Spectral distribution of large-size Brownian motions on the complex linear group
Classical Analysis and ODEs
2016-06-09 v2 Probability
Abstract
We show how the approach used in `N. Demni, T. Hmidi. Spectral Distribution of the Free unitary Brownian motion: another approach. Sem. Probab. XLIV. 2012. 191-206.' applies to describe the large-size limit of the marginal distribution of the Brownian motion on the complex linear group.
Keywords
Cite
@article{arxiv.1307.4027,
title = {Spectral distribution of large-size Brownian motions on the complex linear group},
author = {Nizar Demni and Tarek Hamdi},
journal= {arXiv preprint arXiv:1307.4027},
year = {2016}
}
Comments
The title is changed, the exposition is improved and one technical proof is shortened. All comments welcome