Free convolution operators and free Hall transform
From MaRDI portal
Publication:2440964
Abstract: We define an extension of the polynomial calculus on a W*-probability space by introducing an abstract algebra which contains polynomials. This extension allows us to define transition operators for additive and multiplicative free convolution. It also permits us to characterize the free Segal-Bargmann transform and the free Hall transform introduced by Biane, in a manner which is closer to classical definitions. Finally, we use this extension of polynomial calculus to prove two asymptotic results on random matrices: the convergence for each fixed time, as N tends to infinity, of the *-distribution of the Brownian motion on the linear group GL_N(C) to the *-distribution of a free multiplicative circular Brownian motion, and the convergence of the classical Hall transform on U(N) to the free Hall transform.
Recommendations
- scientific article; zbMATH DE number 527331
- On a remarkable semigroup of homomorphisms with respect to free multiplicative convolution
- Addition of freely independent random variables
- Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
- Limit theorems in free probability theory. I
Cites work
- scientific article; zbMATH DE number 6016068 (Why is no real title available?)
- scientific article; zbMATH DE number 5346726 (Why is no real title available?)
- scientific article; zbMATH DE number 1003147 (Why is no real title available?)
- scientific article; zbMATH DE number 2058248 (Why is no real title available?)
- scientific article; zbMATH DE number 956691 (Why is no real title available?)
- Combinatorial properties of Brownian motion on the compact classical groups
- Combinatorial theory of the free product with amalgamation and operator-valued free probability theory
- Conditional expectations in von Neumann algebras
- Conditional expectations in von Neumann algebras and a theorem of Takesaki
- Free Random Variables
- Free probability theory and non-crossing partitions
- Hopf algebras and the logarithm of the $S$-transform in free probability
- Lectures on the Combinatorics of Free Probability
- Multiplicative functions on the lattice of non-crossing partitions and free convolution
- Notes on non-commutative integration
- On free stochastic differential equations
- On the Kakutani-Itô-Segal-Gross and Segal-Bargmann-Hall isomorphisms
- Processes with free increments
- Schur-Weyl duality and the heat kernel measure on the unitary group
- Segal-Bargmann transform, functional calculus on matrix spaces and the theory of semi-circular and circular systems
- Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
- Sur les partitions non croisées d'un cycle. (The non-crossed partitions of a cycle)
- The Segal-Bargmann ``coherent state transform for compact Lie groups
Cited in
(21)- The large-\(N\) limit of the Segal-Bargmann transform on \(\mathbb U_N\)
- Log-unimodality for free positive multiplicative Brownian motion
- Free transport for convex potentials
- An elementary approach to free entropy theory for convex potentials
- Fluctuations of Brownian motions on \(\mathbb{GL}_N\)
- Brown measure support and the free multiplicative Brownian motion
- PDE Methods in Random Matrix Theory
- Coherent states for compact Lie groups and their large-\(N\) limits
- Local limit theorems for multiplicative free convolutions
- Tracial smooth functions of non-commuting variables and the free Wasserstein manifold
- Matricial model for the free multiplicative convolution
- Segal-Bargmann transform: the \(q\)-deformation
- scientific article; zbMATH DE number 6682950 (Why is no real title available?)
- An elementary proof of the inequality \(\chi \leq \chi^\ast\) for conditional free entropy
- The two-parameter free unitary Segal-Bargmann transform and its Biane-Gross-Malliavin identification
- Computing the spectral action for fuzzy geometries: from random noncommutative geometry to bi-tracial multimatrix models
- Boolean cumulants and subordination in free probability
- The Segal-Bargmann transform on classical matrix Lie groups
- On the free convolution with a free multiplicative analogue of the normal distribution
- Heat kernel empirical laws on \({\mathrm {U}}_N\) and \({\mathrm {GL}}_N\)
- The spectral edge of unitary Brownian motion
This page was built for publication: Free convolution operators and free Hall transform
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2440964)
