English

Loewner's equation in noncommutative probability

Probability 2007-05-23 v2 Operator Algebras

Abstract

Using concepts of noncommutative probability we show that the Loewner's evolution equation can be viewed as providing a map from paths of measures to paths of probability measures. We show that the fixed point of the Loewner map is the convolution semigroup of the semicircle law in the chordal case, and its multiplicative analogue in the radial case. We further show that the Loewner evolution ``spreads out'' the distribution and that it gives rise to a Markov process.

Keywords

Cite

@article{arxiv.math/0208212,
  title  = {Loewner's equation in noncommutative probability},
  author = {Robert O. Bauer},
  journal= {arXiv preprint arXiv:math/0208212},
  year   = {2007}
}

Comments

26 pages, 2 figures, 2nd version