The Brown measure of a family of free multiplicative Brownian motions

DOI10.1007/S00440-022-01166-5zbMATH Open1527.46039MaRDI QIDQ6158596FDOQ6158596

Authors Brian C. Hall, Ching Wei Ho 

Publication date 20 June 2023

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (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) Hamilton-Jacobi equations (35F21) Diffusion processes and stochastic analysis on manifolds (58J65) Free probability and free operator algebras (46L54)

Abstract: We consider a family of free multiplicative Brownian motions $b_{s,au}$ parametrized by a real variance parameter $s$ and a complex covariance parameter $au.$ We compute the Brown measure $m{u}_{s,au}$ of $u{b}_{s,au},$ where $u$ is a unitary element freely independent of $b_{s,au}.$ We find that $m{u}_{s,au}$ has a simple structure, with a density in logarithmic coordinates that is constant in the $au$-direction. These results generalize those of Driver-Hall-Kemp and Ho-Zhong for the case $au=s.$ We also establish a remarkable "model deformation phenomenon," stating that all the Brown measures with $s$ fixed and $au$ varying are related by push-forward under a natural family of maps. Our proofs use a first-order nonlinear PDE of Hamilton-Jacobi type satisfied by the regularized log potential of the Brown measures. Although this approach is inspired by the PDE method introduced by Driver-Hall-Kemp, our methods are substantially different at both the technical and conceptual level.

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Cited In (5)

• The Brown measure of the sum of a self-adjoint element and an elliptic element
• Title not available (Why is no real title available?)
• Brown measures of free circular and multiplicative Brownian motions with self-adjoint and unitary initial conditions
• Support of the Brown measure of the product of a free unitary Brownian motion by a free self-adjoint projection
• Computation of some examples of Brown's spectral measure in free probability

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