On some high-dimensional limits of matricial stochastic processes seen from a quantum probability perspective
Probability
2022-02-28 v1 Functional Analysis
Abstract
We generalize the result of block-wise convergence of the Brownian motion on the unitary group towards a quantum L\'evy process on the unitary dual group when , obtained by the author in a previous paper, by showing that the Brownian motions on the orthogonal group and the symplectic group also converge block-wise to this same quantum L\'evy process.
Keywords
Cite
@article{arxiv.2202.12344,
title = {On some high-dimensional limits of matricial stochastic processes seen from a quantum probability perspective},
author = {Michaël Ulrich},
journal= {arXiv preprint arXiv:2202.12344},
year = {2022}
}