Free Jacobi process
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Publication:2481395
DOI10.1007/s10959-007-0110-1zbMath1145.46041arXivmath/0606218MaRDI QIDQ2481395
Publication date: 9 April 2008
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0606218
polar decomposition; free Jacobi process; free multiplicative Brownian motion; free additive Brownian motion; unitary Brownian matrix
46L54: Free probability and free operator algebras
Related Items
Wigner chaos and the fourth moment, On free stochastic differential equations, Central limit theorems for the brownian motion on large unitary groups
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