiplicative Lévy processes.