Matrix liberation process. I: Large deviation upper bound and almost sure convergence

DOI10.1007/S10959-018-0819-ZMaRDI QIDQ1741885zbMATH OpenOpenAlexWikidataFDO

Authors Yoshimichi Ueda

Publication date 7 May 2019

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.04101

zbMATH Keywords

free probabilitylarge \(N\) limitlarge deviationrandom matrixstochastic processunitary Brownian motion

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Free probability and free operator algebras (46L54) Large deviations (60F10)

Abstract: We introduce the concept of matrix liberation process, a random matrix counterpart of the liberation process in free probability, and prove a large deviation upper bound for its empirical distribution with several properties on its rate function. As a simple consequence we obtain the almost sure convergence of the empirical distribution of the matrix liberation process to that of the corresponding liberation process as continuous processes in large $N$ limit.

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