Free Jacobi process
From MaRDI portal
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Hermite and Laguerre polynomials and matrix-valued stochastic
- Limit laws for random matrices and free products
- Wishart processes
- Stochastic integration on the Cuntz algebra \({\mathcal O}_ \infty\)
- Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
- The Calogero-Sutherland model and generalized classical polynomials
- Processes with free increments
- Large deviation bounds for matrix Brownian motion
- Free martingale polynomials.
- Free Wishart processes
- Analysis of the limiting spectral distribution of large dimensional random matrices
- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- Asymptotic freeness by generalized moments for Gaussian and Wishart matrices. Application to beta random matrices
- On the multiplication of free N -tuples of noncommutative random variables
