Spectral Distribution of the Free Unitary Brownian Motion: Another Approach

DOI10.1007/978-3-642-27461-9_9MaRDI QIDQ2908741zbMATH OpenOpenAlexFDO

Authors Taoufik Hmidi, Nizar Demni

Publication date 29 August 2012

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1302.4844

zbMATH Keywords

free unitary Brownian motionspectral measure

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54)

Abstract: Given an orthogonal projection $P$ and a free unitary Brownian motion $Y=(Y_t{)}_{tgeq0}$ in a $W^{star}$-non commutative probability space such that $Y$ and $P$ are $star$-free in Voiculescu's sense, the main result of this paper states that $P$ and $Y_{t}P{Y}_t^{star}$ are in general position at any time $t$. To this end, we study the dynamics of the unitary operator $S{Y}_{t}S{Y}_t^{star}$ where $S=2P-1$. More precisely, we derive a partial differential equation for the Herglotz transform of its spectral distribution, say $m{u}_t$. Then, we provide a flow on the interval $[-1,1]$ in such a way that the Herglotz transform of $m{u}_t$ composed with this flow is governed by both the Herglotz transforms of the initial ($t=0$) and the stationary ($t=infty)$ distributions. This fact allows to compute the weight that $m{u}_t$ assigns to $z=1$ leading to the main result. As a by-product, the weight that the spectral distribution of the free Jacobi process assigns to $x=1$ follows after a normalization. In the last part of the paper, we use combinatorics of non crossing partitions in order to analyze the term corresponding to the exponential decay $e^{-nt}$ in the expansion of the $n$-th moment of $S{Y}_{t}S{Y}_t^{star}$.

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Cites work

• scientific article; zbMATH DE number 1003147 (Why is no real title available?)
• Schur-Weyl duality and the heat kernel measure on the unitary group
• Segal-Bargmann transform, functional calculus on matrix spaces and the theory of semi-circular and circular systems

Cited in

(12)

• Support of the Brown measure of the product of a free unitary Brownian motion by a free self-adjoint projection
• The Brown measure of the free multiplicative Brownian motion
• Relating moments of self-adjoint polynomials in two orthogonal projections
• Brown measure support and the free multiplicative Brownian motion
• Computation of some examples of Brown's spectral measure in free probability
• h-Transforms and Orthogonal Polynomials
• Inverse of the flow and moments of the free Jacobi process associated with one projection
• Monotone and Boolean unitary Brownian motions
• Local law and rigidity for unitary Brownian motion
• Brown measures of free circular and multiplicative Brownian motions with self-adjoint and unitary initial conditions
• The spectral edge of unitary Brownian motion
• On the free convolution with a free multiplicative analogue of the normal distribution

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