The two-parameter free unitary Segal-Bargmann transform and its Biane-Gross-Malliavin identification
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Abstract: Motivated by the two-parameter free unitary Segal-Bargmann transform in the form of conditional expectation, we derive the integral transform representation of the two-parameter free unitary Segal-Bargmann transform which coincides to the large- limit of the two-parameter Segal-Bargmann transform on the unitary group and explore its limiting behavior. We also extend the notion of circular systems in order to define a two-parameter free Segal-Bargmann transform and prove a version of Biane-Gross-Malliavin Theorem of the two-parameter free unitary Segal-Bargmann transform.
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Cited in
(10)- Brown measure support and the free multiplicative Brownian motion
- The complex-time Segal-Bargmann transform
- Segal-Bargmann transform: the \(q\)-deformation
- The Brown measure of a family of free multiplicative Brownian motions
- PDE Methods in Random Matrix Theory
- Brown measures of free circular and multiplicative Brownian motions with self-adjoint and unitary initial conditions
- The large-\(N\) limit of the Segal-Bargmann transform on \(\mathbb U_N\)
- The Brown measure of the sum of a self-adjoint element and an elliptic element
- Large-\(N\) limit of the Segal-Bargmann transforms on the spheres
- The Segal-Bargmann transform on classical matrix Lie groups
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