The Brown measure of a family of free multiplicative Brownian motions

DOI10.1007/s00440-022-01166-5zbMath1527.46039arXiv2104.07859MaRDI QIDQ6158596

Brian C. Hall, Ching-Wei Ho

Publication date: 20 June 2023

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.07859

zbMATH Keywords

Brown measurefree multiplicative Brownian motion

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Diffusion processes and stochastic analysis on manifolds (58J65) Hamilton-Jacobi equations (35F21)

Related Items

The Brown measure of the sum of a self-adjoint element and an elliptic element

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