English

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 U(nm)U(nm) towards a quantum L\'evy process on the unitary dual group UnU\langle n\rangle when mm\rightarrow\infty, obtained by the author in a previous paper, by showing that the Brownian motions on the orthogonal group O(nm)O(nm) and the symplectic group Sp(nm)Sp(nm) 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}
}