Matricial model for the free multiplicative convolution
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random matricesfree probabilityhomomorphismHermitian matricesadditive convolutioninfinitesly divisible distributionsmultiplicative convolutionunitary matricesLévy processes
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)
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.
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Cited in
(7)- The generalized master fields
- Classical and free infinitely divisible distributions and random matrices
- Limit theorems for free Lévy processes
- Haar states and Lévy processes on the unitary dual group
- On multiplicative conditionally free convolution
- Homomorphisms relative to additive convolutions and max-convolutions: free, Boolean and classical cases
- Generalised operations in free harmonic analysis
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