Matricial model for the free multiplicative convolution

DOI10.1214/15-AOP1024zbMATH Open1361.15037arXiv1402.5286MaRDI QIDQ317467FDOQ317467

Authors: Guillaume Cébron 

Publication date: 30 September 2016

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: This paper investigates homomorphisms `a la Bercovici-Pata between additive and multiplicative convolutions. We also consider their matricial versions which are associated with measures on the space of Hermitian matrices and on the unitary group. The previous results combined with a matricial model of Benaych-Georges and Cabanal-Duvillard allows us to define and study the large N limit of a new matricial model on the unitary group for free multiplicative L'evy processes.

Full work available at URL: https://arxiv.org/abs/1402.5286

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zbMATH Keywords

random matricesfree probabilityhomomorphismHermitian matricesadditive convolutioninfinitesly divisible distributionsmultiplicative convolutionunitary matricesLévy processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Random matrices (algebraic aspects) (15B52) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (probabilistic aspects) (60B20) Orthogonal matrices (15B10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Free probability and free operator algebras (46L54)

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Cited In (7)

• Limit theorems for free Lévy processes
• Generalised operations in free harmonic analysis
• On multiplicative conditionally free convolution
• Homomorphisms relative to additive convolutions and max-convolutions: free, Boolean and classical cases
• Haar states and Lévy processes on the unitary dual group
• The generalized master fields
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