Inverse of the flow and moments of the free Jacobi process associated with one projection

DOI10.1142/S2010326318500016zbMATH Open1392.60009arXiv1611.00233OpenAlexW2963170353MaRDI QIDQ4568313FDOQ4568313

Authors: Tarek Hamdi, Nizar Demni 

Publication date: 19 June 2018

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Abstract: This paper is a companion to a series of papers devoted to the study of the spectral distribution of the free Jacobi process associated with a single projection. Actually, we notice that the flow solves a radial L"owner equation and as such, the general theory of L"owner equations implies that it is univalent in some connected region in the open unit disc. We also prove that its inverse defines the Aleksandrov-Clark measure at $z=1$ of some Herglotz function which is absolutely-continuous with an essentially bounded density. As a by-product, we deduce that $z=1$ belongs only to the discrete spectrum of the unitary operator whose spectral dynamics are governed by the flow. Moreover, we use a previous result due to the first author in order to derive an explicit, yet complicated, expression of the moments of both the unitary and the free Jacobi processes. The paper is closed with some remarks on the boundary behavior of the flow's inverse.

Full work available at URL: https://arxiv.org/abs/1611.00233

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zbMATH Keywords

free Jacobi processfree unitary Brownian motionAleksandrov-Clark measuresunivalent mapHerglotz transformradial Löwner equation

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Special classes of univalent and multivalent functions of one complex variable (starlike, convex, bounded rotation, etc.) (30C45) Conformal mappings of special domains (30C20)

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Cited In (5)

• Schur–Weyl duality and the product of randomly-rotated symmetries by a unitary Brownian motion
• LIBERATION, FREE MUTUAL INFORMATION AND ORBITAL FREE ENTROPY
• Spectral distribution of the free Jacobi process, revisited
• The Hermitian Jacobi process: a simplified formula for the moments and application to optical fiber MIMO channels
• Moments of the Hermitian matrix Jacobi process

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