The two-parameter free unitary Segal-Bargmann transform and its Biane-Gross-Malliavin identification

DOI10.1016/J.JFA.2016.09.001zbMATH Open1364.46057arXiv1601.03182OpenAlexW2962958976MaRDI QIDQ329643FDOQ329643

Ching Wei Ho

Publication date: 21 October 2016

Published in: Journal of Functional Analysis (Search for Journal in Brave)

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-$N$ limit of the two-parameter Segal-Bargmann transform on the unitary group $mathbbU(N)$ 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.

Full work available at URL: https://arxiv.org/abs/1601.03182

zbMATH Keywords

Biane-Gross-Malliavin identificationSegal-Bargmann-Hall transform

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54)

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Cited In (9)

• The Brown measure of the sum of a self-adjoint element and an elliptic element
• Brown measure support and the free multiplicative Brownian motion
• PDE Methods in Random Matrix Theory
• Segal-Bargmann transform: the \(q\)-deformation
• The Brown measure of a family of free multiplicative Brownian motions
• Brown measures of free circular and multiplicative Brownian motions with self-adjoint and unitary initial conditions
• The Segal-Bargmann transform on classical matrix Lie groups
• The complex-time Segal-Bargmann transform
• The large-\(N\) limit of the Segal-Bargmann transform on \(\mathbb U_N\)

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