The Large-NLimits of Brownian Motions on 𝔾𝕃N
From MaRDI portal
Publication:4560465
DOI10.1093/imrn/rnv245zbMath1404.60111arXiv1306.6033OpenAlexW2473085909MaRDI QIDQ4560465
No author found.
Publication date: 12 December 2018
Published in: International Mathematics Research Notices (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.6033
Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Diffusion processes (60J60) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
Related Items
Universality classes for general random matrix flows ⋮ Tracial smooth functions of non-commuting variables and the free Wasserstein manifold ⋮ Log-unimodality for free positive multiplicative Brownian motion ⋮ Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\) ⋮ The Brown measure of a family of free multiplicative Brownian motions ⋮ Brown measures of free circular and multiplicative Brownian motions with self-adjoint and unitary initial conditions ⋮ Local limit theorems for multiplicative free convolutions ⋮ The spectral edge of unitary Brownian motion ⋮ Brown measure support and the free multiplicative Brownian motion ⋮ PDE Methods in Random Matrix Theory ⋮ Fluctuations of Brownian motions on \(\mathbb{GL}_N\) ⋮ The Brown measure of the free multiplicative Brownian motion ⋮ The complex-time Segal-Bargmann transform ⋮ The Brown measure of the sum of a self-adjoint element and an imaginary multiple of a semicircular element
This page was built for publication: The Large-NLimits of Brownian Motions on 𝔾𝕃N
