Free Jacobi process
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Publication:2481395
Abstract: Using a matrix approach, we define the free Jacobi process as the limit of the complex Jacobi matrix process. The we derive a free SDE which is analogous to its classical counterpart. To proceed, we prove that fro suitable parameters the process remains injective if it is initially injective and then use the polar decomposition. In the stationnary case, this will be easily deduced from the explicit expression of the spectral measure. In the general setting we derive a recurrence formula for the moments. Moreover, a p. d. e. for the Cauchy transform of the law is given.
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Cited in
(25)- Spectral distribution of the free Jacobi process, revisited
- Moments of the Hermitian matrix Jacobi process
- Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions
- Relating moments of self-adjoint polynomials in two orthogonal projections
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- Free Jacobi process associated with one projection: local inverse of the flow
- Dirichlet form analysis of the Jacobi process
- Remarks on free mutual information and orbital free entropy
- Spectral distribution of the free Jacobi process
- Central limit theorems for the Brownian motion on large unitary groups
- Spectral distribution of the free Jacobi process associated with one projection
- Wigner chaos and the fourth moment
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- The Cℓ‐free process
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